E-mini NASDAQ-100 Future December 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 1,734.25 13.25 0.8% 1,786.25
High 1,748.25 1,747.75 -0.50 0.0% 1,821.75
Low 1,690.00 1,639.75 -50.25 -3.0% 1,712.75
Close 1,733.00 1,647.00 -86.00 -5.0% 1,779.50
Range 58.25 108.00 49.75 85.4% 109.00
ATR 47.75 52.05 4.30 9.0% 0.00
Volume 526,445 737,643 211,198 40.1% 393,518
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,002.25 1,932.50 1,706.50
R3 1,894.25 1,824.50 1,676.75
R2 1,786.25 1,786.25 1,666.75
R1 1,716.50 1,716.50 1,657.00 1,697.50
PP 1,678.25 1,678.25 1,678.25 1,668.50
S1 1,608.50 1,608.50 1,637.00 1,589.50
S2 1,570.25 1,570.25 1,627.25
S3 1,462.25 1,500.50 1,617.25
S4 1,354.25 1,392.50 1,587.50
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,098.25 2,048.00 1,839.50
R3 1,989.25 1,939.00 1,809.50
R2 1,880.25 1,880.25 1,799.50
R1 1,830.00 1,830.00 1,789.50 1,800.50
PP 1,771.25 1,771.25 1,771.25 1,756.75
S1 1,721.00 1,721.00 1,769.50 1,691.50
S2 1,662.25 1,662.25 1,759.50
S3 1,553.25 1,612.00 1,749.50
S4 1,444.25 1,503.00 1,719.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,786.50 1,639.75 146.75 8.9% 65.50 4.0% 5% False True 413,117
10 1,865.50 1,639.75 225.75 13.7% 57.75 3.5% 3% False True 207,819
20 1,953.00 1,639.75 313.25 19.0% 48.00 2.9% 2% False True 104,162
40 1,985.25 1,639.75 345.50 21.0% 45.50 2.8% 2% False True 52,290
60 1,985.25 1,639.75 345.50 21.0% 45.75 2.8% 2% False True 35,017
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 13.20
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 2,206.75
2.618 2,030.50
1.618 1,922.50
1.000 1,855.75
0.618 1,814.50
HIGH 1,747.75
0.618 1,706.50
0.500 1,693.75
0.382 1,681.00
LOW 1,639.75
0.618 1,573.00
1.000 1,531.75
1.618 1,465.00
2.618 1,357.00
4.250 1,180.75
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 1,693.75 1,703.00
PP 1,678.25 1,684.25
S1 1,662.50 1,665.75

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

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