E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	1,043.50	1,098.25	54.75	5.2%	1,157.25
High	1,093.00	1,164.00	71.00	6.5%	1,188.75
Low	1,017.75	1,072.25	54.50	5.4%	1,017.75
Close	1,091.00	1,147.00	56.00	5.1%	1,091.00
Range	75.25	91.75	16.50	21.9%	171.00
ATR	82.50	83.16	0.66	0.8%	0.00
Volume	584,821	511,389	-73,432	-12.6%	2,295,135

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,403.00	1,366.75	1,197.50
R3	1,311.25	1,275.00	1,172.25
R2	1,219.50	1,219.50	1,163.75
R1	1,183.25	1,183.25	1,155.50	1,201.50
PP	1,127.75	1,127.75	1,127.75	1,136.75
S1	1,091.50	1,091.50	1,138.50	1,109.50
S2	1,036.00	1,036.00	1,130.25
S3	944.25	999.75	1,121.75
S4	852.50	908.00	1,096.50

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,612.25	1,522.50	1,185.00
R3	1,441.25	1,351.50	1,138.00
R2	1,270.25	1,270.25	1,122.25
R1	1,180.50	1,180.50	1,106.75	1,140.00
PP	1,099.25	1,099.25	1,099.25	1,078.75
S1	1,009.50	1,009.50	1,075.25	969.00
S2	928.25	928.25	1,059.75
S3	757.25	838.50	1,044.00
S4	586.25	667.50	997.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,175.50	1,017.75	157.75	13.8%	80.50	7.0%	82%	False	False	473,434
10	1,262.00	1,017.75	244.25	21.3%	81.00	7.1%	53%	False	False	438,956
20	1,389.00	1,017.75	371.25	32.4%	77.25	6.7%	35%	False	False	413,326
40	1,605.75	1,017.75	588.00	51.3%	93.50	8.1%	22%	False	False	485,451
60	1,922.50	1,017.75	904.75	78.9%	85.00	7.4%	14%	False	False	427,915
80	1,985.25	1,017.75	967.50	84.4%	73.50	6.4%	13%	False	False	321,048
100	1,985.25	1,017.75	967.50	84.4%	67.75	5.9%	13%	False	False	256,918

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	20.38
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,554.00
2.618	1,404.25
1.618	1,312.50
1.000	1,255.75
0.618	1,220.75
HIGH	1,164.00
0.618	1,129.00
0.500	1,118.00
0.382	1,107.25
LOW	1,072.25
0.618	1,015.50
1.000	980.50
1.618	923.75
2.618	832.00
4.250	682.25

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	1,137.50	1,128.25
PP	1,127.75	1,109.50
S1	1,118.00	1,091.00

Download as Excel Spreadsheet

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

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