E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 24-Oct-2008

Day Change Summary
	Previous	Current
	23-Oct-2008	24-Oct-2008	Change	Change %	Previous Week
Open	1,246.00	1,249.75	3.75	0.3%	1,314.00
High	1,265.50	1,254.75	-10.75	-0.8%	1,364.25
Low	1,175.75	1,149.75	-26.00	-2.2%	1,149.75
Close	1,253.50	1,191.50	-62.00	-4.9%	1,191.50
Range	89.75	105.00	15.25	17.0%	214.50
ATR	100.41	100.74	0.33	0.3%	0.00
Volume	508,040	585,868	77,828	15.3%	2,490,131

Daily Pivots for day following 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,513.75	1,457.50	1,249.25
R3	1,408.75	1,352.50	1,220.50
R2	1,303.75	1,303.75	1,210.75
R1	1,247.50	1,247.50	1,201.00	1,223.00
PP	1,198.75	1,198.75	1,198.75	1,186.50
S1	1,142.50	1,142.50	1,182.00	1,118.00
S2	1,093.75	1,093.75	1,172.25
S3	988.75	1,037.50	1,162.50
S4	883.75	932.50	1,133.75

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,878.75	1,749.50	1,309.50
R3	1,664.25	1,535.00	1,250.50
R2	1,449.75	1,449.75	1,230.75
R1	1,320.50	1,320.50	1,211.25	1,278.00
PP	1,235.25	1,235.25	1,235.25	1,213.75
S1	1,106.00	1,106.00	1,171.75	1,063.50
S2	1,020.75	1,020.75	1,152.25
S3	806.25	891.50	1,132.50
S4	591.75	677.00	1,073.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,364.25	1,149.75	214.50	18.0%	93.25	7.8%	19%	False	True	498,026
10	1,499.00	1,149.75	349.25	29.3%	118.00	9.9%	12%	False	True	577,867
20	1,688.00	1,149.75	538.25	45.2%	115.00	9.6%	8%	False	True	549,219
40	1,930.75	1,149.75	781.00	65.5%	87.25	7.3%	5%	False	True	421,952
60	1,985.25	1,149.75	835.50	70.1%	71.50	6.0%	5%	False	True	281,450
80	1,985.25	1,149.75	835.50	70.1%	64.75	5.4%	5%	False	True	211,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	23.50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,701.00
2.618	1,529.75
1.618	1,424.75
1.000	1,359.75
0.618	1,319.75
HIGH	1,254.75
0.618	1,214.75
0.500	1,202.25
0.382	1,189.75
LOW	1,149.75
0.618	1,084.75
1.000	1,044.75
1.618	979.75
2.618	874.75
4.250	703.50

Fisher Pivots for day following 24-Oct-2008
Pivot	1 day	3 day
R1	1,202.25	1,237.00
PP	1,198.75	1,221.75
S1	1,195.00	1,206.50

Download as Excel Spreadsheet

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

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