E-mini NASDAQ-100 Future December 2008

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

Day Change Summary
	Previous	Current
	13-Oct-2008	14-Oct-2008	Change	Change %	Previous Week
Open	1,297.50	1,451.75	154.25	11.9%	1,478.00
High	1,459.50	1,499.00	39.50	2.7%	1,480.00
Low	1,297.50	1,353.25	55.75	4.3%	1,198.25
Close	1,458.50	1,366.00	-92.50	-6.3%	1,282.50
Range	162.00	145.75	-16.25	-10.0%	281.75
ATR	92.39	96.20	3.81	4.1%	0.00
Volume	829,115	483,702	-345,413	-41.7%	3,070,928

Daily Pivots for day following 14-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,843.25	1,750.50	1,446.25
R3	1,697.50	1,604.75	1,406.00
R2	1,551.75	1,551.75	1,392.75
R1	1,459.00	1,459.00	1,379.25	1,432.50
PP	1,406.00	1,406.00	1,406.00	1,393.00
S1	1,313.25	1,313.25	1,352.75	1,286.75
S2	1,260.25	1,260.25	1,339.25
S3	1,114.50	1,167.50	1,326.00
S4	968.75	1,021.75	1,285.75

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,165.50	2,005.75	1,437.50
R3	1,883.75	1,724.00	1,360.00
R2	1,602.00	1,602.00	1,334.25
R1	1,442.25	1,442.25	1,308.25	1,381.25
PP	1,320.25	1,320.25	1,320.25	1,289.75
S1	1,160.50	1,160.50	1,256.75	1,099.50
S2	1,038.50	1,038.50	1,230.75
S3	756.75	878.75	1,205.00
S4	475.00	597.00	1,127.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,499.00	1,198.25	300.75	22.0%	131.75	9.6%	56%	True	False	643,338
10	1,600.25	1,198.25	402.00	29.4%	113.25	8.3%	42%	False	False	555,290
20	1,801.50	1,198.25	603.25	44.2%	100.50	7.4%	28%	False	False	553,520
40	1,984.25	1,198.25	786.00	57.5%	73.00	5.3%	21%	False	False	310,411
60	1,985.25	1,198.25	787.00	57.6%	62.50	4.6%	21%	False	False	207,078
80	1,985.25	1,198.25	787.00	57.6%	58.25	4.3%	21%	False	False	155,422

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	26.93
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,118.50
2.618	1,880.50
1.618	1,734.75
1.000	1,644.75
0.618	1,589.00
HIGH	1,499.00
0.618	1,443.25
0.500	1,426.00
0.382	1,409.00
LOW	1,353.25
0.618	1,263.25
1.000	1,207.50
1.618	1,117.50
2.618	971.75
4.250	733.75

Fisher Pivots for day following 14-Oct-2008
Pivot	1 day	3 day
R1	1,426.00	1,360.25
PP	1,406.00	1,354.50
S1	1,386.00	1,348.50

Download as Excel Spreadsheet

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

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