E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 1,293.00 1,255.00 -38.00 -2.9% 1,340.00
High 1,321.25 1,262.00 -59.25 -4.5% 1,389.00
Low 1,235.50 1,208.00 -27.50 -2.2% 1,235.00
Close 1,256.50 1,223.00 -33.50 -2.7% 1,288.50
Range 85.75 54.00 -31.75 -37.0% 154.00
ATR 85.11 82.88 -2.22 -2.6% 0.00
Volume 338,144 291,818 -46,326 -13.7% 1,724,802
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,393.00 1,362.00 1,252.75
R3 1,339.00 1,308.00 1,237.75
R2 1,285.00 1,285.00 1,233.00
R1 1,254.00 1,254.00 1,228.00 1,242.50
PP 1,231.00 1,231.00 1,231.00 1,225.25
S1 1,200.00 1,200.00 1,218.00 1,188.50
S2 1,177.00 1,177.00 1,213.00
S3 1,123.00 1,146.00 1,208.25
S4 1,069.00 1,092.00 1,193.25
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 1,208.00 181.00 14.8% 70.50 5.8% 8% False True 357,653
10 1,389.00 1,208.00 181.00 14.8% 63.00 5.1% 8% False True 377,421
20 1,391.25 1,136.75 254.50 20.8% 87.50 7.2% 34% False False 458,256
40 1,801.50 1,136.75 664.75 54.4% 94.00 7.7% 13% False False 505,888
60 1,984.25 1,136.75 847.50 69.3% 77.75 6.4% 10% False False 359,693
80 1,985.25 1,136.75 848.50 69.4% 68.75 5.6% 10% False False 269,873
100 1,985.25 1,136.75 848.50 69.4% 64.25 5.2% 10% False False 215,989
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 12.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,491.50
2.618 1,403.25
1.618 1,349.25
1.000 1,316.00
0.618 1,295.25
HIGH 1,262.00
0.618 1,241.25
0.500 1,235.00
0.382 1,228.75
LOW 1,208.00
0.618 1,174.75
1.000 1,154.00
1.618 1,120.75
2.618 1,066.75
4.250 978.50
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 1,235.00 1,264.50
PP 1,231.00 1,250.75
S1 1,227.00 1,237.00

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

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