E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	1,075.00	1,055.75	-19.25	-1.8%	1,145.00
High	1,116.00	1,094.00	-22.00	-2.0%	1,189.75
Low	1,033.75	1,021.00	-12.75	-1.2%	1,021.00
Close	1,041.50	1,093.25	51.75	5.0%	1,093.25
Range	82.25	73.00	-9.25	-11.2%	168.75
ATR	80.27	79.75	-0.52	-0.6%	0.00
Volume	255	362	107	42.0%	1,350

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,288.50	1,263.75	1,133.50
R3	1,215.50	1,190.75	1,113.25
R2	1,142.50	1,142.50	1,106.75
R1	1,117.75	1,117.75	1,100.00	1,130.00
PP	1,069.50	1,069.50	1,069.50	1,075.50
S1	1,044.75	1,044.75	1,086.50	1,057.00
S2	996.50	996.50	1,079.75
S3	923.50	971.75	1,073.25
S4	850.50	898.75	1,053.00

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,607.50	1,519.25	1,186.00
R3	1,438.75	1,350.50	1,139.75
R2	1,270.00	1,270.00	1,124.25
R1	1,181.75	1,181.75	1,108.75	1,141.50
PP	1,101.25	1,101.25	1,101.25	1,081.25
S1	1,013.00	1,013.00	1,077.75	972.75
S2	932.50	932.50	1,062.25
S3	763.75	844.25	1,046.75
S4	595.00	675.50	1,000.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,189.75	1,021.00	168.75	15.4%	70.75	6.5%	43%	False	True	270
10	1,321.75	1,021.00	300.75	27.5%	78.25	7.2%	24%	False	True	184
20	1,392.00	1,021.00	371.00	33.9%	73.00	6.7%	19%	False	True	160
40	1,660.00	1,021.00	639.00	58.4%	89.00	8.1%	11%	False	True	158

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	19.85
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,404.25
2.618	1,285.00
1.618	1,212.00
1.000	1,167.00
0.618	1,139.00
HIGH	1,094.00
0.618	1,066.00
0.500	1,057.50
0.382	1,049.00
LOW	1,021.00
0.618	976.00
1.000	948.00
1.618	903.00
2.618	830.00
4.250	710.75

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	1,081.25	1,098.00
PP	1,069.50	1,096.50
S1	1,057.50	1,094.75

Download as Excel Spreadsheet

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

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