E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 1,191.75 1,235.00 43.25 3.6% 1,177.00
High 1,246.00 1,242.25 -3.75 -0.3% 1,252.50
Low 1,188.00 1,203.75 15.75 1.3% 1,134.00
Close 1,239.00 1,227.00 -12.00 -1.0% 1,213.50
Range 58.00 38.50 -19.50 -33.6% 118.50
ATR 68.43 66.29 -2.14 -3.1% 0.00
Volume 95,901 78,663 -17,238 -18.0% 1,718,514
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,339.75 1,322.00 1,248.25
R3 1,301.25 1,283.50 1,237.50
R2 1,262.75 1,262.75 1,234.00
R1 1,245.00 1,245.00 1,230.50 1,234.50
PP 1,224.25 1,224.25 1,224.25 1,219.25
S1 1,206.50 1,206.50 1,223.50 1,196.00
S2 1,185.75 1,185.75 1,220.00
S3 1,147.25 1,168.00 1,216.50
S4 1,108.75 1,129.50 1,205.75
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 1,246.00 1,134.00 112.00 9.1% 57.50 4.7% 83% False False 166,198
10 1,252.50 1,095.00 157.50 12.8% 59.00 4.8% 84% False False 283,227
20 1,252.50 1,017.75 234.75 19.1% 65.00 5.3% 89% False False 337,113
40 1,389.00 1,017.75 371.25 30.3% 72.75 5.9% 56% False False 376,455
60 1,714.25 1,017.75 696.50 56.8% 83.75 6.8% 30% False False 427,580
80 1,937.75 1,017.75 920.00 75.0% 77.50 6.3% 23% False False 380,198
100 1,985.25 1,017.75 967.50 78.9% 70.25 5.7% 22% False False 304,243
120 1,985.25 1,017.75 967.50 78.9% 66.00 5.4% 22% False False 253,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.60
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,406.00
2.618 1,343.00
1.618 1,304.50
1.000 1,280.75
0.618 1,266.00
HIGH 1,242.25
0.618 1,227.50
0.500 1,223.00
0.382 1,218.50
LOW 1,203.75
0.618 1,180.00
1.000 1,165.25
1.618 1,141.50
2.618 1,103.00
4.250 1,040.00
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 1,225.75 1,220.00
PP 1,224.25 1,213.25
S1 1,223.00 1,206.50

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

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