E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 1,157.75 1,134.00 -23.75 -2.1% 1,185.75
High 1,169.00 1,181.00 12.00 1.0% 1,188.25
Low 1,109.00 1,095.00 -14.00 -1.3% 1,089.50
Close 1,135.00 1,178.00 43.00 3.8% 1,178.00
Range 60.00 86.00 26.00 43.3% 98.75
ATR 74.62 75.43 0.81 1.1% 0.00
Volume 422,325 381,601 -40,724 -9.6% 1,602,765
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,409.25 1,379.75 1,225.25
R3 1,323.25 1,293.75 1,201.75
R2 1,237.25 1,237.25 1,193.75
R1 1,207.75 1,207.75 1,186.00 1,222.50
PP 1,151.25 1,151.25 1,151.25 1,158.75
S1 1,121.75 1,121.75 1,170.00 1,136.50
S2 1,065.25 1,065.25 1,162.25
S3 979.25 1,035.75 1,154.25
S4 893.25 949.75 1,130.75
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,448.25 1,411.75 1,232.25
R3 1,349.50 1,313.00 1,205.25
R2 1,250.75 1,250.75 1,196.00
R1 1,214.25 1,214.25 1,187.00 1,183.00
PP 1,152.00 1,152.00 1,152.00 1,136.25
S1 1,115.50 1,115.50 1,169.00 1,084.50
S2 1,053.25 1,053.25 1,160.00
S3 954.50 1,016.75 1,150.75
S4 855.75 918.00 1,123.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,188.25 1,089.50 98.75 8.4% 72.25 6.1% 90% False False 320,553
10 1,199.50 1,017.75 181.75 15.4% 68.50 5.8% 88% False False 380,757
20 1,321.25 1,017.75 303.50 25.8% 73.25 6.2% 53% False False 395,079
40 1,499.00 1,017.75 481.25 40.9% 86.50 7.3% 33% False False 447,094
60 1,801.50 1,017.75 783.75 66.5% 86.50 7.3% 20% False False 472,605
80 1,985.25 1,017.75 967.50 82.1% 75.50 6.4% 17% False False 354,900
100 1,985.25 1,017.75 967.50 82.1% 69.00 5.9% 17% False False 284,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 19.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,546.50
2.618 1,406.25
1.618 1,320.25
1.000 1,267.00
0.618 1,234.25
HIGH 1,181.00
0.618 1,148.25
0.500 1,138.00
0.382 1,127.75
LOW 1,095.00
0.618 1,041.75
1.000 1,009.00
1.618 955.75
2.618 869.75
4.250 729.50
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 1,164.75 1,164.75
PP 1,151.25 1,151.25
S1 1,138.00 1,138.00

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

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