E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 1,281.75 1,297.50 15.75 1.2% 1,478.00
High 1,326.25 1,459.50 133.25 10.0% 1,480.00
Low 1,198.25 1,297.50 99.25 8.3% 1,198.25
Close 1,282.50 1,458.50 176.00 13.7% 1,282.50
Range 128.00 162.00 34.00 26.6% 281.75
ATR 85.88 92.39 6.51 7.6% 0.00
Volume 596,728 829,115 232,387 38.9% 3,070,928
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,891.25 1,836.75 1,547.50
R3 1,729.25 1,674.75 1,503.00
R2 1,567.25 1,567.25 1,488.25
R1 1,512.75 1,512.75 1,473.25 1,540.00
PP 1,405.25 1,405.25 1,405.25 1,418.75
S1 1,350.75 1,350.75 1,443.75 1,378.00
S2 1,243.25 1,243.25 1,428.75
S3 1,081.25 1,188.75 1,414.00
S4 919.25 1,026.75 1,369.50
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 1,459.50 1,198.25 261.25 17.9% 124.25 8.5% 100% True False 679,667
10 1,605.75 1,198.25 407.50 27.9% 108.75 7.5% 64% False False 567,148
20 1,801.50 1,198.25 603.25 41.4% 96.25 6.6% 43% False False 555,657
40 1,985.25 1,198.25 787.00 54.0% 69.75 4.8% 33% False False 298,328
60 1,985.25 1,198.25 787.00 54.0% 60.50 4.2% 33% False False 199,024
80 1,985.25 1,198.25 787.00 54.0% 56.75 3.9% 33% False False 149,376
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 23.13
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,148.00
2.618 1,883.50
1.618 1,721.50
1.000 1,621.50
0.618 1,559.50
HIGH 1,459.50
0.618 1,397.50
0.500 1,378.50
0.382 1,359.50
LOW 1,297.50
0.618 1,197.50
1.000 1,135.50
1.618 1,035.50
2.618 873.50
4.250 609.00
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 1,431.75 1,415.25
PP 1,405.25 1,372.00
S1 1,378.50 1,329.00

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

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