E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 1,977.00 1,970.00 -7.00 -0.4% 1,929.50
High 1,985.25 1,984.25 -1.00 -0.1% 1,985.25
Low 1,961.50 1,933.00 -28.50 -1.5% 1,928.50
Close 1,974.25 1,952.25 -22.00 -1.1% 1,974.25
Range 23.75 51.25 27.50 115.8% 56.75
ATR 41.94 42.60 0.67 1.6% 0.00
Volume 373 449 76 20.4% 1,736
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,110.25 2,082.50 1,980.50
R3 2,059.00 2,031.25 1,966.25
R2 2,007.75 2,007.75 1,961.75
R1 1,980.00 1,980.00 1,957.00 1,968.25
PP 1,956.50 1,956.50 1,956.50 1,950.50
S1 1,928.75 1,928.75 1,947.50 1,917.00
S2 1,905.25 1,905.25 1,942.75
S3 1,854.00 1,877.50 1,938.25
S4 1,802.75 1,826.25 1,924.00
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 2,133.00 2,110.25 2,005.50
R3 2,076.25 2,053.50 1,989.75
R2 2,019.50 2,019.50 1,984.75
R1 1,996.75 1,996.75 1,979.50 2,008.00
PP 1,962.75 1,962.75 1,962.75 1,968.25
S1 1,940.00 1,940.00 1,969.00 1,951.50
S2 1,906.00 1,906.00 1,963.75
S3 1,849.25 1,883.25 1,958.75
S4 1,792.50 1,826.50 1,943.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,985.25 1,933.00 52.25 2.7% 35.25 1.8% 37% False True 390
10 1,985.25 1,819.25 166.00 8.5% 41.50 2.1% 80% False False 412
20 1,985.25 1,797.00 188.25 9.6% 43.00 2.2% 82% False False 417
40 1,985.25 1,775.50 209.75 10.7% 44.50 2.3% 84% False False 445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,202.00
2.618 2,118.50
1.618 2,067.25
1.000 2,035.50
0.618 2,016.00
HIGH 1,984.25
0.618 1,964.75
0.500 1,958.50
0.382 1,952.50
LOW 1,933.00
0.618 1,901.25
1.000 1,881.75
1.618 1,850.00
2.618 1,798.75
4.250 1,715.25
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 1,958.50 1,959.00
PP 1,956.50 1,956.75
S1 1,954.50 1,954.50

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

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