E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 1,510.00 1,478.00 -32.00 -2.1% 1,680.75
High 1,561.75 1,480.00 -81.75 -5.2% 1,688.00
Low 1,474.75 1,343.75 -131.00 -8.9% 1,474.75
Close 1,477.50 1,406.50 -71.00 -4.8% 1,477.50
Range 87.00 136.25 49.25 56.6% 213.25
ATR 71.10 75.76 4.65 6.5% 0.00
Volume 375,716 501,704 125,988 33.5% 2,134,785
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,818.75 1,749.00 1,481.50
R3 1,682.50 1,612.75 1,444.00
R2 1,546.25 1,546.25 1,431.50
R1 1,476.50 1,476.50 1,419.00 1,443.25
PP 1,410.00 1,410.00 1,410.00 1,393.50
S1 1,340.25 1,340.25 1,394.00 1,307.00
S2 1,273.75 1,273.75 1,381.50
S3 1,137.50 1,204.00 1,369.00
S4 1,001.25 1,067.75 1,331.50
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 2,186.50 2,045.25 1,594.75
R3 1,973.25 1,832.00 1,536.25
R2 1,760.00 1,760.00 1,516.50
R1 1,618.75 1,618.75 1,497.00 1,582.75
PP 1,546.75 1,546.75 1,546.75 1,528.75
S1 1,405.50 1,405.50 1,458.00 1,369.50
S2 1,333.50 1,333.50 1,438.50
S3 1,120.25 1,192.25 1,418.75
S4 907.00 979.00 1,360.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,605.75 1,343.75 262.00 18.6% 93.25 6.6% 24% False True 454,629
10 1,714.25 1,343.75 370.50 26.3% 85.00 6.0% 17% False True 416,403
20 1,821.75 1,343.75 478.00 34.0% 78.75 5.6% 13% False True 426,215
40 1,985.25 1,343.75 641.50 45.6% 59.25 4.2% 10% False True 213,411
60 1,985.25 1,343.75 641.50 45.6% 55.00 3.9% 10% False True 142,419
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,059.00
2.618 1,836.75
1.618 1,700.50
1.000 1,616.25
0.618 1,564.25
HIGH 1,480.00
0.618 1,428.00
0.500 1,412.00
0.382 1,395.75
LOW 1,343.75
0.618 1,259.50
1.000 1,207.50
1.618 1,123.25
2.618 987.00
4.250 764.75
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 1,412.00 1,467.25
PP 1,410.00 1,447.00
S1 1,408.25 1,426.75

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

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