E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 1,515.00 1,599.75 84.75 5.6% 1,735.00
High 1,605.75 1,600.25 -5.50 -0.3% 1,752.00
Low 1,505.75 1,552.25 46.50 3.1% 1,630.00
Close 1,594.25 1,578.75 -15.50 -1.0% 1,674.75
Range 100.00 48.00 -52.00 -52.0% 122.00
ATR 69.48 67.95 -1.53 -2.2% 0.00
Volume 602,280 433,127 -169,153 -28.1% 2,064,240
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,721.00 1,698.00 1,605.25
R3 1,673.00 1,650.00 1,592.00
R2 1,625.00 1,625.00 1,587.50
R1 1,602.00 1,602.00 1,583.25 1,589.50
PP 1,577.00 1,577.00 1,577.00 1,571.00
S1 1,554.00 1,554.00 1,574.25 1,541.50
S2 1,529.00 1,529.00 1,570.00
S3 1,481.00 1,506.00 1,565.50
S4 1,433.00 1,458.00 1,552.25
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 2,051.50 1,985.25 1,741.75
R3 1,929.50 1,863.25 1,708.25
R2 1,807.50 1,807.50 1,697.00
R1 1,741.25 1,741.25 1,686.00 1,713.50
PP 1,685.50 1,685.50 1,685.50 1,671.75
S1 1,619.25 1,619.25 1,663.50 1,591.50
S2 1,563.50 1,563.50 1,652.50
S3 1,441.50 1,497.25 1,641.25
S4 1,319.50 1,375.25 1,607.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,714.25 1,494.00 220.25 14.0% 89.25 5.7% 38% False False 421,877
10 1,801.50 1,494.00 307.50 19.5% 82.00 5.2% 28% False False 521,297
20 1,865.50 1,494.00 371.50 23.5% 69.75 4.4% 23% False False 364,558
40 1,985.25 1,494.00 491.25 31.1% 55.00 3.5% 17% False False 182,508
60 1,985.25 1,494.00 491.25 31.1% 52.50 3.3% 17% False False 121,812
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.90
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,804.25
2.618 1,726.00
1.618 1,678.00
1.000 1,648.25
0.618 1,630.00
HIGH 1,600.25
0.618 1,582.00
0.500 1,576.25
0.382 1,570.50
LOW 1,552.25
0.618 1,522.50
1.000 1,504.25
1.618 1,474.50
2.618 1,426.50
4.250 1,348.25
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 1,578.00 1,591.00
PP 1,577.00 1,587.00
S1 1,576.25 1,582.75

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

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