E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	1,222.00	1,165.25	-56.75	-4.6%	1,340.00
High	1,244.75	1,243.75	-1.00	-0.1%	1,389.00
Low	1,161.00	1,108.50	-52.50	-4.5%	1,235.00
Close	1,163.50	1,234.50	71.00	6.1%	1,288.50
Range	83.75	135.25	51.50	61.5%	154.00
ATR	82.95	86.68	3.74	4.5%	0.00
Volume	339,641	371,596	31,955	9.4%	1,724,802

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,601.25	1,553.25	1,309.00
R3	1,466.00	1,418.00	1,271.75
R2	1,330.75	1,330.75	1,259.25
R1	1,282.75	1,282.75	1,247.00	1,306.75
PP	1,195.50	1,195.50	1,195.50	1,207.50
S1	1,147.50	1,147.50	1,222.00	1,171.50
S2	1,060.25	1,060.25	1,209.75
S3	925.00	1,012.25	1,197.25
S4	789.75	877.00	1,160.00

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	1,108.50	212.75	17.2%	81.50	6.6%	59%	False	True	360,743
10	1,389.00	1,108.50	280.50	22.7%	71.00	5.8%	45%	False	True	347,841
20	1,389.00	1,108.50	280.50	22.7%	83.25	6.8%	45%	False	True	434,390
40	1,801.50	1,108.50	693.00	56.1%	94.25	7.6%	18%	False	True	487,457
60	1,950.00	1,108.50	841.50	68.2%	79.75	6.5%	15%	False	True	371,535
80	1,985.25	1,108.50	876.75	71.0%	70.75	5.7%	14%	False	True	278,755
100	1,985.25	1,108.50	876.75	71.0%	65.75	5.3%	14%	False	True	223,102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.03
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,818.50
2.618	1,597.75
1.618	1,462.50
1.000	1,379.00
0.618	1,327.25
HIGH	1,243.75
0.618	1,192.00
0.500	1,176.00
0.382	1,160.25
LOW	1,108.50
0.618	1,025.00
1.000	973.25
1.618	889.75
2.618	754.50
4.250	533.75

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	1,215.00	1,218.00
PP	1,195.50	1,201.75
S1	1,176.00	1,185.25

Download as Excel Spreadsheet

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

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