E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 1,091.25 1,132.25 41.00 3.8% 1,098.25
High 1,136.00 1,166.50 30.50 2.7% 1,199.50
Low 1,089.50 1,096.00 6.50 0.6% 1,072.25
Close 1,133.00 1,156.00 23.00 2.0% 1,186.00
Range 46.50 70.50 24.00 51.6% 127.25
ATR 76.15 75.74 -0.40 -0.5% 0.00
Volume 335,423 376,422 40,999 12.2% 1,619,993
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,351.00 1,324.00 1,194.75
R3 1,280.50 1,253.50 1,175.50
R2 1,210.00 1,210.00 1,169.00
R1 1,183.00 1,183.00 1,162.50 1,196.50
PP 1,139.50 1,139.50 1,139.50 1,146.25
S1 1,112.50 1,112.50 1,149.50 1,126.00
S2 1,069.00 1,069.00 1,143.00
S3 998.50 1,042.00 1,136.50
S4 928.00 971.50 1,117.25
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 9.5% 63.25 5.5% 60% False False 298,438
10 1,199.50 1,017.75 181.75 15.7% 71.25 6.2% 76% False False 391,000
20 1,389.00 1,017.75 371.25 32.1% 74.00 6.4% 37% False False 389,672
40 1,499.00 1,017.75 481.25 41.6% 88.50 7.6% 29% False False 459,675
60 1,801.50 1,017.75 783.75 67.8% 85.75 7.4% 18% False False 459,583
80 1,985.25 1,017.75 967.50 83.7% 74.50 6.5% 14% False False 344,856
100 1,985.25 1,017.75 967.50 83.7% 68.75 5.9% 14% False False 275,969
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 17.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,466.00
2.618 1,351.00
1.618 1,280.50
1.000 1,237.00
0.618 1,210.00
HIGH 1,166.50
0.618 1,139.50
0.500 1,131.25
0.382 1,123.00
LOW 1,096.00
0.618 1,052.50
1.000 1,025.50
1.618 982.00
2.618 911.50
4.250 796.50
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 1,147.75 1,150.25
PP 1,139.50 1,144.50
S1 1,131.25 1,139.00

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

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