E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 1,185.75 1,091.25 -94.50 -8.0% 1,098.25
High 1,188.25 1,136.00 -52.25 -4.4% 1,199.50
Low 1,090.25 1,089.50 -0.75 -0.1% 1,072.25
Close 1,094.50 1,133.00 38.50 3.5% 1,186.00
Range 98.00 46.50 -51.50 -52.6% 127.25
ATR 78.43 76.15 -2.28 -2.9% 0.00
Volume 86,994 335,423 248,429 285.6% 1,619,993
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,259.00 1,242.50 1,158.50
R3 1,212.50 1,196.00 1,145.75
R2 1,166.00 1,166.00 1,141.50
R1 1,149.50 1,149.50 1,137.25 1,157.75
PP 1,119.50 1,119.50 1,119.50 1,123.50
S1 1,103.00 1,103.00 1,128.75 1,111.25
S2 1,073.00 1,073.00 1,124.50
S3 1,026.50 1,056.50 1,120.25
S4 980.00 1,010.00 1,107.50
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 1,089.50 110.00 9.7% 60.50 5.3% 40% False True 306,204
10 1,199.50 1,017.75 181.75 16.0% 70.50 6.2% 63% False False 389,819
20 1,389.00 1,017.75 371.25 32.8% 73.00 6.4% 31% False False 381,584
40 1,499.00 1,017.75 481.25 42.5% 89.25 7.9% 24% False False 466,898
60 1,821.75 1,017.75 804.00 71.0% 85.75 7.6% 14% False False 453,337
80 1,985.25 1,017.75 967.50 85.4% 74.25 6.6% 12% False False 340,155
100 1,985.25 1,017.75 967.50 85.4% 68.75 6.1% 12% False False 272,210
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 15.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,333.50
2.618 1,257.75
1.618 1,211.25
1.000 1,182.50
0.618 1,164.75
HIGH 1,136.00
0.618 1,118.25
0.500 1,112.75
0.382 1,107.25
LOW 1,089.50
0.618 1,060.75
1.000 1,043.00
1.618 1,014.25
2.618 967.75
4.250 892.00
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 1,126.25 1,144.50
PP 1,119.50 1,140.75
S1 1,112.75 1,136.75

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

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