E-mini NASDAQ-100 Future March 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 1,333.75 1,469.75 136.00 10.2% 1,466.75
High 1,464.00 1,501.75 37.75 2.6% 1,469.75
Low 1,325.50 1,359.00 33.50 2.5% 1,204.50
Close 1,463.50 1,370.75 -92.75 -6.3% 1,288.25
Range 138.50 142.75 4.25 3.1% 265.25
ATR 92.24 95.85 3.61 3.9% 0.00
Volume 85 55 -30 -35.3% 1,238
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,838.75 1,747.50 1,449.25
R3 1,696.00 1,604.75 1,410.00
R2 1,553.25 1,553.25 1,397.00
R1 1,462.00 1,462.00 1,383.75 1,436.25
PP 1,410.50 1,410.50 1,410.50 1,397.50
S1 1,319.25 1,319.25 1,357.75 1,293.50
S2 1,267.75 1,267.75 1,344.50
S3 1,125.00 1,176.50 1,331.50
S4 982.25 1,033.75 1,292.25
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 2,116.50 1,967.75 1,434.25
R3 1,851.25 1,702.50 1,361.25
R2 1,586.00 1,586.00 1,337.00
R1 1,437.25 1,437.25 1,312.50 1,379.00
PP 1,320.75 1,320.75 1,320.75 1,291.75
S1 1,172.00 1,172.00 1,264.00 1,113.75
S2 1,055.50 1,055.50 1,239.50
S3 790.25 906.75 1,215.25
S4 525.00 641.50 1,142.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,501.75 1,204.50 297.25 21.7% 125.00 9.1% 56% True False 189
10 1,606.00 1,204.50 401.50 29.3% 107.00 7.8% 41% False False 210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.15
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,108.50
2.618 1,875.50
1.618 1,732.75
1.000 1,644.50
0.618 1,590.00
HIGH 1,501.75
0.618 1,447.25
0.500 1,430.50
0.382 1,413.50
LOW 1,359.00
0.618 1,270.75
1.000 1,216.25
1.618 1,128.00
2.618 985.25
4.250 752.25
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 1,430.50 1,365.00
PP 1,410.50 1,359.00
S1 1,390.50 1,353.00

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

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