E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 1,329.00 1,281.75 -47.25 -3.6% 1,478.00
High 1,373.00 1,326.25 -46.75 -3.4% 1,480.00
Low 1,262.50 1,198.25 -64.25 -5.1% 1,198.25
Close 1,272.00 1,282.50 10.50 0.8% 1,282.50
Range 110.50 128.00 17.50 15.8% 281.75
ATR 82.65 85.88 3.24 3.9% 0.00
Volume 720,811 596,728 -124,083 -17.2% 3,070,928
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,653.00 1,595.75 1,353.00
R3 1,525.00 1,467.75 1,317.75
R2 1,397.00 1,397.00 1,306.00
R1 1,339.75 1,339.75 1,294.25 1,368.50
PP 1,269.00 1,269.00 1,269.00 1,283.25
S1 1,211.75 1,211.75 1,270.75 1,240.50
S2 1,141.00 1,141.00 1,259.00
S3 1,013.00 1,083.75 1,247.25
S4 885.00 955.75 1,212.00
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 2,165.50 2,005.75 1,437.50
R3 1,883.75 1,724.00 1,360.00
R2 1,602.00 1,602.00 1,334.25
R1 1,442.25 1,442.25 1,308.25 1,381.25
PP 1,320.25 1,320.25 1,320.25 1,289.75
S1 1,160.50 1,160.50 1,256.75 1,099.50
S2 1,038.50 1,038.50 1,230.75
S3 756.75 878.75 1,205.00
S4 475.00 597.00 1,127.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,480.00 1,198.25 281.75 22.0% 119.00 9.3% 30% False True 614,185
10 1,688.00 1,198.25 489.75 38.2% 112.00 8.7% 17% False True 520,571
20 1,801.50 1,198.25 603.25 47.0% 90.75 7.1% 14% False True 535,000
40 1,985.25 1,198.25 787.00 61.4% 66.75 5.2% 11% False True 277,618
60 1,985.25 1,198.25 787.00 61.4% 58.50 4.6% 11% False True 185,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 23.85
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,870.25
2.618 1,661.25
1.618 1,533.25
1.000 1,454.25
0.618 1,405.25
HIGH 1,326.25
0.618 1,277.25
0.500 1,262.25
0.382 1,247.25
LOW 1,198.25
0.618 1,119.25
1.000 1,070.25
1.618 991.25
2.618 863.25
4.250 654.25
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 1,275.75 1,295.75
PP 1,269.00 1,291.25
S1 1,262.25 1,287.00

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

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