E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	1,378.50	1,234.00	-144.50	-10.5%	1,478.00
High	1,391.25	1,330.75	-60.50	-4.3%	1,480.00
Low	1,229.00	1,191.25	-37.75	-3.1%	1,198.25
Close	1,229.00	1,323.00	94.00	7.6%	1,282.50
Range	162.25	139.50	-22.75	-14.0%	281.75
ATR	100.92	103.68	2.76	2.7%	0.00
Volume	629,280	559,282	-69,998	-11.1%	3,070,928

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,700.25	1,651.00	1,399.75
R3	1,560.75	1,511.50	1,361.25
R2	1,421.25	1,421.25	1,348.50
R1	1,372.00	1,372.00	1,335.75	1,396.50
PP	1,281.75	1,281.75	1,281.75	1,294.00
S1	1,232.50	1,232.50	1,310.25	1,257.00
S2	1,142.25	1,142.25	1,297.50
S3	1,002.75	1,093.00	1,284.75
S4	863.25	953.50	1,246.25

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	1,191.25	307.75	23.3%	147.50	11.1%	43%	False	True	619,621
10	1,561.75	1,191.25	370.50	28.0%	129.25	9.8%	36%	False	True	594,802
20	1,801.50	1,191.25	610.25	46.1%	105.25	8.0%	22%	False	True	540,524
40	1,950.00	1,191.25	758.75	57.4%	78.00	5.9%	17%	False	True	340,107
60	1,985.25	1,191.25	794.00	60.0%	66.50	5.0%	17%	False	True	226,876
80	1,985.25	1,191.25	794.00	60.0%	61.50	4.6%	17%	False	True	170,279

Crabel Price Patterns
NR	True
NR4	True
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	31.08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,923.50
2.618	1,696.00
1.618	1,556.50
1.000	1,470.25
0.618	1,417.00
HIGH	1,330.75
0.618	1,277.50
0.500	1,261.00
0.382	1,244.50
LOW	1,191.25
0.618	1,105.00
1.000	1,051.75
1.618	965.50
2.618	826.00
4.250	598.50

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	1,302.25	1,345.00
PP	1,281.75	1,337.75
S1	1,261.00	1,330.50

Download as Excel Spreadsheet

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

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