E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 1,246.00 1,249.75 3.75 0.3% 1,314.00
High 1,265.50 1,254.75 -10.75 -0.8% 1,364.25
Low 1,175.75 1,149.75 -26.00 -2.2% 1,149.75
Close 1,253.50 1,191.50 -62.00 -4.9% 1,191.50
Range 89.75 105.00 15.25 17.0% 214.50
ATR 100.41 100.74 0.33 0.3% 0.00
Volume 508,040 585,868 77,828 15.3% 2,490,131
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,513.75 1,457.50 1,249.25
R3 1,408.75 1,352.50 1,220.50
R2 1,303.75 1,303.75 1,210.75
R1 1,247.50 1,247.50 1,201.00 1,223.00
PP 1,198.75 1,198.75 1,198.75 1,186.50
S1 1,142.50 1,142.50 1,182.00 1,118.00
S2 1,093.75 1,093.75 1,172.25
S3 988.75 1,037.50 1,162.50
S4 883.75 932.50 1,133.75
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,878.75 1,749.50 1,309.50
R3 1,664.25 1,535.00 1,250.50
R2 1,449.75 1,449.75 1,230.75
R1 1,320.50 1,320.50 1,211.25 1,278.00
PP 1,235.25 1,235.25 1,235.25 1,213.75
S1 1,106.00 1,106.00 1,171.75 1,063.50
S2 1,020.75 1,020.75 1,152.25
S3 806.25 891.50 1,132.50
S4 591.75 677.00 1,073.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,364.25 1,149.75 214.50 18.0% 93.25 7.8% 19% False True 498,026
10 1,499.00 1,149.75 349.25 29.3% 118.00 9.9% 12% False True 577,867
20 1,688.00 1,149.75 538.25 45.2% 115.00 9.6% 8% False True 549,219
40 1,930.75 1,149.75 781.00 65.5% 87.25 7.3% 5% False True 421,952
60 1,985.25 1,149.75 835.50 70.1% 71.50 6.0% 5% False True 281,450
80 1,985.25 1,149.75 835.50 70.1% 64.75 5.4% 5% False True 211,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 23.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,701.00
2.618 1,529.75
1.618 1,424.75
1.000 1,359.75
0.618 1,319.75
HIGH 1,254.75
0.618 1,214.75
0.500 1,202.25
0.382 1,189.75
LOW 1,149.75
0.618 1,084.75
1.000 1,044.75
1.618 979.75
2.618 874.75
4.250 703.50
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 1,202.25 1,237.00
PP 1,198.75 1,221.75
S1 1,195.00 1,206.50

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

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