E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 1,177.00 1,213.75 36.75 3.1% 1,185.75
High 1,237.75 1,252.50 14.75 1.2% 1,188.25
Low 1,170.75 1,200.50 29.75 2.5% 1,089.50
Close 1,212.00 1,217.00 5.00 0.4% 1,178.00
Range 67.00 52.00 -15.00 -22.4% 98.75
ATR 74.83 73.20 -1.63 -2.2% 0.00
Volume 440,158 383,648 -56,510 -12.8% 1,602,765
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,379.25 1,350.25 1,245.50
R3 1,327.25 1,298.25 1,231.25
R2 1,275.25 1,275.25 1,226.50
R1 1,246.25 1,246.25 1,221.75 1,260.75
PP 1,223.25 1,223.25 1,223.25 1,230.50
S1 1,194.25 1,194.25 1,212.25 1,208.75
S2 1,171.25 1,171.25 1,207.50
S3 1,119.25 1,142.25 1,202.75
S4 1,067.25 1,090.25 1,188.50
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 1,252.50 1,095.00 157.50 12.9% 67.00 5.5% 77% True False 400,830
10 1,252.50 1,089.50 163.00 13.4% 63.75 5.2% 78% True False 353,517
20 1,262.00 1,017.75 244.25 20.1% 72.50 5.9% 82% False False 396,236
40 1,499.00 1,017.75 481.25 39.5% 82.25 6.8% 41% False False 432,043
60 1,801.50 1,017.75 783.75 64.4% 87.00 7.1% 25% False False 473,248
80 1,985.25 1,017.75 967.50 79.5% 76.00 6.2% 21% False False 365,185
100 1,985.25 1,017.75 967.50 79.5% 69.25 5.7% 21% False False 292,232
120 1,985.25 1,017.75 967.50 79.5% 65.25 5.4% 21% False False 243,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 16.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,473.50
2.618 1,388.75
1.618 1,336.75
1.000 1,304.50
0.618 1,284.75
HIGH 1,252.50
0.618 1,232.75
0.500 1,226.50
0.382 1,220.25
LOW 1,200.50
0.618 1,168.25
1.000 1,148.50
1.618 1,116.25
2.618 1,064.25
4.250 979.50
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 1,226.50 1,202.50
PP 1,223.25 1,188.25
S1 1,220.25 1,173.75

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

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