E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	1,281.75	1,297.50	15.75	1.2%	1,478.00
High	1,326.25	1,459.50	133.25	10.0%	1,480.00
Low	1,198.25	1,297.50	99.25	8.3%	1,198.25
Close	1,282.50	1,458.50	176.00	13.7%	1,282.50
Range	128.00	162.00	34.00	26.6%	281.75
ATR	85.88	92.39	6.51	7.6%	0.00
Volume	596,728	829,115	232,387	38.9%	3,070,928

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,891.25	1,836.75	1,547.50
R3	1,729.25	1,674.75	1,503.00
R2	1,567.25	1,567.25	1,488.25
R1	1,512.75	1,512.75	1,473.25	1,540.00
PP	1,405.25	1,405.25	1,405.25	1,418.75
S1	1,350.75	1,350.75	1,443.75	1,378.00
S2	1,243.25	1,243.25	1,428.75
S3	1,081.25	1,188.75	1,414.00
S4	919.25	1,026.75	1,369.50

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,165.50	2,005.75	1,437.50
R3	1,883.75	1,724.00	1,360.00
R2	1,602.00	1,602.00	1,334.25
R1	1,442.25	1,442.25	1,308.25	1,381.25
PP	1,320.25	1,320.25	1,320.25	1,289.75
S1	1,160.50	1,160.50	1,256.75	1,099.50
S2	1,038.50	1,038.50	1,230.75
S3	756.75	878.75	1,205.00
S4	475.00	597.00	1,127.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,459.50	1,198.25	261.25	17.9%	124.25	8.5%	100%	True	False	679,667
10	1,605.75	1,198.25	407.50	27.9%	108.75	7.5%	64%	False	False	567,148
20	1,801.50	1,198.25	603.25	41.4%	96.25	6.6%	43%	False	False	555,657
40	1,985.25	1,198.25	787.00	54.0%	69.75	4.8%	33%	False	False	298,328
60	1,985.25	1,198.25	787.00	54.0%	60.50	4.2%	33%	False	False	199,024
80	1,985.25	1,198.25	787.00	54.0%	56.75	3.9%	33%	False	False	149,376

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	23.13
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	2,148.00
2.618	1,883.50
1.618	1,721.50
1.000	1,621.50
0.618	1,559.50
HIGH	1,459.50
0.618	1,397.50
0.500	1,378.50
0.382	1,359.50
LOW	1,297.50
0.618	1,197.50
1.000	1,135.50
1.618	1,035.50
2.618	873.50
4.250	609.00

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	1,431.75	1,415.25
PP	1,405.25	1,372.00
S1	1,378.50	1,329.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols