E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 1,290.00 1,246.00 -44.00 -3.4% 1,297.50
High 1,324.00 1,265.50 -58.50 -4.4% 1,499.00
Low 1,208.25 1,175.75 -32.50 -2.7% 1,191.25
Close 1,248.00 1,253.50 5.50 0.4% 1,311.00
Range 115.75 89.75 -26.00 -22.5% 307.75
ATR 101.23 100.41 -0.82 -0.8% 0.00
Volume 427,559 508,040 80,481 18.8% 3,288,541
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,500.75 1,467.00 1,302.75
R3 1,411.00 1,377.25 1,278.25
R2 1,321.25 1,321.25 1,270.00
R1 1,287.50 1,287.50 1,261.75 1,304.50
PP 1,231.50 1,231.50 1,231.50 1,240.00
S1 1,197.75 1,197.75 1,245.25 1,214.50
S2 1,141.75 1,141.75 1,237.00
S3 1,052.00 1,108.00 1,228.75
S4 962.25 1,018.25 1,204.25
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 1,175.75 196.00 15.6% 92.75 7.4% 40% False True 538,285
10 1,499.00 1,175.75 323.25 25.8% 120.25 9.6% 24% False True 578,953
20 1,688.00 1,175.75 512.25 40.9% 112.25 9.0% 15% False True 537,744
40 1,930.75 1,175.75 755.00 60.2% 85.50 6.8% 10% False True 407,314
60 1,985.25 1,175.75 809.50 64.6% 70.25 5.6% 10% False True 271,689
80 1,985.25 1,175.75 809.50 64.6% 64.25 5.1% 10% False True 203,869
Crabel Price Patterns
NR True
NR4 False
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 27.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,647.00
2.618 1,500.50
1.618 1,410.75
1.000 1,355.25
0.618 1,321.00
HIGH 1,265.50
0.618 1,231.25
0.500 1,220.50
0.382 1,210.00
LOW 1,175.75
0.618 1,120.25
1.000 1,086.00
1.618 1,030.50
2.618 940.75
4.250 794.25
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 1,242.50 1,270.00
PP 1,231.50 1,264.50
S1 1,220.50 1,259.00

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

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