E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 1,304.75 1,241.25 -63.50 -4.9% 1,340.00
High 1,305.75 1,290.00 -15.75 -1.2% 1,389.00
Low 1,235.00 1,241.25 6.25 0.5% 1,235.00
Close 1,240.50 1,288.50 48.00 3.9% 1,288.50
Range 70.75 48.75 -22.00 -31.1% 154.00
ATR 87.79 85.06 -2.74 -3.1% 0.00
Volume 372,652 462,520 89,868 24.1% 1,724,802
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,419.50 1,402.75 1,315.25
R3 1,370.75 1,354.00 1,302.00
R2 1,322.00 1,322.00 1,297.50
R1 1,305.25 1,305.25 1,293.00 1,313.50
PP 1,273.25 1,273.25 1,273.25 1,277.50
S1 1,256.50 1,256.50 1,284.00 1,265.00
S2 1,224.50 1,224.50 1,279.50
S3 1,175.75 1,207.75 1,275.00
S4 1,127.00 1,159.00 1,261.75
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,766.25 1,681.25 1,373.25
R3 1,612.25 1,527.25 1,330.75
R2 1,458.25 1,458.25 1,316.75
R1 1,373.25 1,373.25 1,302.50 1,338.75
PP 1,304.25 1,304.25 1,304.25 1,287.00
S1 1,219.25 1,219.25 1,274.50 1,184.75
S2 1,150.25 1,150.25 1,260.25
S3 996.25 1,065.25 1,246.25
S4 842.25 911.25 1,203.75
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 12.0% 59.25 4.6% 35% False False 344,960
10 1,389.00 1,136.75 252.25 19.6% 74.00 5.7% 60% False False 406,931
20 1,499.00 1,136.75 362.25 28.1% 96.00 7.4% 42% False False 492,399
40 1,801.50 1,136.75 664.75 51.6% 93.50 7.2% 23% False False 513,700
60 1,985.25 1,136.75 848.50 65.9% 76.50 5.9% 18% False False 349,211
80 1,985.25 1,136.75 848.50 65.9% 67.75 5.3% 18% False False 262,012
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.90
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,497.25
2.618 1,417.75
1.618 1,369.00
1.000 1,338.75
0.618 1,320.25
HIGH 1,290.00
0.618 1,271.50
0.500 1,265.50
0.382 1,259.75
LOW 1,241.25
0.618 1,211.00
1.000 1,192.50
1.618 1,162.25
2.618 1,113.50
4.250 1,034.00
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 1,281.00 1,312.00
PP 1,273.25 1,304.25
S1 1,265.50 1,296.25

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

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