E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 1,234.00 1,321.00 87.00 7.1% 1,297.50
High 1,330.75 1,371.75 41.00 3.1% 1,499.00
Low 1,191.25 1,269.00 77.75 6.5% 1,191.25
Close 1,323.00 1,311.00 -12.00 -0.9% 1,311.00
Range 139.50 102.75 -36.75 -26.3% 307.75
ATR 103.68 103.61 -0.07 -0.1% 0.00
Volume 559,282 787,162 227,880 40.7% 3,288,541
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,625.50 1,571.00 1,367.50
R3 1,522.75 1,468.25 1,339.25
R2 1,420.00 1,420.00 1,329.75
R1 1,365.50 1,365.50 1,320.50 1,341.50
PP 1,317.25 1,317.25 1,317.25 1,305.25
S1 1,262.75 1,262.75 1,301.50 1,238.50
S2 1,214.50 1,214.50 1,292.25
S3 1,111.75 1,160.00 1,282.75
S4 1,009.00 1,057.25 1,254.50
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 2,257.00 2,091.75 1,480.25
R3 1,949.25 1,784.00 1,395.75
R2 1,641.50 1,641.50 1,367.50
R1 1,476.25 1,476.25 1,339.25 1,559.00
PP 1,333.75 1,333.75 1,333.75 1,375.00
S1 1,168.50 1,168.50 1,282.75 1,251.00
S2 1,026.00 1,026.00 1,254.50
S3 718.25 860.75 1,226.25
S4 410.50 553.00 1,141.75
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 23.5% 142.50 10.9% 39% False False 657,708
10 1,499.00 1,191.25 307.75 23.5% 130.75 10.0% 39% False False 635,946
20 1,752.00 1,191.25 560.75 42.8% 105.50 8.0% 21% False False 527,924
40 1,950.00 1,191.25 758.75 57.9% 80.00 6.1% 16% False False 359,770
60 1,985.25 1,191.25 794.00 60.6% 67.25 5.1% 15% False False 239,969
80 1,985.25 1,191.25 794.00 60.6% 62.25 4.7% 15% False False 180,100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32.63
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,808.50
2.618 1,640.75
1.618 1,538.00
1.000 1,474.50
0.618 1,435.25
HIGH 1,371.75
0.618 1,332.50
0.500 1,320.50
0.382 1,308.25
LOW 1,269.00
0.618 1,205.50
1.000 1,166.25
1.618 1,102.75
2.618 1,000.00
4.250 832.25
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 1,320.50 1,304.50
PP 1,317.25 1,297.75
S1 1,314.00 1,291.25

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

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