E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 1,165.25 1,237.75 72.50 6.2% 1,293.00
High 1,243.75 1,239.75 -4.00 -0.3% 1,321.25
Low 1,108.50 1,155.00 46.50 4.2% 1,108.50
Close 1,234.50 1,155.50 -79.00 -6.4% 1,155.50
Range 135.25 84.75 -50.50 -37.3% 212.75
ATR 86.68 86.54 -0.14 -0.2% 0.00
Volume 371,596 579,982 208,386 56.1% 1,921,181
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,437.75 1,381.25 1,202.00
R3 1,353.00 1,296.50 1,178.75
R2 1,268.25 1,268.25 1,171.00
R1 1,211.75 1,211.75 1,163.25 1,197.50
PP 1,183.50 1,183.50 1,183.50 1,176.25
S1 1,127.00 1,127.00 1,147.75 1,113.00
S2 1,098.75 1,098.75 1,140.00
S3 1,014.00 1,042.25 1,132.25
S4 929.25 957.50 1,109.00
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,833.25 1,707.25 1,272.50
R3 1,620.50 1,494.50 1,214.00
R2 1,407.75 1,407.75 1,194.50
R1 1,281.75 1,281.75 1,175.00 1,238.50
PP 1,195.00 1,195.00 1,195.00 1,173.50
S1 1,069.00 1,069.00 1,136.00 1,025.50
S2 982.25 982.25 1,116.50
S3 769.50 856.25 1,097.00
S4 556.75 643.50 1,038.50
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 18.4% 88.75 7.7% 22% False False 384,236
10 1,389.00 1,108.50 280.50 24.3% 74.00 6.4% 17% False False 364,598
20 1,389.00 1,108.50 280.50 24.3% 82.50 7.1% 17% False False 424,031
40 1,752.00 1,108.50 643.50 55.7% 94.00 8.1% 7% False False 475,978
60 1,950.00 1,108.50 841.50 72.8% 80.75 7.0% 6% False False 381,191
80 1,985.25 1,108.50 876.75 75.9% 71.25 6.2% 5% False False 285,984
100 1,985.25 1,108.50 876.75 75.9% 66.25 5.7% 5% False False 228,886
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,600.00
2.618 1,461.75
1.618 1,377.00
1.000 1,324.50
0.618 1,292.25
HIGH 1,239.75
0.618 1,207.50
0.500 1,197.50
0.382 1,187.25
LOW 1,155.00
0.618 1,102.50
1.000 1,070.25
1.618 1,017.75
2.618 933.00
4.250 794.75
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 1,197.50 1,176.50
PP 1,183.50 1,169.50
S1 1,169.50 1,162.50

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

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