E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 1,183.00 1,185.75 2.75 0.2% 1,098.25
High 1,199.50 1,188.25 -11.25 -0.9% 1,199.50
Low 1,171.25 1,090.25 -81.00 -6.9% 1,072.25
Close 1,186.00 1,094.50 -91.50 -7.7% 1,186.00
Range 28.25 98.00 69.75 246.9% 127.25
ATR 76.92 78.43 1.51 2.0% 0.00
Volume 304,609 86,994 -217,615 -71.4% 1,619,993
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,418.25 1,354.50 1,148.50
R3 1,320.25 1,256.50 1,121.50
R2 1,222.25 1,222.25 1,112.50
R1 1,158.50 1,158.50 1,103.50 1,141.50
PP 1,124.25 1,124.25 1,124.25 1,115.75
S1 1,060.50 1,060.50 1,085.50 1,043.50
S2 1,026.25 1,026.25 1,076.50
S3 928.25 962.50 1,067.50
S4 830.25 864.50 1,040.50
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 1,072.25 127.25 11.6% 69.50 6.3% 17% False False 341,397
10 1,199.50 1,017.75 181.75 16.6% 70.75 6.5% 42% False False 400,212
20 1,389.00 1,017.75 371.25 33.9% 72.50 6.6% 21% False False 382,405
40 1,499.00 1,017.75 481.25 44.0% 91.50 8.4% 16% False False 471,055
60 1,821.75 1,017.75 804.00 73.5% 85.75 7.8% 10% False False 447,791
80 1,985.25 1,017.75 967.50 88.4% 74.00 6.8% 8% False False 335,967
100 1,985.25 1,017.75 967.50 88.4% 68.75 6.3% 8% False False 268,861
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 17.05
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,604.75
2.618 1,444.75
1.618 1,346.75
1.000 1,286.25
0.618 1,248.75
HIGH 1,188.25
0.618 1,150.75
0.500 1,139.25
0.382 1,127.75
LOW 1,090.25
0.618 1,029.75
1.000 992.25
1.618 931.75
2.618 833.75
4.250 673.75
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 1,139.25 1,145.00
PP 1,124.25 1,128.00
S1 1,109.50 1,111.25

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

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