E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 1,906.75 1,930.00 23.25 1.2% 1,964.00
High 1,941.25 1,930.75 -10.50 -0.5% 1,976.00
Low 1,901.25 1,887.00 -14.25 -0.7% 1,888.25
Close 1,929.50 1,895.00 -34.50 -1.8% 1,929.50
Range 40.00 43.75 3.75 9.4% 87.75
ATR 42.14 42.26 0.11 0.3% 0.00
Volume 303,345 271,663 -31,682 -10.4% 1,729,150
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,035.50 2,009.00 1,919.00
R3 1,991.75 1,965.25 1,907.00
R2 1,948.00 1,948.00 1,903.00
R1 1,921.50 1,921.50 1,899.00 1,913.00
PP 1,904.25 1,904.25 1,904.25 1,900.00
S1 1,877.75 1,877.75 1,891.00 1,869.00
S2 1,860.50 1,860.50 1,887.00
S3 1,816.75 1,834.00 1,883.00
S4 1,773.00 1,790.25 1,871.00
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,194.50 2,149.75 1,977.75
R3 2,106.75 2,062.00 1,953.75
R2 2,019.00 2,019.00 1,945.50
R1 1,974.25 1,974.25 1,937.50 1,952.75
PP 1,931.25 1,931.25 1,931.25 1,920.50
S1 1,886.50 1,886.50 1,921.50 1,865.00
S2 1,843.50 1,843.50 1,913.50
S3 1,755.75 1,798.75 1,905.25
S4 1,668.00 1,711.00 1,881.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,946.50 1,887.00 59.50 3.1% 38.00 2.0% 13% False True 330,955
10 1,977.25 1,887.00 90.25 4.8% 37.25 2.0% 9% False True 370,286
20 1,977.25 1,801.75 175.50 9.3% 42.25 2.2% 53% False False 380,969
40 1,977.25 1,765.25 212.00 11.2% 45.75 2.4% 61% False False 424,492
60 2,070.75 1,765.25 305.50 16.1% 46.75 2.5% 42% False False 362,516
80 2,070.75 1,765.25 305.50 16.1% 43.25 2.3% 42% False False 272,046
100 2,070.75 1,765.25 305.50 16.1% 42.00 2.2% 42% False False 217,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,116.75
2.618 2,045.25
1.618 2,001.50
1.000 1,974.50
0.618 1,957.75
HIGH 1,930.75
0.618 1,914.00
0.500 1,909.00
0.382 1,903.75
LOW 1,887.00
0.618 1,860.00
1.000 1,843.25
1.618 1,816.25
2.618 1,772.50
4.250 1,701.00
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 1,909.00 1,914.00
PP 1,904.25 1,907.75
S1 1,899.50 1,901.50

These figures are updated between 7pm and 10pm EST after a trading day.

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