E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 18-Aug-2008

Day Change Summary
	Previous	Current
	15-Aug-2008	18-Aug-2008	Change	Change %	Previous Week
Open	1,977.00	1,970.00	-7.00	-0.4%	1,929.50
High	1,985.25	1,984.25	-1.00	-0.1%	1,985.25
Low	1,961.50	1,933.00	-28.50	-1.5%	1,928.50
Close	1,974.25	1,952.25	-22.00	-1.1%	1,974.25
Range	23.75	51.25	27.50	115.8%	56.75
ATR	41.94	42.60	0.67	1.6%	0.00
Volume	373	449	76	20.4%	1,736

Daily Pivots for day following 18-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,110.25	2,082.50	1,980.50
R3	2,059.00	2,031.25	1,966.25
R2	2,007.75	2,007.75	1,961.75
R1	1,980.00	1,980.00	1,957.00	1,968.25
PP	1,956.50	1,956.50	1,956.50	1,950.50
S1	1,928.75	1,928.75	1,947.50	1,917.00
S2	1,905.25	1,905.25	1,942.75
S3	1,854.00	1,877.50	1,938.25
S4	1,802.75	1,826.25	1,924.00

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,133.00	2,110.25	2,005.50
R3	2,076.25	2,053.50	1,989.75
R2	2,019.50	2,019.50	1,984.75
R1	1,996.75	1,996.75	1,979.50	2,008.00
PP	1,962.75	1,962.75	1,962.75	1,968.25
S1	1,940.00	1,940.00	1,969.00	1,951.50
S2	1,906.00	1,906.00	1,963.75
S3	1,849.25	1,883.25	1,958.75
S4	1,792.50	1,826.50	1,943.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,985.25	1,933.00	52.25	2.7%	35.25	1.8%	37%	False	True	390
10	1,985.25	1,819.25	166.00	8.5%	41.50	2.1%	80%	False	False	412
20	1,985.25	1,797.00	188.25	9.6%	43.00	2.2%	82%	False	False	417
40	1,985.25	1,775.50	209.75	10.7%	44.50	2.3%	84%	False	False	445

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.28
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,202.00
2.618	2,118.50
1.618	2,067.25
1.000	2,035.50
0.618	2,016.00
HIGH	1,984.25
0.618	1,964.75
0.500	1,958.50
0.382	1,952.50
LOW	1,933.00
0.618	1,901.25
1.000	1,881.75
1.618	1,850.00
2.618	1,798.75
4.250	1,715.25

Fisher Pivots for day following 18-Aug-2008
Pivot	1 day	3 day
R1	1,958.50	1,959.00
PP	1,956.50	1,956.75
S1	1,954.50	1,954.50

Download as Excel Spreadsheet

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

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