E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 22-Oct-2008

Day Change Summary
	Previous	Current
	21-Oct-2008	22-Oct-2008	Change	Change %	Previous Week
Open	1,364.25	1,290.00	-74.25	-5.4%	1,297.50
High	1,364.25	1,324.00	-40.25	-3.0%	1,499.00
Low	1,280.50	1,208.25	-72.25	-5.6%	1,191.25
Close	1,292.50	1,248.00	-44.50	-3.4%	1,311.00
Range	83.75	115.75	32.00	38.2%	307.75
ATR	100.11	101.23	1.12	1.1%	0.00
Volume	382,889	427,559	44,670	11.7%	3,288,541

Daily Pivots for day following 22-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,607.25	1,543.50	1,311.75
R3	1,491.50	1,427.75	1,279.75
R2	1,375.75	1,375.75	1,269.25
R1	1,312.00	1,312.00	1,258.50	1,286.00
PP	1,260.00	1,260.00	1,260.00	1,247.00
S1	1,196.25	1,196.25	1,237.50	1,170.25
S2	1,144.25	1,144.25	1,226.75
S3	1,028.50	1,080.50	1,216.25
S4	912.75	964.75	1,184.25

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	1,371.75	1,191.25	180.50	14.5%	102.75	8.2%	31%	False	False	548,533
10	1,499.00	1,191.25	307.75	24.7%	122.25	9.8%	18%	False	False	600,230
20	1,714.25	1,191.25	523.00	41.9%	110.25	8.8%	11%	False	False	530,055
40	1,930.75	1,191.25	739.50	59.3%	84.00	6.7%	8%	False	False	394,619
60	1,985.25	1,191.25	794.00	63.6%	69.50	5.6%	7%	False	False	263,224
80	1,985.25	1,191.25	794.00	63.6%	63.75	5.1%	7%	False	False	197,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	29.90
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,816.00
2.618	1,627.00
1.618	1,511.25
1.000	1,439.75
0.618	1,395.50
HIGH	1,324.00
0.618	1,279.75
0.500	1,266.00
0.382	1,252.50
LOW	1,208.25
0.618	1,136.75
1.000	1,092.50
1.618	1,021.00
2.618	905.25
4.250	716.25

Fisher Pivots for day following 22-Oct-2008
Pivot	1 day	3 day
R1	1,266.00	1,286.25
PP	1,260.00	1,273.50
S1	1,254.00	1,260.75

Download as Excel Spreadsheet

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

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