E-mini NASDAQ-100 Future September 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 1,721.00 1,730.00 9.00 0.5% 1,794.50
High 1,740.75 1,739.75 -1.00 -0.1% 1,815.25
Low 1,684.00 1,634.25 -49.75 -3.0% 1,705.25
Close 1,726.25 1,640.75 -85.50 -5.0% 1,773.25
Range 56.75 105.50 48.75 85.9% 110.00
ATR 48.73 52.78 4.06 8.3% 0.00
Volume 103,606 136,486 32,880 31.7% 2,263,586
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,988.00 1,920.00 1,698.75
R3 1,882.50 1,814.50 1,669.75
R2 1,777.00 1,777.00 1,660.00
R1 1,709.00 1,709.00 1,650.50 1,690.25
PP 1,671.50 1,671.50 1,671.50 1,662.25
S1 1,603.50 1,603.50 1,631.00 1,584.75
S2 1,566.00 1,566.00 1,621.50
S3 1,460.50 1,498.00 1,611.75
S4 1,355.00 1,392.50 1,582.75
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,094.50 2,044.00 1,833.75
R3 1,984.50 1,934.00 1,803.50
R2 1,874.50 1,874.50 1,793.50
R1 1,824.00 1,824.00 1,783.25 1,794.25
PP 1,764.50 1,764.50 1,764.50 1,749.75
S1 1,714.00 1,714.00 1,763.25 1,684.25
S2 1,654.50 1,654.50 1,753.00
S3 1,544.50 1,604.00 1,743.00
S4 1,434.50 1,494.00 1,712.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,780.00 1,634.25 145.75 8.9% 65.50 4.0% 4% False True 225,877
10 1,836.25 1,634.25 202.00 12.3% 59.75 3.6% 3% False True 355,581
20 1,941.25 1,634.25 307.00 18.7% 49.50 3.0% 2% False True 343,897
40 1,977.25 1,634.25 343.00 20.9% 47.00 2.9% 2% False True 370,822
60 1,977.25 1,634.25 343.00 20.9% 48.00 2.9% 2% False True 403,413
80 2,070.75 1,634.25 436.50 26.6% 47.00 2.9% 1% False True 341,637
100 2,070.75 1,634.25 436.50 26.6% 44.50 2.7% 1% False True 273,405
120 2,070.75 1,634.25 436.50 26.6% 43.50 2.7% 1% False True 227,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.78
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 2,188.00
2.618 2,016.00
1.618 1,910.50
1.000 1,845.25
0.618 1,805.00
HIGH 1,739.75
0.618 1,699.50
0.500 1,687.00
0.382 1,674.50
LOW 1,634.25
0.618 1,569.00
1.000 1,528.75
1.618 1,463.50
2.618 1,358.00
4.250 1,186.00
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 1,687.00 1,698.75
PP 1,671.50 1,679.50
S1 1,656.25 1,660.00

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

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