E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 12-Nov-2008

Day Change Summary
	Previous	Current
	11-Nov-2008	12-Nov-2008	Change	Change %	Previous Week
Open	1,255.00	1,222.00	-33.00	-2.6%	1,340.00
High	1,262.00	1,244.75	-17.25	-1.4%	1,389.00
Low	1,208.00	1,161.00	-47.00	-3.9%	1,235.00
Close	1,223.00	1,163.50	-59.50	-4.9%	1,288.50
Range	54.00	83.75	29.75	55.1%	154.00
ATR	82.88	82.95	0.06	0.1%	0.00
Volume	291,818	339,641	47,823	16.4%	1,724,802

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,441.00	1,386.00	1,209.50
R3	1,357.25	1,302.25	1,186.50
R2	1,273.50	1,273.50	1,178.75
R1	1,218.50	1,218.50	1,171.25	1,204.00
PP	1,189.75	1,189.75	1,189.75	1,182.50
S1	1,134.75	1,134.75	1,155.75	1,120.50
S2	1,106.00	1,106.00	1,148.25
S3	1,022.25	1,051.00	1,140.50
S4	938.50	967.25	1,117.50

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	1,321.25	1,161.00	160.25	13.8%	68.50	5.9%	2%	False	True	360,955
10	1,389.00	1,161.00	228.00	19.6%	63.75	5.5%	1%	False	True	362,846
20	1,389.00	1,136.75	252.25	21.7%	83.50	7.2%	11%	False	False	443,774
40	1,801.50	1,136.75	664.75	57.1%	93.50	8.0%	4%	False	False	495,938
60	1,953.00	1,136.75	816.25	70.2%	78.25	6.7%	3%	False	False	365,346
80	1,985.25	1,136.75	848.50	72.9%	69.50	6.0%	3%	False	False	274,114
100	1,985.25	1,136.75	848.50	72.9%	64.75	5.6%	3%	False	False	219,386

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	11.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,600.75
2.618	1,464.00
1.618	1,380.25
1.000	1,328.50
0.618	1,296.50
HIGH	1,244.75
0.618	1,212.75
0.500	1,203.00
0.382	1,193.00
LOW	1,161.00
0.618	1,109.25
1.000	1,077.25
1.618	1,025.50
2.618	941.75
4.250	805.00

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	1,203.00	1,241.00
PP	1,189.75	1,215.25
S1	1,176.50	1,189.50

Download as Excel Spreadsheet

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

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