E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 1,134.00 1,177.00 43.00 3.8% 1,185.75
High 1,181.00 1,237.75 56.75 4.8% 1,188.25
Low 1,095.00 1,170.75 75.75 6.9% 1,089.50
Close 1,178.00 1,212.00 34.00 2.9% 1,178.00
Range 86.00 67.00 -19.00 -22.1% 98.75
ATR 75.43 74.83 -0.60 -0.8% 0.00
Volume 381,601 440,158 58,557 15.3% 1,602,765
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,407.75 1,377.00 1,248.75
R3 1,340.75 1,310.00 1,230.50
R2 1,273.75 1,273.75 1,224.25
R1 1,243.00 1,243.00 1,218.25 1,258.50
PP 1,206.75 1,206.75 1,206.75 1,214.50
S1 1,176.00 1,176.00 1,205.75 1,191.50
S2 1,139.75 1,139.75 1,199.75
S3 1,072.75 1,109.00 1,193.50
S4 1,005.75 1,042.00 1,175.25
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 1,237.75 1,089.50 148.25 12.2% 66.00 5.4% 83% True False 391,185
10 1,237.75 1,072.25 165.50 13.7% 67.75 5.6% 84% True False 366,291
20 1,321.25 1,017.75 303.50 25.0% 74.00 6.1% 64% False False 393,961
40 1,499.00 1,017.75 481.25 39.7% 85.00 7.0% 40% False False 443,180
60 1,801.50 1,017.75 783.75 64.7% 87.00 7.2% 25% False False 473,787
80 1,985.25 1,017.75 967.50 79.8% 75.75 6.3% 20% False False 360,399
100 1,985.25 1,017.75 967.50 79.8% 69.00 5.7% 20% False False 288,401
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 17.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,522.50
2.618 1,413.25
1.618 1,346.25
1.000 1,304.75
0.618 1,279.25
HIGH 1,237.75
0.618 1,212.25
0.500 1,204.25
0.382 1,196.25
LOW 1,170.75
0.618 1,129.25
1.000 1,103.75
1.618 1,062.25
2.618 995.25
4.250 886.00
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 1,209.50 1,196.75
PP 1,206.75 1,181.50
S1 1,204.25 1,166.50

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

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