E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 1,379.75 1,304.75 -75.00 -5.4% 1,190.75
High 1,389.00 1,305.75 -83.25 -6.0% 1,361.25
Low 1,296.25 1,235.00 -61.25 -4.7% 1,136.75
Close 1,306.25 1,240.50 -65.75 -5.0% 1,337.00
Range 92.75 70.75 -22.00 -23.7% 224.50
ATR 89.06 87.79 -1.27 -1.4% 0.00
Volume 323,132 372,652 49,520 15.3% 2,344,516
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,472.75 1,427.25 1,279.50
R3 1,402.00 1,356.50 1,260.00
R2 1,331.25 1,331.25 1,253.50
R1 1,285.75 1,285.75 1,247.00 1,273.00
PP 1,260.50 1,260.50 1,260.50 1,254.00
S1 1,215.00 1,215.00 1,234.00 1,202.50
S2 1,189.75 1,189.75 1,227.50
S3 1,119.00 1,144.25 1,221.00
S4 1,048.25 1,073.50 1,201.50
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 1,235.00 154.00 12.4% 60.75 4.9% 4% False True 334,940
10 1,389.00 1,136.75 252.25 20.3% 79.50 6.4% 41% False False 419,266
20 1,499.00 1,136.75 362.25 29.2% 99.75 8.1% 29% False False 499,109
40 1,801.50 1,136.75 664.75 53.6% 93.00 7.5% 16% False False 511,368
60 1,985.25 1,136.75 848.50 68.4% 76.25 6.1% 12% False False 341,507
80 1,985.25 1,136.75 848.50 68.4% 68.00 5.5% 12% False False 256,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 14.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,606.50
2.618 1,491.00
1.618 1,420.25
1.000 1,376.50
0.618 1,349.50
HIGH 1,305.75
0.618 1,278.75
0.500 1,270.50
0.382 1,262.00
LOW 1,235.00
0.618 1,191.25
1.000 1,164.25
1.618 1,120.50
2.618 1,049.75
4.250 934.25
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 1,270.50 1,312.00
PP 1,260.50 1,288.25
S1 1,250.50 1,264.25

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

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