E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 30-Oct-2008

Day Change Summary
	Previous	Current
	29-Oct-2008	30-Oct-2008	Change	Change %	Previous Week
Open	1,305.50	1,293.00	-12.50	-1.0%	1,314.00
High	1,346.75	1,354.75	8.00	0.6%	1,364.25
Low	1,271.25	1,293.00	21.75	1.7%	1,149.75
Close	1,294.00	1,345.00	51.00	3.9%	1,191.50
Range	75.50	61.75	-13.75	-18.2%	214.50
ATR	102.16	99.28	-2.89	-2.8%	0.00
Volume	485,392	521,645	36,253	7.5%	2,490,131

Daily Pivots for day following 30-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,516.25	1,492.25	1,379.00
R3	1,454.50	1,430.50	1,362.00
R2	1,392.75	1,392.75	1,356.25
R1	1,368.75	1,368.75	1,350.75	1,380.75
PP	1,331.00	1,331.00	1,331.00	1,337.00
S1	1,307.00	1,307.00	1,339.25	1,319.00
S2	1,269.25	1,269.25	1,333.75
S3	1,207.50	1,245.25	1,328.00
S4	1,145.75	1,183.50	1,311.00

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	1,354.75	1,136.75	218.00	16.2%	98.25	7.3%	96%	True	False	503,593
10	1,371.75	1,136.75	235.00	17.5%	95.50	7.1%	89%	False	False	520,939
20	1,561.75	1,136.75	425.00	31.6%	112.50	8.4%	49%	False	False	557,870
40	1,843.75	1,136.75	707.00	52.6%	92.50	6.9%	29%	False	False	470,206
60	1,985.25	1,136.75	848.50	63.1%	74.50	5.5%	25%	False	False	313,627
80	1,985.25	1,136.75	848.50	63.1%	67.75	5.0%	25%	False	False	235,323

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.58
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1,617.25
2.618	1,516.50
1.618	1,454.75
1.000	1,416.50
0.618	1,393.00
HIGH	1,354.75
0.618	1,331.25
0.500	1,324.00
0.382	1,316.50
LOW	1,293.00
0.618	1,254.75
1.000	1,231.25
1.618	1,193.00
2.618	1,131.25
4.250	1,030.50

Fisher Pivots for day following 30-Oct-2008
Pivot	1 day	3 day
R1	1,338.00	1,314.25
PP	1,331.00	1,283.75
S1	1,324.00	1,253.00

Download as Excel Spreadsheet

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

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