E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 1,043.50 1,098.25 54.75 5.2% 1,157.25
High 1,093.00 1,164.00 71.00 6.5% 1,188.75
Low 1,017.75 1,072.25 54.50 5.4% 1,017.75
Close 1,091.00 1,147.00 56.00 5.1% 1,091.00
Range 75.25 91.75 16.50 21.9% 171.00
ATR 82.50 83.16 0.66 0.8% 0.00
Volume 584,821 511,389 -73,432 -12.6% 2,295,135
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,403.00 1,366.75 1,197.50
R3 1,311.25 1,275.00 1,172.25
R2 1,219.50 1,219.50 1,163.75
R1 1,183.25 1,183.25 1,155.50 1,201.50
PP 1,127.75 1,127.75 1,127.75 1,136.75
S1 1,091.50 1,091.50 1,138.50 1,109.50
S2 1,036.00 1,036.00 1,130.25
S3 944.25 999.75 1,121.75
S4 852.50 908.00 1,096.50
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,612.25 1,522.50 1,185.00
R3 1,441.25 1,351.50 1,138.00
R2 1,270.25 1,270.25 1,122.25
R1 1,180.50 1,180.50 1,106.75 1,140.00
PP 1,099.25 1,099.25 1,099.25 1,078.75
S1 1,009.50 1,009.50 1,075.25 969.00
S2 928.25 928.25 1,059.75
S3 757.25 838.50 1,044.00
S4 586.25 667.50 997.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,175.50 1,017.75 157.75 13.8% 80.50 7.0% 82% False False 473,434
10 1,262.00 1,017.75 244.25 21.3% 81.00 7.1% 53% False False 438,956
20 1,389.00 1,017.75 371.25 32.4% 77.25 6.7% 35% False False 413,326
40 1,605.75 1,017.75 588.00 51.3% 93.50 8.1% 22% False False 485,451
60 1,922.50 1,017.75 904.75 78.9% 85.00 7.4% 14% False False 427,915
80 1,985.25 1,017.75 967.50 84.4% 73.50 6.4% 13% False False 321,048
100 1,985.25 1,017.75 967.50 84.4% 67.75 5.9% 13% False False 256,918
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 20.38
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,554.00
2.618 1,404.25
1.618 1,312.50
1.000 1,255.75
0.618 1,220.75
HIGH 1,164.00
0.618 1,129.00
0.500 1,118.00
0.382 1,107.25
LOW 1,072.25
0.618 1,015.50
1.000 980.50
1.618 923.75
2.618 832.00
4.250 682.25
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 1,137.50 1,128.25
PP 1,127.75 1,109.50
S1 1,118.00 1,091.00

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

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