E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 07-Nov-2008

Day Change Summary
	Previous	Current
	06-Nov-2008	07-Nov-2008	Change	Change %	Previous Week
Open	1,304.75	1,241.25	-63.50	-4.9%	1,340.00
High	1,305.75	1,290.00	-15.75	-1.2%	1,389.00
Low	1,235.00	1,241.25	6.25	0.5%	1,235.00
Close	1,240.50	1,288.50	48.00	3.9%	1,288.50
Range	70.75	48.75	-22.00	-31.1%	154.00
ATR	87.79	85.06	-2.74	-3.1%	0.00
Volume	372,652	462,520	89,868	24.1%	1,724,802

Daily Pivots for day following 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,419.50	1,402.75	1,315.25
R3	1,370.75	1,354.00	1,302.00
R2	1,322.00	1,322.00	1,297.50
R1	1,305.25	1,305.25	1,293.00	1,313.50
PP	1,273.25	1,273.25	1,273.25	1,277.50
S1	1,256.50	1,256.50	1,284.00	1,265.00
S2	1,224.50	1,224.50	1,279.50
S3	1,175.75	1,207.75	1,275.00
S4	1,127.00	1,159.00	1,261.75

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,766.25	1,681.25	1,373.25
R3	1,612.25	1,527.25	1,330.75
R2	1,458.25	1,458.25	1,316.75
R1	1,373.25	1,373.25	1,302.50	1,338.75
PP	1,304.25	1,304.25	1,304.25	1,287.00
S1	1,219.25	1,219.25	1,274.50	1,184.75
S2	1,150.25	1,150.25	1,260.25
S3	996.25	1,065.25	1,246.25
S4	842.25	911.25	1,203.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,389.00	1,235.00	154.00	12.0%	59.25	4.6%	35%	False	False	344,960
10	1,389.00	1,136.75	252.25	19.6%	74.00	5.7%	60%	False	False	406,931
20	1,499.00	1,136.75	362.25	28.1%	96.00	7.4%	42%	False	False	492,399
40	1,801.50	1,136.75	664.75	51.6%	93.50	7.2%	23%	False	False	513,700
60	1,985.25	1,136.75	848.50	65.9%	76.50	5.9%	18%	False	False	349,211
80	1,985.25	1,136.75	848.50	65.9%	67.75	5.3%	18%	False	False	262,012

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.90
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,497.25
2.618	1,417.75
1.618	1,369.00
1.000	1,338.75
0.618	1,320.25
HIGH	1,290.00
0.618	1,271.50
0.500	1,265.50
0.382	1,259.75
LOW	1,241.25
0.618	1,211.00
1.000	1,192.50
1.618	1,162.25
2.618	1,113.50
4.250	1,034.00

Fisher Pivots for day following 07-Nov-2008
Pivot	1 day	3 day
R1	1,281.00	1,312.00
PP	1,273.25	1,304.25
S1	1,265.50	1,296.25

Download as Excel Spreadsheet

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

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