E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 1,185.25 1,213.50 28.25 2.4% 1,177.00
High 1,215.00 1,222.75 7.75 0.6% 1,252.50
Low 1,134.00 1,166.75 32.75 2.9% 1,134.00
Close 1,213.50 1,193.50 -20.00 -1.6% 1,213.50
Range 81.00 56.00 -25.00 -30.9% 118.50
ATR 70.25 69.24 -1.02 -1.4% 0.00
Volume 182,020 135,271 -46,749 -25.7% 1,718,514
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,362.25 1,334.00 1,224.25
R3 1,306.25 1,278.00 1,209.00
R2 1,250.25 1,250.25 1,203.75
R1 1,222.00 1,222.00 1,198.75 1,208.00
PP 1,194.25 1,194.25 1,194.25 1,187.50
S1 1,166.00 1,166.00 1,188.25 1,152.00
S2 1,138.25 1,138.25 1,183.25
S3 1,082.25 1,110.00 1,178.00
S4 1,026.25 1,054.00 1,162.75
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 9.9% 56.00 4.7% 50% False False 282,725
10 1,252.50 1,089.50 163.00 13.7% 61.00 5.1% 64% False False 336,955
20 1,252.50 1,017.75 234.75 19.7% 66.00 5.5% 75% False False 368,583
40 1,389.00 1,017.75 371.25 31.1% 74.25 6.2% 47% False False 396,307
60 1,752.00 1,017.75 734.25 61.5% 84.50 7.1% 24% False False 440,180
80 1,950.00 1,017.75 932.25 78.1% 77.00 6.5% 19% False False 378,039
100 1,985.25 1,017.75 967.50 81.1% 70.00 5.9% 18% False False 302,504
120 1,985.25 1,017.75 967.50 81.1% 66.25 5.5% 18% False False 252,169
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 17.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,460.75
2.618 1,369.25
1.618 1,313.25
1.000 1,278.75
0.618 1,257.25
HIGH 1,222.75
0.618 1,201.25
0.500 1,194.75
0.382 1,188.25
LOW 1,166.75
0.618 1,132.25
1.000 1,110.75
1.618 1,076.25
2.618 1,020.25
4.250 928.75
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 1,194.75 1,189.50
PP 1,194.25 1,185.75
S1 1,194.00 1,181.75

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

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