E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 1,293.00 1,340.00 47.00 3.6% 1,190.75
High 1,354.75 1,361.25 6.50 0.5% 1,361.25
Low 1,293.00 1,305.25 12.25 0.9% 1,136.75
Close 1,345.00 1,337.00 -8.00 -0.6% 1,337.00
Range 61.75 56.00 -5.75 -9.3% 224.50
ATR 99.28 96.18 -3.09 -3.1% 0.00
Volume 521,645 412,418 -109,227 -20.9% 2,344,516
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,502.50 1,475.75 1,367.75
R3 1,446.50 1,419.75 1,352.50
R2 1,390.50 1,390.50 1,347.25
R1 1,363.75 1,363.75 1,342.25 1,349.00
PP 1,334.50 1,334.50 1,334.50 1,327.25
S1 1,307.75 1,307.75 1,331.75 1,293.00
S2 1,278.50 1,278.50 1,326.75
S3 1,222.50 1,251.75 1,321.50
S4 1,166.50 1,195.75 1,306.25
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,951.75 1,869.00 1,460.50
R3 1,727.25 1,644.50 1,398.75
R2 1,502.75 1,502.75 1,378.25
R1 1,420.00 1,420.00 1,357.50 1,461.50
PP 1,278.25 1,278.25 1,278.25 1,299.00
S1 1,195.50 1,195.50 1,316.50 1,237.00
S2 1,053.75 1,053.75 1,295.75
S3 829.25 971.00 1,275.25
S4 604.75 746.50 1,213.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,361.25 1,136.75 224.50 16.8% 88.50 6.6% 89% True False 468,903
10 1,364.25 1,136.75 227.50 17.0% 91.00 6.8% 88% False False 483,464
20 1,499.00 1,136.75 362.25 27.1% 110.75 8.3% 55% False False 559,705
40 1,821.75 1,136.75 685.00 51.2% 92.25 6.9% 29% False False 480,485
60 1,985.25 1,136.75 848.50 63.5% 74.75 5.6% 24% False False 320,488
80 1,985.25 1,136.75 848.50 63.5% 67.75 5.1% 24% False False 240,475
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.63
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,599.25
2.618 1,507.75
1.618 1,451.75
1.000 1,417.25
0.618 1,395.75
HIGH 1,361.25
0.618 1,339.75
0.500 1,333.25
0.382 1,326.75
LOW 1,305.25
0.618 1,270.75
1.000 1,249.25
1.618 1,214.75
2.618 1,158.75
4.250 1,067.25
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 1,335.75 1,330.00
PP 1,334.50 1,323.25
S1 1,333.25 1,316.25

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

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