E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 1,340.00 1,340.00 0.00 0.0% 1,190.75
High 1,361.25 1,356.50 -4.75 -0.3% 1,361.25
Low 1,305.25 1,322.50 17.25 1.3% 1,136.75
Close 1,337.00 1,341.50 4.50 0.3% 1,337.00
Range 56.00 34.00 -22.00 -39.3% 224.50
ATR 96.18 91.74 -4.44 -4.6% 0.00
Volume 412,418 351,846 -60,572 -14.7% 2,344,516
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,442.25 1,425.75 1,360.25
R3 1,408.25 1,391.75 1,350.75
R2 1,374.25 1,374.25 1,347.75
R1 1,357.75 1,357.75 1,344.50 1,366.00
PP 1,340.25 1,340.25 1,340.25 1,344.25
S1 1,323.75 1,323.75 1,338.50 1,332.00
S2 1,306.25 1,306.25 1,335.25
S3 1,272.25 1,289.75 1,332.25
S4 1,238.25 1,255.75 1,322.75
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 1,151.25 210.00 15.7% 77.00 5.7% 91% False False 433,175
10 1,364.25 1,136.75 227.50 17.0% 87.00 6.5% 90% False False 460,071
20 1,499.00 1,136.75 362.25 27.0% 105.75 7.9% 57% False False 552,212
40 1,821.75 1,136.75 685.00 51.1% 92.25 6.9% 30% False False 489,214
60 1,985.25 1,136.75 848.50 63.3% 74.75 5.6% 24% False False 326,345
80 1,985.25 1,136.75 848.50 63.3% 67.75 5.0% 24% False False 244,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.98
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1,501.00
2.618 1,445.50
1.618 1,411.50
1.000 1,390.50
0.618 1,377.50
HIGH 1,356.50
0.618 1,343.50
0.500 1,339.50
0.382 1,335.50
LOW 1,322.50
0.618 1,301.50
1.000 1,288.50
1.618 1,267.50
2.618 1,233.50
4.250 1,178.00
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 1,340.75 1,336.75
PP 1,340.25 1,332.00
S1 1,339.50 1,327.00

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

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