E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 1,213.50 1,191.75 -21.75 -1.8% 1,177.00
High 1,222.75 1,246.00 23.25 1.9% 1,252.50
Low 1,166.75 1,188.00 21.25 1.8% 1,134.00
Close 1,193.50 1,239.00 45.50 3.8% 1,213.50
Range 56.00 58.00 2.00 3.6% 118.50
ATR 69.24 68.43 -0.80 -1.2% 0.00
Volume 135,271 95,901 -39,370 -29.1% 1,718,514
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,398.25 1,376.75 1,271.00
R3 1,340.25 1,318.75 1,255.00
R2 1,282.25 1,282.25 1,249.75
R1 1,260.75 1,260.75 1,244.25 1,271.50
PP 1,224.25 1,224.25 1,224.25 1,229.75
S1 1,202.75 1,202.75 1,233.75 1,213.50
S2 1,166.25 1,166.25 1,228.25
S3 1,108.25 1,144.75 1,223.00
S4 1,050.25 1,086.75 1,207.00
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 1,246.00 1,134.00 112.00 9.0% 57.25 4.6% 94% True False 225,176
10 1,252.50 1,095.00 157.50 12.7% 62.25 5.0% 91% False False 313,003
20 1,252.50 1,017.75 234.75 18.9% 66.25 5.4% 94% False False 351,411
40 1,389.00 1,017.75 371.25 30.0% 73.75 6.0% 60% False False 384,060
60 1,714.25 1,017.75 696.50 56.2% 84.00 6.8% 32% False False 432,833
80 1,950.00 1,017.75 932.25 75.2% 77.50 6.2% 24% False False 379,227
100 1,985.25 1,017.75 967.50 78.1% 70.25 5.7% 23% False False 303,459
120 1,985.25 1,017.75 967.50 78.1% 66.00 5.3% 23% False False 252,963
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,492.50
2.618 1,397.75
1.618 1,339.75
1.000 1,304.00
0.618 1,281.75
HIGH 1,246.00
0.618 1,223.75
0.500 1,217.00
0.382 1,210.25
LOW 1,188.00
0.618 1,152.25
1.000 1,130.00
1.618 1,094.25
2.618 1,036.25
4.250 941.50
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 1,231.75 1,222.75
PP 1,224.25 1,206.25
S1 1,217.00 1,190.00

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

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