E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 1,098.25 1,145.75 47.50 4.3% 1,157.25
High 1,164.00 1,174.25 10.25 0.9% 1,188.75
Low 1,072.25 1,117.75 45.50 4.2% 1,017.75
Close 1,147.00 1,135.50 -11.50 -1.0% 1,091.00
Range 91.75 56.50 -35.25 -38.4% 171.00
ATR 83.16 81.26 -1.90 -2.3% 0.00
Volume 511,389 415,252 -96,137 -18.8% 2,295,135
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,312.00 1,280.25 1,166.50
R3 1,255.50 1,223.75 1,151.00
R2 1,199.00 1,199.00 1,145.75
R1 1,167.25 1,167.25 1,140.75 1,155.00
PP 1,142.50 1,142.50 1,142.50 1,136.25
S1 1,110.75 1,110.75 1,130.25 1,098.50
S2 1,086.00 1,086.00 1,125.25
S3 1,029.50 1,054.25 1,120.00
S4 973.00 997.75 1,104.50
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 1,174.25 1,017.75 156.50 13.8% 79.25 7.0% 75% True False 483,562
10 1,244.75 1,017.75 227.00 20.0% 81.25 7.2% 52% False False 451,299
20 1,389.00 1,017.75 371.25 32.7% 72.00 6.3% 32% False False 414,360
40 1,600.25 1,017.75 582.50 51.3% 92.50 8.1% 20% False False 480,775
60 1,922.50 1,017.75 904.75 79.7% 85.25 7.5% 13% False False 434,826
80 1,985.25 1,017.75 967.50 85.2% 73.50 6.5% 12% False False 326,234
100 1,985.25 1,017.75 967.50 85.2% 68.50 6.0% 12% False False 261,068
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 22.48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,414.50
2.618 1,322.25
1.618 1,265.75
1.000 1,230.75
0.618 1,209.25
HIGH 1,174.25
0.618 1,152.75
0.500 1,146.00
0.382 1,139.25
LOW 1,117.75
0.618 1,082.75
1.000 1,061.25
1.618 1,026.25
2.618 969.75
4.250 877.50
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 1,146.00 1,122.25
PP 1,142.50 1,109.25
S1 1,139.00 1,096.00

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

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