E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 10-Nov-2008

Day Change Summary
	Previous	Current
	07-Nov-2008	10-Nov-2008	Change	Change %	Previous Week
Open	1,261.00	1,311.75	50.75	4.0%	1,356.00
High	1,290.00	1,321.75	31.75	2.5%	1,392.00
Low	1,246.75	1,238.25	-8.50	-0.7%	1,238.25
Close	1,291.00	1,259.00	-32.00	-2.5%	1,291.00
Range	43.25	83.50	40.25	93.1%	153.75
ATR	81.59	81.73	0.14	0.2%	0.00
Volume	293	110	-183	-62.5%	787

Daily Pivots for day following 10-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,523.50	1,474.75	1,305.00
R3	1,440.00	1,391.25	1,282.00
R2	1,356.50	1,356.50	1,274.25
R1	1,307.75	1,307.75	1,266.75	1,290.50
PP	1,273.00	1,273.00	1,273.00	1,264.25
S1	1,224.25	1,224.25	1,251.25	1,207.00
S2	1,189.50	1,189.50	1,243.75
S3	1,106.00	1,140.75	1,236.00
S4	1,022.50	1,057.25	1,213.00

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,768.25	1,683.50	1,375.50
R3	1,614.50	1,529.75	1,333.25
R2	1,460.75	1,460.75	1,319.25
R1	1,376.00	1,376.00	1,305.00	1,341.50
PP	1,307.00	1,307.00	1,307.00	1,290.00
S1	1,222.25	1,222.25	1,277.00	1,187.75
S2	1,153.25	1,153.25	1,262.75
S3	999.50	1,068.50	1,248.75
S4	845.75	914.75	1,206.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,392.00	1,238.25	153.75	12.2%	65.75	5.2%	13%	False	True	132
10	1,392.00	1,156.25	235.75	18.7%	68.25	5.4%	44%	False	False	114
20	1,501.75	1,153.25	348.50	27.7%	85.75	6.8%	30%	False	False	121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,676.50
2.618	1,540.25
1.618	1,456.75
1.000	1,405.25
0.618	1,373.25
HIGH	1,321.75
0.618	1,289.75
0.500	1,280.00
0.382	1,270.25
LOW	1,238.25
0.618	1,186.75
1.000	1,154.75
1.618	1,103.25
2.618	1,019.75
4.250	883.50

Fisher Pivots for day following 10-Nov-2008
Pivot	1 day	3 day
R1	1,280.00	1,280.00
PP	1,273.00	1,273.00
S1	1,266.00	1,266.00

Download as Excel Spreadsheet

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

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