E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 14-Nov-2008

Day Change Summary
	Previous	Current
	13-Nov-2008	14-Nov-2008	Change	Change %	Previous Week
Open	1,165.25	1,237.75	72.50	6.2%	1,293.00
High	1,243.75	1,239.75	-4.00	-0.3%	1,321.25
Low	1,108.50	1,155.00	46.50	4.2%	1,108.50
Close	1,234.50	1,155.50	-79.00	-6.4%	1,155.50
Range	135.25	84.75	-50.50	-37.3%	212.75
ATR	86.68	86.54	-0.14	-0.2%	0.00
Volume	371,596	579,982	208,386	56.1%	1,921,181

Daily Pivots for day following 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,437.75	1,381.25	1,202.00
R3	1,353.00	1,296.50	1,178.75
R2	1,268.25	1,268.25	1,171.00
R1	1,211.75	1,211.75	1,163.25	1,197.50
PP	1,183.50	1,183.50	1,183.50	1,176.25
S1	1,127.00	1,127.00	1,147.75	1,113.00
S2	1,098.75	1,098.75	1,140.00
S3	1,014.00	1,042.25	1,132.25
S4	929.25	957.50	1,109.00

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,833.25	1,707.25	1,272.50
R3	1,620.50	1,494.50	1,214.00
R2	1,407.75	1,407.75	1,194.50
R1	1,281.75	1,281.75	1,175.00	1,238.50
PP	1,195.00	1,195.00	1,195.00	1,173.50
S1	1,069.00	1,069.00	1,136.00	1,025.50
S2	982.25	982.25	1,116.50
S3	769.50	856.25	1,097.00
S4	556.75	643.50	1,038.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,321.25	1,108.50	212.75	18.4%	88.75	7.7%	22%	False	False	384,236
10	1,389.00	1,108.50	280.50	24.3%	74.00	6.4%	17%	False	False	364,598
20	1,389.00	1,108.50	280.50	24.3%	82.50	7.1%	17%	False	False	424,031
40	1,752.00	1,108.50	643.50	55.7%	94.00	8.1%	7%	False	False	475,978
60	1,950.00	1,108.50	841.50	72.8%	80.75	7.0%	6%	False	False	381,191
80	1,985.25	1,108.50	876.75	75.9%	71.25	6.2%	5%	False	False	285,984
100	1,985.25	1,108.50	876.75	75.9%	66.25	5.7%	5%	False	False	228,886

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,600.00
2.618	1,461.75
1.618	1,377.00
1.000	1,324.50
0.618	1,292.25
HIGH	1,239.75
0.618	1,207.50
0.500	1,197.50
0.382	1,187.25
LOW	1,155.00
0.618	1,102.50
1.000	1,070.25
1.618	1,017.75
2.618	933.00
4.250	794.75

Fisher Pivots for day following 14-Nov-2008
Pivot	1 day	3 day
R1	1,197.50	1,176.50
PP	1,183.50	1,169.50
S1	1,169.50	1,162.50

Download as Excel Spreadsheet

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

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