E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 1,901.00 1,905.00 4.00 0.2% 1,930.00
High 1,924.00 1,908.00 -16.00 -0.8% 1,930.75
Low 1,891.00 1,867.50 -23.50 -1.2% 1,867.50
Close 1,905.50 1,875.00 -30.50 -1.6% 1,875.00
Range 33.00 40.50 7.50 22.7% 63.25
ATR 40.16 40.18 0.02 0.1% 0.00
Volume 297,429 285,917 -11,512 -3.9% 1,469,238
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,005.00 1,980.50 1,897.25
R3 1,964.50 1,940.00 1,886.25
R2 1,924.00 1,924.00 1,882.50
R1 1,899.50 1,899.50 1,878.75 1,891.50
PP 1,883.50 1,883.50 1,883.50 1,879.50
S1 1,859.00 1,859.00 1,871.25 1,851.00
S2 1,843.00 1,843.00 1,867.50
S3 1,802.50 1,818.50 1,863.75
S4 1,762.00 1,778.00 1,852.75
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,080.75 2,041.25 1,909.75
R3 2,017.50 1,978.00 1,892.50
R2 1,954.25 1,954.25 1,886.50
R1 1,914.75 1,914.75 1,880.75 1,903.00
PP 1,891.00 1,891.00 1,891.00 1,885.25
S1 1,851.50 1,851.50 1,869.25 1,839.50
S2 1,827.75 1,827.75 1,863.50
S3 1,764.50 1,788.25 1,857.50
S4 1,701.25 1,725.00 1,840.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,930.75 1,867.50 63.25 3.4% 35.75 1.9% 12% False True 293,847
10 1,976.00 1,867.50 108.50 5.8% 37.75 2.0% 7% False True 319,838
20 1,977.25 1,801.75 175.50 9.4% 39.50 2.1% 42% False False 361,526
40 1,977.25 1,765.25 212.00 11.3% 44.50 2.4% 52% False False 407,852
60 2,070.75 1,765.25 305.50 16.3% 45.75 2.4% 36% False False 382,362
80 2,070.75 1,765.25 305.50 16.3% 43.00 2.3% 36% False False 286,999
100 2,070.75 1,765.25 305.50 16.3% 42.00 2.2% 36% False False 229,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,080.00
2.618 2,014.00
1.618 1,973.50
1.000 1,948.50
0.618 1,933.00
HIGH 1,908.00
0.618 1,892.50
0.500 1,887.75
0.382 1,883.00
LOW 1,867.50
0.618 1,842.50
1.000 1,827.00
1.618 1,802.00
2.618 1,761.50
4.250 1,695.50
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 1,887.75 1,895.75
PP 1,883.50 1,888.75
S1 1,879.25 1,882.00

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

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