E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 1,145.75 1,135.00 -10.75 -0.9% 1,157.25
High 1,174.25 1,195.00 20.75 1.8% 1,188.75
Low 1,117.75 1,122.00 4.25 0.4% 1,017.75
Close 1,135.50 1,194.50 59.00 5.2% 1,091.00
Range 56.50 73.00 16.50 29.2% 171.00
ATR 81.26 80.67 -0.59 -0.7% 0.00
Volume 415,252 388,743 -26,509 -6.4% 2,295,135
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,389.50 1,365.00 1,234.75
R3 1,316.50 1,292.00 1,214.50
R2 1,243.50 1,243.50 1,208.00
R1 1,219.00 1,219.00 1,201.25 1,231.25
PP 1,170.50 1,170.50 1,170.50 1,176.50
S1 1,146.00 1,146.00 1,187.75 1,158.25
S2 1,097.50 1,097.50 1,181.00
S3 1,024.50 1,073.00 1,174.50
S4 951.50 1,000.00 1,154.25
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 1,195.00 1,017.75 177.25 14.8% 76.00 6.4% 100% True False 473,888
10 1,243.75 1,017.75 226.00 18.9% 80.25 6.7% 78% False False 456,209
20 1,389.00 1,017.75 371.25 31.1% 72.00 6.0% 48% False False 409,528
40 1,590.75 1,017.75 573.00 48.0% 93.00 7.8% 31% False False 479,666
60 1,865.50 1,017.75 847.75 71.0% 85.25 7.1% 21% False False 441,297
80 1,985.25 1,017.75 967.50 81.0% 74.00 6.2% 18% False False 331,087
100 1,985.25 1,017.75 967.50 81.0% 68.75 5.7% 18% False False 264,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,505.25
2.618 1,386.00
1.618 1,313.00
1.000 1,268.00
0.618 1,240.00
HIGH 1,195.00
0.618 1,167.00
0.500 1,158.50
0.382 1,150.00
LOW 1,122.00
0.618 1,077.00
1.000 1,049.00
1.618 1,004.00
2.618 931.00
4.250 811.75
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 1,182.50 1,174.25
PP 1,170.50 1,154.00
S1 1,158.50 1,133.50

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

View Archives - Comment on this page... - Back to Index of Symbols