E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 1,217.75 1,185.25 -32.50 -2.7% 1,177.00
High 1,229.50 1,215.00 -14.50 -1.2% 1,252.50
Low 1,175.50 1,134.00 -41.50 -3.5% 1,134.00
Close 1,188.50 1,213.50 25.00 2.1% 1,213.50
Range 54.00 81.00 27.00 50.0% 118.50
ATR 69.43 70.25 0.83 1.2% 0.00
Volume 339,136 182,020 -157,116 -46.3% 1,718,514
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,430.50 1,403.00 1,258.00
R3 1,349.50 1,322.00 1,235.75
R2 1,268.50 1,268.50 1,228.25
R1 1,241.00 1,241.00 1,221.00 1,254.75
PP 1,187.50 1,187.50 1,187.50 1,194.50
S1 1,160.00 1,160.00 1,206.00 1,173.75
S2 1,106.50 1,106.50 1,198.75
S3 1,025.50 1,079.00 1,191.25
S4 944.50 998.00 1,169.00
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,555.50 1,503.00 1,278.75
R3 1,437.00 1,384.50 1,246.00
R2 1,318.50 1,318.50 1,235.25
R1 1,266.00 1,266.00 1,224.25 1,292.25
PP 1,200.00 1,200.00 1,200.00 1,213.00
S1 1,147.50 1,147.50 1,202.75 1,173.75
S2 1,081.50 1,081.50 1,191.75
S3 963.00 1,029.00 1,181.00
S4 844.50 910.50 1,148.25
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 1,134.00 118.50 9.8% 58.25 4.8% 67% False True 343,702
10 1,252.50 1,089.50 163.00 13.4% 65.25 5.4% 76% False False 332,127
20 1,252.50 1,017.75 234.75 19.3% 67.25 5.5% 83% False False 390,819
40 1,389.00 1,017.75 371.25 30.6% 75.25 6.2% 53% False False 412,604
60 1,801.50 1,017.75 783.75 64.6% 85.25 7.0% 25% False False 455,244
80 1,950.00 1,017.75 932.25 76.8% 76.75 6.3% 21% False False 376,356
100 1,985.25 1,017.75 967.50 79.7% 70.00 5.8% 20% False False 301,167
120 1,985.25 1,017.75 967.50 79.7% 66.00 5.4% 20% False False 251,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,559.25
2.618 1,427.00
1.618 1,346.00
1.000 1,296.00
0.618 1,265.00
HIGH 1,215.00
0.618 1,184.00
0.500 1,174.50
0.382 1,165.00
LOW 1,134.00
0.618 1,084.00
1.000 1,053.00
1.618 1,003.00
2.618 922.00
4.250 789.75
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 1,200.50 1,204.75
PP 1,187.50 1,196.00
S1 1,174.50 1,187.00

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

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