E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 1,364.25 1,290.00 -74.25 -5.4% 1,297.50
High 1,364.25 1,324.00 -40.25 -3.0% 1,499.00
Low 1,280.50 1,208.25 -72.25 -5.6% 1,191.25
Close 1,292.50 1,248.00 -44.50 -3.4% 1,311.00
Range 83.75 115.75 32.00 38.2% 307.75
ATR 100.11 101.23 1.12 1.1% 0.00
Volume 382,889 427,559 44,670 11.7% 3,288,541
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,607.25 1,543.50 1,311.75
R3 1,491.50 1,427.75 1,279.75
R2 1,375.75 1,375.75 1,269.25
R1 1,312.00 1,312.00 1,258.50 1,286.00
PP 1,260.00 1,260.00 1,260.00 1,247.00
S1 1,196.25 1,196.25 1,237.50 1,170.25
S2 1,144.25 1,144.25 1,226.75
S3 1,028.50 1,080.50 1,216.25
S4 912.75 964.75 1,184.25
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 1,371.75 1,191.25 180.50 14.5% 102.75 8.2% 31% False False 548,533
10 1,499.00 1,191.25 307.75 24.7% 122.25 9.8% 18% False False 600,230
20 1,714.25 1,191.25 523.00 41.9% 110.25 8.8% 11% False False 530,055
40 1,930.75 1,191.25 739.50 59.3% 84.00 6.7% 8% False False 394,619
60 1,985.25 1,191.25 794.00 63.6% 69.50 5.6% 7% False False 263,224
80 1,985.25 1,191.25 794.00 63.6% 63.75 5.1% 7% False False 197,533
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 29.90
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,816.00
2.618 1,627.00
1.618 1,511.25
1.000 1,439.75
0.618 1,395.50
HIGH 1,324.00
0.618 1,279.75
0.500 1,266.00
0.382 1,252.50
LOW 1,208.25
0.618 1,136.75
1.000 1,092.50
1.618 1,021.00
2.618 905.25
4.250 716.25
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 1,266.00 1,286.25
PP 1,260.00 1,273.50
S1 1,254.00 1,260.75

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

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