E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 1,132.25 1,157.75 25.50 2.3% 1,098.25
High 1,166.50 1,169.00 2.50 0.2% 1,199.50
Low 1,096.00 1,109.00 13.00 1.2% 1,072.25
Close 1,156.00 1,135.00 -21.00 -1.8% 1,186.00
Range 70.50 60.00 -10.50 -14.9% 127.25
ATR 75.74 74.62 -1.12 -1.5% 0.00
Volume 376,422 422,325 45,903 12.2% 1,619,993
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,317.75 1,286.25 1,168.00
R3 1,257.75 1,226.25 1,151.50
R2 1,197.75 1,197.75 1,146.00
R1 1,166.25 1,166.25 1,140.50 1,152.00
PP 1,137.75 1,137.75 1,137.75 1,130.50
S1 1,106.25 1,106.25 1,129.50 1,092.00
S2 1,077.75 1,077.75 1,124.00
S3 1,017.75 1,046.25 1,118.50
S4 957.75 986.25 1,102.00
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% 60.75 5.3% 41% False False 305,154
10 1,199.50 1,017.75 181.75 16.0% 68.25 6.0% 65% False False 389,521
20 1,321.25 1,017.75 303.50 26.7% 72.50 6.4% 39% False False 394,632
40 1,499.00 1,017.75 481.25 42.4% 87.00 7.7% 24% False False 455,575
60 1,801.50 1,017.75 783.75 69.1% 86.25 7.6% 15% False False 466,516
80 1,985.25 1,017.75 967.50 85.2% 74.75 6.6% 12% False False 350,132
100 1,985.25 1,017.75 967.50 85.2% 68.75 6.1% 12% False False 280,189
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,424.00
2.618 1,326.00
1.618 1,266.00
1.000 1,229.00
0.618 1,206.00
HIGH 1,169.00
0.618 1,146.00
0.500 1,139.00
0.382 1,132.00
LOW 1,109.00
0.618 1,072.00
1.000 1,049.00
1.618 1,012.00
2.618 952.00
4.250 854.00
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 1,139.00 1,133.00
PP 1,137.75 1,131.25
S1 1,136.25 1,129.25

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

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