E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 1,159.00 1,168.50 9.50 0.8% 1,293.00
High 1,175.50 1,172.00 -3.50 -0.3% 1,321.25
Low 1,113.00 1,082.75 -30.25 -2.7% 1,108.50
Close 1,174.00 1,092.50 -81.50 -6.9% 1,155.50
Range 62.50 89.25 26.75 42.8% 212.75
ATR 82.37 83.00 0.63 0.8% 0.00
Volume 364,613 437,110 72,497 19.9% 1,921,181
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,383.50 1,327.25 1,141.50
R3 1,294.25 1,238.00 1,117.00
R2 1,205.00 1,205.00 1,108.75
R1 1,148.75 1,148.75 1,100.75 1,132.25
PP 1,115.75 1,115.75 1,115.75 1,107.50
S1 1,059.50 1,059.50 1,084.25 1,043.00
S2 1,026.50 1,026.50 1,076.25
S3 937.25 970.25 1,068.00
S4 848.00 881.00 1,043.50
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 1,243.75 1,082.75 161.00 14.7% 84.25 7.7% 6% False True 438,530
10 1,321.25 1,082.75 238.50 21.8% 76.50 7.0% 4% False True 399,742
20 1,389.00 1,082.75 306.25 28.0% 79.00 7.2% 3% False True 416,274
40 1,714.25 1,082.75 631.50 57.8% 94.75 8.7% 2% False True 473,164
60 1,930.75 1,082.75 848.00 77.6% 82.25 7.5% 1% False True 401,837
80 1,985.25 1,082.75 902.50 82.6% 72.00 6.6% 1% False True 301,486
100 1,985.25 1,082.75 902.50 82.6% 66.75 6.1% 1% False True 241,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 15.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,551.25
2.618 1,405.75
1.618 1,316.50
1.000 1,261.25
0.618 1,227.25
HIGH 1,172.00
0.618 1,138.00
0.500 1,127.50
0.382 1,116.75
LOW 1,082.75
0.618 1,027.50
1.000 993.50
1.618 938.25
2.618 849.00
4.250 703.50
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 1,127.50 1,135.75
PP 1,115.75 1,121.25
S1 1,104.00 1,107.00

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

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