E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 17-Oct-2008

Day Change Summary
	Previous	Current
	16-Oct-2008	17-Oct-2008	Change	Change %	Previous Week
Open	1,234.00	1,321.00	87.00	7.1%	1,297.50
High	1,330.75	1,371.75	41.00	3.1%	1,499.00
Low	1,191.25	1,269.00	77.75	6.5%	1,191.25
Close	1,323.00	1,311.00	-12.00	-0.9%	1,311.00
Range	139.50	102.75	-36.75	-26.3%	307.75
ATR	103.68	103.61	-0.07	-0.1%	0.00
Volume	559,282	787,162	227,880	40.7%	3,288,541

Daily Pivots for day following 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,625.50	1,571.00	1,367.50
R3	1,522.75	1,468.25	1,339.25
R2	1,420.00	1,420.00	1,329.75
R1	1,365.50	1,365.50	1,320.50	1,341.50
PP	1,317.25	1,317.25	1,317.25	1,305.25
S1	1,262.75	1,262.75	1,301.50	1,238.50
S2	1,214.50	1,214.50	1,292.25
S3	1,111.75	1,160.00	1,282.75
S4	1,009.00	1,057.25	1,254.50

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,257.00	2,091.75	1,480.25
R3	1,949.25	1,784.00	1,395.75
R2	1,641.50	1,641.50	1,367.50
R1	1,476.25	1,476.25	1,339.25	1,559.00
PP	1,333.75	1,333.75	1,333.75	1,375.00
S1	1,168.50	1,168.50	1,282.75	1,251.00
S2	1,026.00	1,026.00	1,254.50
S3	718.25	860.75	1,226.25
S4	410.50	553.00	1,141.75

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	23.5%	142.50	10.9%	39%	False	False	657,708
10	1,499.00	1,191.25	307.75	23.5%	130.75	10.0%	39%	False	False	635,946
20	1,752.00	1,191.25	560.75	42.8%	105.50	8.0%	21%	False	False	527,924
40	1,950.00	1,191.25	758.75	57.9%	80.00	6.1%	16%	False	False	359,770
60	1,985.25	1,191.25	794.00	60.6%	67.25	5.1%	15%	False	False	239,969
80	1,985.25	1,191.25	794.00	60.6%	62.25	4.7%	15%	False	False	180,100

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	32.63
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,808.50
2.618	1,640.75
1.618	1,538.00
1.000	1,474.50
0.618	1,435.25
HIGH	1,371.75
0.618	1,332.50
0.500	1,320.50
0.382	1,308.25
LOW	1,269.00
0.618	1,205.50
1.000	1,166.25
1.618	1,102.75
2.618	1,000.00
4.250	832.25

Fisher Pivots for day following 17-Oct-2008
Pivot	1 day	3 day
R1	1,320.50	1,304.50
PP	1,317.25	1,297.75
S1	1,314.00	1,291.25

Download as Excel Spreadsheet

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

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