E-mini NASDAQ-100 Future December 2008


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 1,235.00 1,229.00 -6.00 -0.5% 1,177.00
High 1,242.25 1,235.50 -6.75 -0.5% 1,252.50
Low 1,203.75 1,193.00 -10.75 -0.9% 1,134.00
Close 1,227.00 1,224.00 -3.00 -0.2% 1,213.50
Range 38.50 42.50 4.00 10.4% 118.50
ATR 66.29 64.60 -1.70 -2.6% 0.00
Volume 78,663 45,421 -33,242 -42.3% 1,718,514
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,345.00 1,327.00 1,247.50
R3 1,302.50 1,284.50 1,235.75
R2 1,260.00 1,260.00 1,231.75
R1 1,242.00 1,242.00 1,228.00 1,229.75
PP 1,217.50 1,217.50 1,217.50 1,211.50
S1 1,199.50 1,199.50 1,220.00 1,187.25
S2 1,175.00 1,175.00 1,216.25
S3 1,132.50 1,157.00 1,212.25
S4 1,090.00 1,114.50 1,200.50
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 9.2% 55.25 4.5% 80% False False 107,455
10 1,252.50 1,095.00 157.50 12.9% 57.25 4.7% 82% False False 245,537
20 1,252.50 1,017.75 234.75 19.2% 62.75 5.1% 88% False False 317,529
40 1,389.00 1,017.75 371.25 30.3% 70.75 5.8% 56% False False 366,901
60 1,714.25 1,017.75 696.50 56.9% 84.00 6.9% 30% False False 421,286
80 1,930.75 1,017.75 913.00 74.6% 77.50 6.3% 23% False False 380,760
100 1,985.25 1,017.75 967.50 79.0% 70.00 5.7% 21% False False 304,695
120 1,985.25 1,017.75 967.50 79.0% 66.25 5.4% 21% False False 253,989
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,416.00
2.618 1,346.75
1.618 1,304.25
1.000 1,278.00
0.618 1,261.75
HIGH 1,235.50
0.618 1,219.25
0.500 1,214.25
0.382 1,209.25
LOW 1,193.00
0.618 1,166.75
1.000 1,150.50
1.618 1,124.25
2.618 1,081.75
4.250 1,012.50
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 1,220.75 1,221.75
PP 1,217.50 1,219.25
S1 1,214.25 1,217.00

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

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