E-mini NASDAQ-100 Future December 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 1,782.25 1,786.25 4.00 0.2% 1,880.50
High 1,787.25 1,821.75 34.50 1.9% 1,922.50
Low 1,747.50 1,742.50 -5.00 -0.3% 1,747.50
Close 1,777.00 1,767.25 -9.75 -0.5% 1,777.00
Range 39.75 79.25 39.50 99.4% 175.00
ATR 42.15 44.80 2.65 6.3% 0.00
Volume 2,680 1,654 -1,026 -38.3% 5,090
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,015.00 1,970.25 1,810.75
R3 1,935.75 1,891.00 1,789.00
R2 1,856.50 1,856.50 1,781.75
R1 1,811.75 1,811.75 1,774.50 1,794.50
PP 1,777.25 1,777.25 1,777.25 1,768.50
S1 1,732.50 1,732.50 1,760.00 1,715.25
S2 1,698.00 1,698.00 1,752.75
S3 1,618.75 1,653.25 1,745.50
S4 1,539.50 1,574.00 1,723.75
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,340.75 2,233.75 1,873.25
R3 2,165.75 2,058.75 1,825.00
R2 1,990.75 1,990.75 1,809.00
R1 1,883.75 1,883.75 1,793.00 1,849.75
PP 1,815.75 1,815.75 1,815.75 1,798.50
S1 1,708.75 1,708.75 1,761.00 1,674.75
S2 1,640.75 1,640.75 1,745.00
S3 1,465.75 1,533.75 1,729.00
S4 1,290.75 1,358.75 1,680.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,922.50 1,742.50 180.00 10.2% 58.00 3.3% 14% False True 1,348
10 1,937.75 1,742.50 195.25 11.0% 46.25 2.6% 13% False True 856
20 1,985.25 1,742.50 242.75 13.7% 41.25 2.3% 10% False True 674
40 1,985.25 1,742.50 242.75 13.7% 43.50 2.5% 10% False True 548
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 10.73
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 2,158.50
2.618 2,029.25
1.618 1,950.00
1.000 1,901.00
0.618 1,870.75
HIGH 1,821.75
0.618 1,791.50
0.500 1,782.00
0.382 1,772.75
LOW 1,742.50
0.618 1,693.50
1.000 1,663.25
1.618 1,614.25
2.618 1,535.00
4.250 1,405.75
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 1,782.00 1,793.00
PP 1,777.25 1,784.50
S1 1,772.25 1,776.00

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

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