E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 1,217.75 1,217.75 0.00 0.0% 1,185.75
High 1,240.25 1,229.50 -10.75 -0.9% 1,188.25
Low 1,203.25 1,175.50 -27.75 -2.3% 1,089.50
Close 1,217.00 1,188.50 -28.50 -2.3% 1,178.00
Range 37.00 54.00 17.00 45.9% 98.75
ATR 70.61 69.43 -1.19 -1.7% 0.00
Volume 373,552 339,136 -34,416 -9.2% 1,602,765
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,359.75 1,328.25 1,218.25
R3 1,305.75 1,274.25 1,203.25
R2 1,251.75 1,251.75 1,198.50
R1 1,220.25 1,220.25 1,193.50 1,209.00
PP 1,197.75 1,197.75 1,197.75 1,192.25
S1 1,166.25 1,166.25 1,183.50 1,155.00
S2 1,143.75 1,143.75 1,178.50
S3 1,089.75 1,112.25 1,173.75
S4 1,035.75 1,058.25 1,158.75
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 13.3% 59.25 5.0% 59% False False 383,619
10 1,252.50 1,089.50 163.00 13.7% 60.00 5.0% 61% False False 344,386
20 1,252.50 1,017.75 234.75 19.8% 70.00 5.9% 73% False False 400,298
40 1,389.00 1,017.75 371.25 31.2% 76.75 6.5% 46% False False 422,036
60 1,801.50 1,017.75 783.75 65.9% 85.75 7.2% 22% False False 464,058
80 1,953.00 1,017.75 935.25 78.7% 76.25 6.4% 18% False False 374,084
100 1,985.25 1,017.75 967.50 81.4% 69.50 5.9% 18% False False 299,351
120 1,985.25 1,017.75 967.50 81.4% 65.75 5.5% 18% False False 249,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.63
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,459.00
2.618 1,370.75
1.618 1,316.75
1.000 1,283.50
0.618 1,262.75
HIGH 1,229.50
0.618 1,208.75
0.500 1,202.50
0.382 1,196.25
LOW 1,175.50
0.618 1,142.25
1.000 1,121.50
1.618 1,088.25
2.618 1,034.25
4.250 946.00
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 1,202.50 1,214.00
PP 1,197.75 1,205.50
S1 1,193.25 1,197.00

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

View Archives - Comment on this page... - Back to Index of Symbols