E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 1,341.25 1,379.75 38.50 2.9% 1,190.75
High 1,384.00 1,389.00 5.00 0.4% 1,361.25
Low 1,333.75 1,296.25 -37.50 -2.8% 1,136.75
Close 1,380.50 1,306.25 -74.25 -5.4% 1,337.00
Range 50.25 92.75 42.50 84.6% 224.50
ATR 88.78 89.06 0.28 0.3% 0.00
Volume 214,652 323,132 108,480 50.5% 2,344,516
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,608.75 1,550.25 1,357.25
R3 1,516.00 1,457.50 1,331.75
R2 1,423.25 1,423.25 1,323.25
R1 1,364.75 1,364.75 1,314.75 1,347.50
PP 1,330.50 1,330.50 1,330.50 1,322.00
S1 1,272.00 1,272.00 1,297.75 1,255.00
S2 1,237.75 1,237.75 1,289.25
S3 1,145.00 1,179.25 1,280.75
S4 1,052.25 1,086.50 1,255.25
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 1,389.00 1,293.00 96.00 7.3% 59.00 4.5% 14% True False 364,738
10 1,389.00 1,136.75 252.25 19.3% 81.50 6.2% 67% True False 432,805
20 1,499.00 1,136.75 362.25 27.7% 101.75 7.8% 47% False False 516,517
40 1,801.50 1,136.75 664.75 50.9% 93.00 7.1% 25% False False 502,458
60 1,985.25 1,136.75 848.50 65.0% 75.50 5.8% 20% False False 335,299
80 1,985.25 1,136.75 848.50 65.0% 68.00 5.2% 20% False False 251,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.25
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,783.25
2.618 1,631.75
1.618 1,539.00
1.000 1,481.75
0.618 1,446.25
HIGH 1,389.00
0.618 1,353.50
0.500 1,342.50
0.382 1,331.75
LOW 1,296.25
0.618 1,239.00
1.000 1,203.50
1.618 1,146.25
2.618 1,053.50
4.250 902.00
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 1,342.50 1,342.50
PP 1,330.50 1,330.50
S1 1,318.50 1,318.50

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

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