E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 1,340.00 1,341.25 1.25 0.1% 1,190.75
High 1,356.50 1,384.00 27.50 2.0% 1,361.25
Low 1,322.50 1,333.75 11.25 0.9% 1,136.75
Close 1,341.50 1,380.50 39.00 2.9% 1,337.00
Range 34.00 50.25 16.25 47.8% 224.50
ATR 91.74 88.78 -2.96 -3.2% 0.00
Volume 351,846 214,652 -137,194 -39.0% 2,344,516
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,516.75 1,499.00 1,408.25
R3 1,466.50 1,448.75 1,394.25
R2 1,416.25 1,416.25 1,389.75
R1 1,398.50 1,398.50 1,385.00 1,407.50
PP 1,366.00 1,366.00 1,366.00 1,370.50
S1 1,348.25 1,348.25 1,376.00 1,357.00
S2 1,315.75 1,315.75 1,371.25
S3 1,265.50 1,298.00 1,366.75
S4 1,215.25 1,247.75 1,352.75
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 1,384.00 1,271.25 112.75 8.2% 55.50 4.0% 97% True False 397,190
10 1,384.00 1,136.75 247.25 17.9% 83.75 6.1% 99% True False 443,248
20 1,499.00 1,136.75 362.25 26.2% 102.75 7.4% 67% False False 529,678
40 1,801.50 1,136.75 664.75 48.2% 91.50 6.6% 37% False False 494,539
60 1,985.25 1,136.75 848.50 61.5% 74.75 5.4% 29% False False 329,917
80 1,985.25 1,136.75 848.50 61.5% 67.50 4.9% 29% False False 247,543
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 18.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,597.50
2.618 1,515.50
1.618 1,465.25
1.000 1,434.25
0.618 1,415.00
HIGH 1,384.00
0.618 1,364.75
0.500 1,359.00
0.382 1,353.00
LOW 1,333.75
0.618 1,302.75
1.000 1,283.50
1.618 1,252.50
2.618 1,202.25
4.250 1,120.25
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 1,373.25 1,368.50
PP 1,366.00 1,356.50
S1 1,359.00 1,344.50

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

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