E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 1,451.75 1,378.50 -73.25 -5.0% 1,478.00
High 1,499.00 1,391.25 -107.75 -7.2% 1,480.00
Low 1,353.25 1,229.00 -124.25 -9.2% 1,198.25
Close 1,366.00 1,229.00 -137.00 -10.0% 1,282.50
Range 145.75 162.25 16.50 11.3% 281.75
ATR 96.20 100.92 4.72 4.9% 0.00
Volume 483,702 629,280 145,578 30.1% 3,070,928
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,769.75 1,661.75 1,318.25
R3 1,607.50 1,499.50 1,273.50
R2 1,445.25 1,445.25 1,258.75
R1 1,337.25 1,337.25 1,243.75 1,310.00
PP 1,283.00 1,283.00 1,283.00 1,269.50
S1 1,175.00 1,175.00 1,214.25 1,148.00
S2 1,120.75 1,120.75 1,199.25
S3 958.50 1,012.75 1,184.50
S4 796.25 850.50 1,139.75
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 1,499.00 1,198.25 300.75 24.5% 141.75 11.5% 10% False False 651,927
10 1,590.75 1,198.25 392.50 31.9% 124.75 10.1% 8% False False 574,906
20 1,801.50 1,198.25 603.25 49.1% 103.25 8.4% 5% False False 548,102
40 1,953.00 1,198.25 754.75 61.4% 75.75 6.2% 4% False False 326,132
60 1,985.25 1,198.25 787.00 64.0% 64.75 5.3% 4% False False 217,560
80 1,985.25 1,198.25 787.00 64.0% 60.25 4.9% 4% False False 163,288
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 28.15
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,080.75
2.618 1,816.00
1.618 1,653.75
1.000 1,553.50
0.618 1,491.50
HIGH 1,391.25
0.618 1,329.25
0.500 1,310.00
0.382 1,291.00
LOW 1,229.00
0.618 1,128.75
1.000 1,066.75
1.618 966.50
2.618 804.25
4.250 539.50
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 1,310.00 1,364.00
PP 1,283.00 1,319.00
S1 1,256.00 1,274.00

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

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