E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 1,168.50 1,089.50 -79.00 -6.8% 1,293.00
High 1,172.00 1,115.00 -57.00 -4.9% 1,321.25
Low 1,082.75 1,031.25 -51.50 -4.8% 1,108.50
Close 1,092.50 1,039.50 -53.00 -4.9% 1,155.50
Range 89.25 83.75 -5.50 -6.2% 212.75
ATR 83.00 83.06 0.05 0.1% 0.00
Volume 437,110 469,239 32,129 7.4% 1,921,181
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,313.25 1,260.00 1,085.50
R3 1,229.50 1,176.25 1,062.50
R2 1,145.75 1,145.75 1,054.75
R1 1,092.50 1,092.50 1,047.25 1,077.25
PP 1,062.00 1,062.00 1,062.00 1,054.25
S1 1,008.75 1,008.75 1,031.75 993.50
S2 978.25 978.25 1,024.25
S3 894.50 925.00 1,016.50
S4 810.75 841.25 993.50
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 1,239.75 1,031.25 208.50 20.1% 74.00 7.1% 4% False True 458,059
10 1,321.25 1,031.25 290.00 27.9% 77.75 7.5% 3% False True 409,401
20 1,389.00 1,031.25 357.75 34.4% 78.75 7.6% 2% False True 414,334
40 1,688.00 1,031.25 656.75 63.2% 95.50 9.2% 1% False True 476,039
60 1,930.75 1,031.25 899.50 86.5% 83.25 8.0% 1% False True 409,654
80 1,985.25 1,031.25 954.00 91.8% 72.50 7.0% 1% False True 307,350
100 1,985.25 1,031.25 954.00 91.8% 67.25 6.5% 1% False True 245,962
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 18.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,471.00
2.618 1,334.25
1.618 1,250.50
1.000 1,198.75
0.618 1,166.75
HIGH 1,115.00
0.618 1,083.00
0.500 1,073.00
0.382 1,063.25
LOW 1,031.25
0.618 979.50
1.000 947.50
1.618 895.75
2.618 812.00
4.250 675.25
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 1,073.00 1,103.50
PP 1,062.00 1,082.00
S1 1,050.75 1,060.75

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

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