E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 1,135.00 1,183.00 48.00 4.2% 1,098.25
High 1,195.00 1,199.50 4.50 0.4% 1,199.50
Low 1,122.00 1,171.25 49.25 4.4% 1,072.25
Close 1,194.50 1,186.00 -8.50 -0.7% 1,186.00
Range 73.00 28.25 -44.75 -61.3% 127.25
ATR 80.67 76.92 -3.74 -4.6% 0.00
Volume 388,743 304,609 -84,134 -21.6% 1,619,993
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,270.25 1,256.50 1,201.50
R3 1,242.00 1,228.25 1,193.75
R2 1,213.75 1,213.75 1,191.25
R1 1,200.00 1,200.00 1,188.50 1,207.00
PP 1,185.50 1,185.50 1,185.50 1,189.00
S1 1,171.75 1,171.75 1,183.50 1,178.50
S2 1,157.25 1,157.25 1,180.75
S3 1,129.00 1,143.50 1,178.25
S4 1,100.75 1,115.25 1,170.50
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,534.25 1,487.50 1,256.00
R3 1,407.00 1,360.25 1,221.00
R2 1,279.75 1,279.75 1,209.25
R1 1,233.00 1,233.00 1,197.75 1,256.50
PP 1,152.50 1,152.50 1,152.50 1,164.25
S1 1,105.75 1,105.75 1,174.25 1,129.00
S2 1,025.25 1,025.25 1,162.75
S3 898.00 978.50 1,151.00
S4 770.75 851.25 1,116.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,199.50 1,017.75 181.75 15.3% 65.00 5.5% 93% True False 440,962
10 1,239.75 1,017.75 222.00 18.7% 69.50 5.9% 76% False False 449,511
20 1,389.00 1,017.75 371.25 31.3% 70.25 5.9% 45% False False 398,676
40 1,561.75 1,017.75 544.00 45.9% 91.25 7.7% 31% False False 478,273
60 1,843.75 1,017.75 826.00 69.6% 85.25 7.2% 20% False False 446,363
80 1,985.25 1,017.75 967.50 81.6% 73.50 6.2% 17% False False 334,890
100 1,985.25 1,017.75 967.50 81.6% 68.25 5.8% 17% False False 267,994
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17.00
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 1,319.50
2.618 1,273.50
1.618 1,245.25
1.000 1,227.75
0.618 1,217.00
HIGH 1,199.50
0.618 1,188.75
0.500 1,185.50
0.382 1,182.00
LOW 1,171.25
0.618 1,153.75
1.000 1,143.00
1.618 1,125.50
2.618 1,097.25
4.250 1,051.25
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 1,185.75 1,177.00
PP 1,185.50 1,167.75
S1 1,185.50 1,158.50

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

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