E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 1,774.75 1,794.50 19.75 1.1% 1,875.25
High 1,780.50 1,815.25 34.75 2.0% 1,915.50
Low 1,741.25 1,735.25 -6.00 -0.3% 1,741.25
Close 1,770.00 1,760.75 -9.25 -0.5% 1,770.00
Range 39.25 80.00 40.75 103.8% 174.25
ATR 43.22 45.85 2.63 6.1% 0.00
Volume 491,522 472,011 -19,511 -4.0% 1,721,196
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,010.50 1,965.50 1,804.75
R3 1,930.50 1,885.50 1,782.75
R2 1,850.50 1,850.50 1,775.50
R1 1,805.50 1,805.50 1,768.00 1,788.00
PP 1,770.50 1,770.50 1,770.50 1,761.50
S1 1,725.50 1,725.50 1,753.50 1,708.00
S2 1,690.50 1,690.50 1,746.00
S3 1,610.50 1,645.50 1,738.75
S4 1,530.50 1,565.50 1,716.75
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,331.75 2,225.00 1,865.75
R3 2,157.50 2,050.75 1,818.00
R2 1,983.25 1,983.25 1,802.00
R1 1,876.50 1,876.50 1,786.00 1,842.75
PP 1,809.00 1,809.00 1,809.00 1,792.00
S1 1,702.25 1,702.25 1,754.00 1,668.50
S2 1,634.75 1,634.75 1,738.00
S3 1,460.50 1,528.00 1,722.00
S4 1,286.25 1,353.75 1,674.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,915.50 1,735.25 180.25 10.2% 58.25 3.3% 14% False True 438,641
10 1,930.75 1,735.25 195.50 11.1% 47.00 2.7% 13% False True 366,244
20 1,977.25 1,735.25 242.00 13.7% 42.25 2.4% 11% False True 374,947
40 1,977.25 1,735.25 242.00 13.7% 44.50 2.5% 11% False True 405,947
60 2,005.75 1,735.25 270.50 15.4% 46.25 2.6% 9% False True 417,971
80 2,070.75 1,735.25 335.50 19.1% 44.75 2.5% 8% False True 314,387
100 2,070.75 1,735.25 335.50 19.1% 43.00 2.4% 8% False True 251,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.78
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 2,155.25
2.618 2,024.75
1.618 1,944.75
1.000 1,895.25
0.618 1,864.75
HIGH 1,815.25
0.618 1,784.75
0.500 1,775.25
0.382 1,765.75
LOW 1,735.25
0.618 1,685.75
1.000 1,655.25
1.618 1,605.75
2.618 1,525.75
4.250 1,395.25
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 1,775.25 1,785.75
PP 1,770.50 1,777.50
S1 1,765.50 1,769.00

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

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