E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 1,794.50 1,762.50 -32.00 -1.8% 1,875.25
High 1,815.25 1,780.25 -35.00 -1.9% 1,915.50
Low 1,735.25 1,720.75 -14.50 -0.8% 1,741.25
Close 1,760.75 1,728.75 -32.00 -1.8% 1,770.00
Range 80.00 59.50 -20.50 -25.6% 174.25
ATR 45.85 46.82 0.98 2.1% 0.00
Volume 472,011 571,291 99,280 21.0% 1,721,196
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,921.75 1,884.75 1,761.50
R3 1,862.25 1,825.25 1,745.00
R2 1,802.75 1,802.75 1,739.75
R1 1,765.75 1,765.75 1,734.25 1,754.50
PP 1,743.25 1,743.25 1,743.25 1,737.50
S1 1,706.25 1,706.25 1,723.25 1,695.00
S2 1,683.75 1,683.75 1,717.75
S3 1,624.25 1,646.75 1,712.50
S4 1,564.75 1,587.25 1,696.00
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 1,859.50 1,720.75 138.75 8.0% 55.75 3.2% 6% False True 479,562
10 1,924.00 1,720.75 203.25 11.8% 48.50 2.8% 4% False True 396,207
20 1,977.25 1,720.75 256.50 14.8% 42.75 2.5% 3% False True 383,247
40 1,977.25 1,720.75 256.50 14.8% 44.75 2.6% 3% False True 405,577
60 2,005.75 1,720.75 285.00 16.5% 46.25 2.7% 3% False True 421,883
80 2,070.75 1,720.75 350.00 20.2% 45.00 2.6% 2% False True 321,517
100 2,070.75 1,720.75 350.00 20.2% 43.00 2.5% 2% False True 257,309
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 11.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,033.00
2.618 1,936.00
1.618 1,876.50
1.000 1,839.75
0.618 1,817.00
HIGH 1,780.25
0.618 1,757.50
0.500 1,750.50
0.382 1,743.50
LOW 1,720.75
0.618 1,684.00
1.000 1,661.25
1.618 1,624.50
2.618 1,565.00
4.250 1,468.00
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 1,750.50 1,768.00
PP 1,743.25 1,755.00
S1 1,736.00 1,741.75

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

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