E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	1,293.00	1,255.00	-38.00	-2.9%	1,340.00
High	1,321.25	1,262.00	-59.25	-4.5%	1,389.00
Low	1,235.50	1,208.00	-27.50	-2.2%	1,235.00
Close	1,256.50	1,223.00	-33.50	-2.7%	1,288.50
Range	85.75	54.00	-31.75	-37.0%	154.00
ATR	85.11	82.88	-2.22	-2.6%	0.00
Volume	338,144	291,818	-46,326	-13.7%	1,724,802

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,393.00	1,362.00	1,252.75
R3	1,339.00	1,308.00	1,237.75
R2	1,285.00	1,285.00	1,233.00
R1	1,254.00	1,254.00	1,228.00	1,242.50
PP	1,231.00	1,231.00	1,231.00	1,225.25
S1	1,200.00	1,200.00	1,218.00	1,188.50
S2	1,177.00	1,177.00	1,213.00
S3	1,123.00	1,146.00	1,208.25
S4	1,069.00	1,092.00	1,193.25

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	1,208.00	181.00	14.8%	70.50	5.8%	8%	False	True	357,653
10	1,389.00	1,208.00	181.00	14.8%	63.00	5.1%	8%	False	True	377,421
20	1,391.25	1,136.75	254.50	20.8%	87.50	7.2%	34%	False	False	458,256
40	1,801.50	1,136.75	664.75	54.4%	94.00	7.7%	13%	False	False	505,888
60	1,984.25	1,136.75	847.50	69.3%	77.75	6.4%	10%	False	False	359,693
80	1,985.25	1,136.75	848.50	69.4%	68.75	5.6%	10%	False	False	269,873
100	1,985.25	1,136.75	848.50	69.4%	64.25	5.2%	10%	False	False	215,989

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	12.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,491.50
2.618	1,403.25
1.618	1,349.25
1.000	1,316.00
0.618	1,295.25
HIGH	1,262.00
0.618	1,241.25
0.500	1,235.00
0.382	1,228.75
LOW	1,208.00
0.618	1,174.75
1.000	1,154.00
1.618	1,120.75
2.618	1,066.75
4.250	978.50

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	1,235.00	1,264.50
PP	1,231.00	1,250.75
S1	1,227.00	1,237.00

Download as Excel Spreadsheet

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

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