E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 07-Oct-2008

Day Change Summary
	Previous	Current
	06-Oct-2008	07-Oct-2008	Change	Change %	Previous Week
Open	1,478.00	1,409.00	-69.00	-4.7%	1,680.75
High	1,480.00	1,440.00	-40.00	-2.7%	1,688.00
Low	1,343.75	1,332.25	-11.50	-0.9%	1,474.75
Close	1,406.50	1,336.50	-70.00	-5.0%	1,477.50
Range	136.25	107.75	-28.50	-20.9%	213.25
ATR	75.76	78.04	2.29	3.0%	0.00
Volume	501,704	665,348	163,644	32.6%	2,134,785

Daily Pivots for day following 07-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,692.75	1,622.50	1,395.75
R3	1,585.00	1,514.75	1,366.25
R2	1,477.25	1,477.25	1,356.25
R1	1,407.00	1,407.00	1,346.50	1,388.25
PP	1,369.50	1,369.50	1,369.50	1,360.25
S1	1,299.25	1,299.25	1,326.50	1,280.50
S2	1,261.75	1,261.75	1,316.75
S3	1,154.00	1,191.50	1,306.75
S4	1,046.25	1,083.75	1,277.25

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	1,600.25	1,332.25	268.00	20.1%	94.75	7.1%	2%	False	True	467,243
10	1,714.25	1,332.25	382.00	28.6%	90.50	6.8%	1%	False	True	443,555
20	1,801.50	1,332.25	469.25	35.1%	80.25	6.0%	1%	False	True	459,400
40	1,985.25	1,332.25	653.00	48.9%	60.75	4.5%	1%	False	True	230,037
60	1,985.25	1,332.25	653.00	48.9%	55.75	4.2%	1%	False	True	153,499

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,898.00
2.618	1,722.00
1.618	1,614.25
1.000	1,547.75
0.618	1,506.50
HIGH	1,440.00
0.618	1,398.75
0.500	1,386.00
0.382	1,373.50
LOW	1,332.25
0.618	1,265.75
1.000	1,224.50
1.618	1,158.00
2.618	1,050.25
4.250	874.25

Fisher Pivots for day following 07-Oct-2008
Pivot	1 day	3 day
R1	1,386.00	1,447.00
PP	1,369.50	1,410.25
S1	1,353.00	1,373.25

Download as Excel Spreadsheet

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

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