E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 1,237.75 1,157.25 -80.50 -6.5% 1,293.00
High 1,239.75 1,188.75 -51.00 -4.1% 1,321.25
Low 1,155.00 1,139.25 -15.75 -1.4% 1,108.50
Close 1,155.50 1,158.50 3.00 0.3% 1,155.50
Range 84.75 49.50 -35.25 -41.6% 212.75
ATR 86.54 83.90 -2.65 -3.1% 0.00
Volume 579,982 439,352 -140,630 -24.2% 1,921,181
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,310.75 1,284.00 1,185.75
R3 1,261.25 1,234.50 1,172.00
R2 1,211.75 1,211.75 1,167.50
R1 1,185.00 1,185.00 1,163.00 1,198.50
PP 1,162.25 1,162.25 1,162.25 1,168.75
S1 1,135.50 1,135.50 1,154.00 1,149.00
S2 1,112.75 1,112.75 1,149.50
S3 1,063.25 1,086.00 1,145.00
S4 1,013.75 1,036.50 1,131.25
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 1,262.00 1,108.50 153.50 13.2% 81.50 7.0% 33% False False 404,477
10 1,389.00 1,108.50 280.50 24.2% 75.50 6.5% 18% False False 373,348
20 1,389.00 1,108.50 280.50 24.2% 81.25 7.0% 18% False False 416,710
40 1,714.25 1,108.50 605.75 52.3% 93.00 8.0% 8% False False 473,544
60 1,950.00 1,108.50 841.50 72.6% 81.00 7.0% 6% False False 388,499
80 1,985.25 1,108.50 876.75 75.7% 71.25 6.1% 6% False False 291,471
100 1,985.25 1,108.50 876.75 75.7% 66.00 5.7% 6% False False 233,273
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,399.00
2.618 1,318.25
1.618 1,268.75
1.000 1,238.25
0.618 1,219.25
HIGH 1,188.75
0.618 1,169.75
0.500 1,164.00
0.382 1,158.25
LOW 1,139.25
0.618 1,108.75
1.000 1,089.75
1.618 1,059.25
2.618 1,009.75
4.250 929.00
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 1,164.00 1,176.00
PP 1,162.25 1,170.25
S1 1,160.25 1,164.50

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

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