E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 1,255.00 1,222.00 -33.00 -2.6% 1,340.00
High 1,262.00 1,244.75 -17.25 -1.4% 1,389.00
Low 1,208.00 1,161.00 -47.00 -3.9% 1,235.00
Close 1,223.00 1,163.50 -59.50 -4.9% 1,288.50
Range 54.00 83.75 29.75 55.1% 154.00
ATR 82.88 82.95 0.06 0.1% 0.00
Volume 291,818 339,641 47,823 16.4% 1,724,802
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,441.00 1,386.00 1,209.50
R3 1,357.25 1,302.25 1,186.50
R2 1,273.50 1,273.50 1,178.75
R1 1,218.50 1,218.50 1,171.25 1,204.00
PP 1,189.75 1,189.75 1,189.75 1,182.50
S1 1,134.75 1,134.75 1,155.75 1,120.50
S2 1,106.00 1,106.00 1,148.25
S3 1,022.25 1,051.00 1,140.50
S4 938.50 967.25 1,117.50
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 1,321.25 1,161.00 160.25 13.8% 68.50 5.9% 2% False True 360,955
10 1,389.00 1,161.00 228.00 19.6% 63.75 5.5% 1% False True 362,846
20 1,389.00 1,136.75 252.25 21.7% 83.50 7.2% 11% False False 443,774
40 1,801.50 1,136.75 664.75 57.1% 93.50 8.0% 4% False False 495,938
60 1,953.00 1,136.75 816.25 70.2% 78.25 6.7% 3% False False 365,346
80 1,985.25 1,136.75 848.50 72.9% 69.50 6.0% 3% False False 274,114
100 1,985.25 1,136.75 848.50 72.9% 64.75 5.6% 3% False False 219,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,600.75
2.618 1,464.00
1.618 1,380.25
1.000 1,328.50
0.618 1,296.50
HIGH 1,244.75
0.618 1,212.75
0.500 1,203.00
0.382 1,193.00
LOW 1,161.00
0.618 1,109.25
1.000 1,077.25
1.618 1,025.50
2.618 941.75
4.250 805.00
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 1,203.00 1,241.00
PP 1,189.75 1,215.25
S1 1,176.50 1,189.50

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

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