E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 1,378.50 1,234.00 -144.50 -10.5% 1,478.00
High 1,391.25 1,330.75 -60.50 -4.3% 1,480.00
Low 1,229.00 1,191.25 -37.75 -3.1% 1,198.25
Close 1,229.00 1,323.00 94.00 7.6% 1,282.50
Range 162.25 139.50 -22.75 -14.0% 281.75
ATR 100.92 103.68 2.76 2.7% 0.00
Volume 629,280 559,282 -69,998 -11.1% 3,070,928
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,700.25 1,651.00 1,399.75
R3 1,560.75 1,511.50 1,361.25
R2 1,421.25 1,421.25 1,348.50
R1 1,372.00 1,372.00 1,335.75 1,396.50
PP 1,281.75 1,281.75 1,281.75 1,294.00
S1 1,232.50 1,232.50 1,310.25 1,257.00
S2 1,142.25 1,142.25 1,297.50
S3 1,002.75 1,093.00 1,284.75
S4 863.25 953.50 1,246.25
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 1,191.25 307.75 23.3% 147.50 11.1% 43% False True 619,621
10 1,561.75 1,191.25 370.50 28.0% 129.25 9.8% 36% False True 594,802
20 1,801.50 1,191.25 610.25 46.1% 105.25 8.0% 22% False True 540,524
40 1,950.00 1,191.25 758.75 57.4% 78.00 5.9% 17% False True 340,107
60 1,985.25 1,191.25 794.00 60.0% 66.50 5.0% 17% False True 226,876
80 1,985.25 1,191.25 794.00 60.0% 61.50 4.6% 17% False True 170,279
Crabel Price Patterns
NR True
NR4 True
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 31.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,923.50
2.618 1,696.00
1.618 1,556.50
1.000 1,470.25
0.618 1,417.00
HIGH 1,330.75
0.618 1,277.50
0.500 1,261.00
0.382 1,244.50
LOW 1,191.25
0.618 1,105.00
1.000 1,051.75
1.618 965.50
2.618 826.00
4.250 598.50
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 1,302.25 1,345.00
PP 1,281.75 1,337.75
S1 1,261.00 1,330.50

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

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