E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 1,213.75 1,217.75 4.00 0.3% 1,185.75
High 1,252.50 1,240.25 -12.25 -1.0% 1,188.25
Low 1,200.50 1,203.25 2.75 0.2% 1,089.50
Close 1,217.00 1,217.00 0.00 0.0% 1,178.00
Range 52.00 37.00 -15.00 -28.8% 98.75
ATR 73.20 70.61 -2.59 -3.5% 0.00
Volume 383,648 373,552 -10,096 -2.6% 1,602,765
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,331.25 1,311.00 1,237.25
R3 1,294.25 1,274.00 1,227.25
R2 1,257.25 1,257.25 1,223.75
R1 1,237.00 1,237.00 1,220.50 1,228.50
PP 1,220.25 1,220.25 1,220.25 1,216.00
S1 1,200.00 1,200.00 1,213.50 1,191.50
S2 1,183.25 1,183.25 1,210.25
S3 1,146.25 1,163.00 1,206.75
S4 1,109.25 1,126.00 1,196.75
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 1,252.50 1,095.00 157.50 12.9% 60.50 5.0% 77% False False 400,256
10 1,252.50 1,089.50 163.00 13.4% 61.75 5.1% 78% False False 349,347
20 1,252.50 1,017.75 234.75 19.3% 71.50 5.9% 85% False False 400,323
40 1,391.25 1,017.75 373.50 30.7% 79.50 6.5% 53% False False 429,290
60 1,801.50 1,017.75 783.75 64.4% 86.50 7.1% 25% False False 470,700
80 1,984.25 1,017.75 966.50 79.4% 76.25 6.3% 21% False False 369,850
100 1,985.25 1,017.75 967.50 79.5% 69.25 5.7% 21% False False 295,963
120 1,985.25 1,017.75 967.50 79.5% 65.50 5.4% 21% False False 246,711
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.75
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,397.50
2.618 1,337.00
1.618 1,300.00
1.000 1,277.25
0.618 1,263.00
HIGH 1,240.25
0.618 1,226.00
0.500 1,221.75
0.382 1,217.50
LOW 1,203.25
0.618 1,180.50
1.000 1,166.25
1.618 1,143.50
2.618 1,106.50
4.250 1,046.00
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 1,221.75 1,215.25
PP 1,220.25 1,213.50
S1 1,218.50 1,211.50

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

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