E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 27-Oct-2008

Day Change Summary
	Previous	Current
	24-Oct-2008	27-Oct-2008	Change	Change %	Previous Week
Open	1,249.75	1,190.75	-59.00	-4.7%	1,314.00
High	1,254.75	1,228.50	-26.25	-2.1%	1,364.25
Low	1,149.75	1,136.75	-13.00	-1.1%	1,149.75
Close	1,191.50	1,162.00	-29.50	-2.5%	1,191.50
Range	105.00	91.75	-13.25	-12.6%	214.50
ATR	100.74	100.10	-0.64	-0.6%	0.00
Volume	585,868	530,487	-55,381	-9.5%	2,490,131

Daily Pivots for day following 27-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,451.00	1,398.25	1,212.50
R3	1,359.25	1,306.50	1,187.25
R2	1,267.50	1,267.50	1,178.75
R1	1,214.75	1,214.75	1,170.50	1,195.25
PP	1,175.75	1,175.75	1,175.75	1,166.00
S1	1,123.00	1,123.00	1,153.50	1,103.50
S2	1,084.00	1,084.00	1,145.25
S3	992.25	1,031.25	1,136.75
S4	900.50	939.50	1,111.50

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,878.75	1,749.50	1,309.50
R3	1,664.25	1,535.00	1,250.50
R2	1,449.75	1,449.75	1,230.75
R1	1,320.50	1,320.50	1,211.25	1,278.00
PP	1,235.25	1,235.25	1,235.25	1,213.75
S1	1,106.00	1,106.00	1,171.75	1,063.50
S2	1,020.75	1,020.75	1,152.25
S3	806.25	891.50	1,132.50
S4	591.75	677.00	1,073.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,364.25	1,136.75	227.50	19.6%	97.25	8.4%	11%	False	True	486,968
10	1,499.00	1,136.75	362.25	31.2%	110.75	9.5%	7%	False	True	548,004
20	1,605.75	1,136.75	469.00	40.4%	109.75	9.4%	5%	False	True	557,576
40	1,922.50	1,136.75	785.75	67.6%	88.75	7.6%	3%	False	True	435,210
60	1,985.25	1,136.75	848.50	73.0%	72.25	6.2%	3%	False	True	290,289
80	1,985.25	1,136.75	848.50	73.0%	65.50	5.6%	3%	False	True	217,816

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	27.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,618.50
2.618	1,468.75
1.618	1,377.00
1.000	1,320.25
0.618	1,285.25
HIGH	1,228.50
0.618	1,193.50
0.500	1,182.50
0.382	1,171.75
LOW	1,136.75
0.618	1,080.00
1.000	1,045.00
1.618	988.25
2.618	896.50
4.250	746.75

Fisher Pivots for day following 27-Oct-2008
Pivot	1 day	3 day
R1	1,182.50	1,201.00
PP	1,175.75	1,188.00
S1	1,169.00	1,175.00

Download as Excel Spreadsheet

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

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