E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 1,241.25 1,293.00 51.75 4.2% 1,340.00
High 1,290.00 1,321.25 31.25 2.4% 1,389.00
Low 1,241.25 1,235.50 -5.75 -0.5% 1,235.00
Close 1,288.50 1,256.50 -32.00 -2.5% 1,288.50
Range 48.75 85.75 37.00 75.9% 154.00
ATR 85.06 85.11 0.05 0.1% 0.00
Volume 462,520 338,144 -124,376 -26.9% 1,724,802
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,528.25 1,478.25 1,303.75
R3 1,442.50 1,392.50 1,280.00
R2 1,356.75 1,356.75 1,272.25
R1 1,306.75 1,306.75 1,264.25 1,289.00
PP 1,271.00 1,271.00 1,271.00 1,262.25
S1 1,221.00 1,221.00 1,248.75 1,203.00
S2 1,185.25 1,185.25 1,240.75
S3 1,099.50 1,135.25 1,233.00
S4 1,013.75 1,049.50 1,209.25
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 12.3% 69.75 5.5% 14% False False 342,220
10 1,389.00 1,151.25 237.75 18.9% 73.25 5.8% 44% False False 387,697
20 1,499.00 1,136.75 362.25 28.8% 92.00 7.3% 33% False False 467,850
40 1,801.50 1,136.75 664.75 52.9% 94.25 7.5% 18% False False 511,754
60 1,985.25 1,136.75 848.50 67.5% 77.25 6.1% 14% False False 354,835
80 1,985.25 1,136.75 848.50 67.5% 68.50 5.4% 14% False False 266,230
100 1,985.25 1,136.75 848.50 67.5% 63.75 5.1% 14% False False 213,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,685.75
2.618 1,545.75
1.618 1,460.00
1.000 1,407.00
0.618 1,374.25
HIGH 1,321.25
0.618 1,288.50
0.500 1,278.50
0.382 1,268.25
LOW 1,235.50
0.618 1,182.50
1.000 1,149.75
1.618 1,096.75
2.618 1,011.00
4.250 871.00
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 1,278.50 1,278.00
PP 1,271.00 1,271.00
S1 1,263.75 1,263.75

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

View Archives - Comment on this page... - Back to Index of Symbols