E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 1,190.75 1,162.75 -28.00 -2.4% 1,314.00
High 1,228.50 1,309.00 80.50 6.6% 1,364.25
Low 1,136.75 1,151.25 14.50 1.3% 1,149.75
Close 1,162.00 1,308.00 146.00 12.6% 1,191.50
Range 91.75 157.75 66.00 71.9% 214.50
ATR 100.10 104.21 4.12 4.1% 0.00
Volume 530,487 394,574 -135,913 -25.6% 2,490,131
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,729.25 1,676.50 1,394.75
R3 1,571.50 1,518.75 1,351.50
R2 1,413.75 1,413.75 1,337.00
R1 1,361.00 1,361.00 1,322.50 1,387.50
PP 1,256.00 1,256.00 1,256.00 1,269.25
S1 1,203.25 1,203.25 1,293.50 1,229.50
S2 1,098.25 1,098.25 1,279.00
S3 940.50 1,045.50 1,264.50
S4 782.75 887.75 1,221.25
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 1,324.00 1,136.75 187.25 14.3% 112.00 8.6% 91% False False 489,305
10 1,391.25 1,136.75 254.50 19.5% 112.00 8.6% 67% False False 539,091
20 1,600.25 1,136.75 463.50 35.4% 112.75 8.6% 37% False False 547,191
40 1,922.50 1,136.75 785.75 60.1% 91.75 7.0% 22% False False 445,058
60 1,985.25 1,136.75 848.50 64.9% 74.00 5.6% 20% False False 296,859
80 1,985.25 1,136.75 848.50 64.9% 67.50 5.2% 20% False False 222,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.70
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,979.50
2.618 1,722.00
1.618 1,564.25
1.000 1,466.75
0.618 1,406.50
HIGH 1,309.00
0.618 1,248.75
0.500 1,230.00
0.382 1,211.50
LOW 1,151.25
0.618 1,053.75
1.000 993.50
1.618 896.00
2.618 738.25
4.250 480.75
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 1,282.00 1,279.50
PP 1,256.00 1,251.25
S1 1,230.00 1,223.00

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

View Archives - Comment on this page... - Back to Index of Symbols