E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 1,249.75 1,190.75 -59.00 -4.7% 1,314.00
High 1,254.75 1,228.50 -26.25 -2.1% 1,364.25
Low 1,149.75 1,136.75 -13.00 -1.1% 1,149.75
Close 1,191.50 1,162.00 -29.50 -2.5% 1,191.50
Range 105.00 91.75 -13.25 -12.6% 214.50
ATR 100.74 100.10 -0.64 -0.6% 0.00
Volume 585,868 530,487 -55,381 -9.5% 2,490,131
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,451.00 1,398.25 1,212.50
R3 1,359.25 1,306.50 1,187.25
R2 1,267.50 1,267.50 1,178.75
R1 1,214.75 1,214.75 1,170.50 1,195.25
PP 1,175.75 1,175.75 1,175.75 1,166.00
S1 1,123.00 1,123.00 1,153.50 1,103.50
S2 1,084.00 1,084.00 1,145.25
S3 992.25 1,031.25 1,136.75
S4 900.50 939.50 1,111.50
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 1,136.75 227.50 19.6% 97.25 8.4% 11% False True 486,968
10 1,499.00 1,136.75 362.25 31.2% 110.75 9.5% 7% False True 548,004
20 1,605.75 1,136.75 469.00 40.4% 109.75 9.4% 5% False True 557,576
40 1,922.50 1,136.75 785.75 67.6% 88.75 7.6% 3% False True 435,210
60 1,985.25 1,136.75 848.50 73.0% 72.25 6.2% 3% False True 290,289
80 1,985.25 1,136.75 848.50 73.0% 65.50 5.6% 3% False True 217,816
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 27.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,618.50
2.618 1,468.75
1.618 1,377.00
1.000 1,320.25
0.618 1,285.25
HIGH 1,228.50
0.618 1,193.50
0.500 1,182.50
0.382 1,171.75
LOW 1,136.75
0.618 1,080.00
1.000 1,045.00
1.618 988.25
2.618 896.50
4.250 746.75
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 1,182.50 1,201.00
PP 1,175.75 1,188.00
S1 1,169.00 1,175.00

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

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