E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 1,222.00 1,165.25 -56.75 -4.6% 1,340.00
High 1,244.75 1,243.75 -1.00 -0.1% 1,389.00
Low 1,161.00 1,108.50 -52.50 -4.5% 1,235.00
Close 1,163.50 1,234.50 71.00 6.1% 1,288.50
Range 83.75 135.25 51.50 61.5% 154.00
ATR 82.95 86.68 3.74 4.5% 0.00
Volume 339,641 371,596 31,955 9.4% 1,724,802
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,601.25 1,553.25 1,309.00
R3 1,466.00 1,418.00 1,271.75
R2 1,330.75 1,330.75 1,259.25
R1 1,282.75 1,282.75 1,247.00 1,306.75
PP 1,195.50 1,195.50 1,195.50 1,207.50
S1 1,147.50 1,147.50 1,222.00 1,171.50
S2 1,060.25 1,060.25 1,209.75
S3 925.00 1,012.25 1,197.25
S4 789.75 877.00 1,160.00
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 1,108.50 212.75 17.2% 81.50 6.6% 59% False True 360,743
10 1,389.00 1,108.50 280.50 22.7% 71.00 5.8% 45% False True 347,841
20 1,389.00 1,108.50 280.50 22.7% 83.25 6.8% 45% False True 434,390
40 1,801.50 1,108.50 693.00 56.1% 94.25 7.6% 18% False True 487,457
60 1,950.00 1,108.50 841.50 68.2% 79.75 6.5% 15% False True 371,535
80 1,985.25 1,108.50 876.75 71.0% 70.75 5.7% 14% False True 278,755
100 1,985.25 1,108.50 876.75 71.0% 65.75 5.3% 14% False True 223,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.03
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,818.50
2.618 1,597.75
1.618 1,462.50
1.000 1,379.00
0.618 1,327.25
HIGH 1,243.75
0.618 1,192.00
0.500 1,176.00
0.382 1,160.25
LOW 1,108.50
0.618 1,025.00
1.000 973.25
1.618 889.75
2.618 754.50
4.250 533.75
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 1,215.00 1,218.00
PP 1,195.50 1,201.75
S1 1,176.00 1,185.25

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

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