E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 10-Nov-2008

Day Change Summary
	Previous	Current
	07-Nov-2008	10-Nov-2008	Change	Change %	Previous Week
Open	1,241.25	1,293.00	51.75	4.2%	1,340.00
High	1,290.00	1,321.25	31.25	2.4%	1,389.00
Low	1,241.25	1,235.50	-5.75	-0.5%	1,235.00
Close	1,288.50	1,256.50	-32.00	-2.5%	1,288.50
Range	48.75	85.75	37.00	75.9%	154.00
ATR	85.06	85.11	0.05	0.1%	0.00
Volume	462,520	338,144	-124,376	-26.9%	1,724,802

Daily Pivots for day following 10-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,528.25	1,478.25	1,303.75
R3	1,442.50	1,392.50	1,280.00
R2	1,356.75	1,356.75	1,272.25
R1	1,306.75	1,306.75	1,264.25	1,289.00
PP	1,271.00	1,271.00	1,271.00	1,262.25
S1	1,221.00	1,221.00	1,248.75	1,203.00
S2	1,185.25	1,185.25	1,240.75
S3	1,099.50	1,135.25	1,233.00
S4	1,013.75	1,049.50	1,209.25

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	12.3%	69.75	5.5%	14%	False	False	342,220
10	1,389.00	1,151.25	237.75	18.9%	73.25	5.8%	44%	False	False	387,697
20	1,499.00	1,136.75	362.25	28.8%	92.00	7.3%	33%	False	False	467,850
40	1,801.50	1,136.75	664.75	52.9%	94.25	7.5%	18%	False	False	511,754
60	1,985.25	1,136.75	848.50	67.5%	77.25	6.1%	14%	False	False	354,835
80	1,985.25	1,136.75	848.50	67.5%	68.50	5.4%	14%	False	False	266,230
100	1,985.25	1,136.75	848.50	67.5%	63.75	5.1%	14%	False	False	213,071

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.95
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,685.75
2.618	1,545.75
1.618	1,460.00
1.000	1,407.00
0.618	1,374.25
HIGH	1,321.25
0.618	1,288.50
0.500	1,278.50
0.382	1,268.25
LOW	1,235.50
0.618	1,182.50
1.000	1,149.75
1.618	1,096.75
2.618	1,011.00
4.250	871.00

Fisher Pivots for day following 10-Nov-2008
Pivot	1 day	3 day
R1	1,278.50	1,278.00
PP	1,271.00	1,271.00
S1	1,263.75	1,263.75

Download as Excel Spreadsheet

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

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