E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 20-Nov-2008

Day Change Summary
	Previous	Current
	19-Nov-2008	20-Nov-2008	Change	Change %	Previous Week
Open	1,168.50	1,089.50	-79.00	-6.8%	1,293.00
High	1,172.00	1,115.00	-57.00	-4.9%	1,321.25
Low	1,082.75	1,031.25	-51.50	-4.8%	1,108.50
Close	1,092.50	1,039.50	-53.00	-4.9%	1,155.50
Range	89.25	83.75	-5.50	-6.2%	212.75
ATR	83.00	83.06	0.05	0.1%	0.00
Volume	437,110	469,239	32,129	7.4%	1,921,181

Daily Pivots for day following 20-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,313.25	1,260.00	1,085.50
R3	1,229.50	1,176.25	1,062.50
R2	1,145.75	1,145.75	1,054.75
R1	1,092.50	1,092.50	1,047.25	1,077.25
PP	1,062.00	1,062.00	1,062.00	1,054.25
S1	1,008.75	1,008.75	1,031.75	993.50
S2	978.25	978.25	1,024.25
S3	894.50	925.00	1,016.50
S4	810.75	841.25	993.50

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	1,239.75	1,031.25	208.50	20.1%	74.00	7.1%	4%	False	True	458,059
10	1,321.25	1,031.25	290.00	27.9%	77.75	7.5%	3%	False	True	409,401
20	1,389.00	1,031.25	357.75	34.4%	78.75	7.6%	2%	False	True	414,334
40	1,688.00	1,031.25	656.75	63.2%	95.50	9.2%	1%	False	True	476,039
60	1,930.75	1,031.25	899.50	86.5%	83.25	8.0%	1%	False	True	409,654
80	1,985.25	1,031.25	954.00	91.8%	72.50	7.0%	1%	False	True	307,350
100	1,985.25	1,031.25	954.00	91.8%	67.25	6.5%	1%	False	True	245,962

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	18.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,471.00
2.618	1,334.25
1.618	1,250.50
1.000	1,198.75
0.618	1,166.75
HIGH	1,115.00
0.618	1,083.00
0.500	1,073.00
0.382	1,063.25
LOW	1,031.25
0.618	979.50
1.000	947.50
1.618	895.75
2.618	812.00
4.250	675.25

Fisher Pivots for day following 20-Nov-2008
Pivot	1 day	3 day
R1	1,073.00	1,103.50
PP	1,062.00	1,082.00
S1	1,050.75	1,060.75

Download as Excel Spreadsheet

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

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