E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	1,228.75	1,160.00	-68.75	-5.6%	1,356.00
High	1,244.75	1,244.75	0.00	0.0%	1,392.00
Low	1,163.75	1,111.75	-52.00	-4.5%	1,238.25
Close	1,165.25	1,236.50	71.25	6.1%	1,291.00
Range	81.00	133.00	52.00	64.2%	153.75
ATR	79.75	83.56	3.80	4.8%	0.00
Volume	48	79	31	64.6%	787

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,596.75	1,549.50	1,309.75
R3	1,463.75	1,416.50	1,273.00
R2	1,330.75	1,330.75	1,261.00
R1	1,283.50	1,283.50	1,248.75	1,307.00
PP	1,197.75	1,197.75	1,197.75	1,209.50
S1	1,150.50	1,150.50	1,224.25	1,174.00
S2	1,064.75	1,064.75	1,212.00
S3	931.75	1,017.50	1,200.00
S4	798.75	884.50	1,163.25

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	1,321.75	1,111.75	210.00	17.0%	78.75	6.4%	59%	False	True	115
10	1,392.00	1,111.75	280.25	22.7%	67.25	5.4%	45%	False	True	111
20	1,392.00	1,111.75	280.25	22.7%	77.75	6.3%	45%	False	True	121

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	13.98
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,810.00
2.618	1,593.00
1.618	1,460.00
1.000	1,377.75
0.618	1,327.00
HIGH	1,244.75
0.618	1,194.00
0.500	1,178.25
0.382	1,162.50
LOW	1,111.75
0.618	1,029.50
1.000	978.75
1.618	896.50
2.618	763.50
4.250	546.50

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	1,217.00	1,220.25
PP	1,197.75	1,203.75
S1	1,178.25	1,187.50

Download as Excel Spreadsheet

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

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