E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 04-Dec-2008

Day Change Summary
	Previous	Current
	03-Dec-2008	04-Dec-2008	Change	Change %	Previous Week
Open	1,132.25	1,157.75	25.50	2.3%	1,098.25
High	1,166.50	1,169.00	2.50	0.2%	1,199.50
Low	1,096.00	1,109.00	13.00	1.2%	1,072.25
Close	1,156.00	1,135.00	-21.00	-1.8%	1,186.00
Range	70.50	60.00	-10.50	-14.9%	127.25
ATR	75.74	74.62	-1.12	-1.5%	0.00
Volume	376,422	422,325	45,903	12.2%	1,619,993

Daily Pivots for day following 04-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,317.75	1,286.25	1,168.00
R3	1,257.75	1,226.25	1,151.50
R2	1,197.75	1,197.75	1,146.00
R1	1,166.25	1,166.25	1,140.50	1,152.00
PP	1,137.75	1,137.75	1,137.75	1,130.50
S1	1,106.25	1,106.25	1,129.50	1,092.00
S2	1,077.75	1,077.75	1,124.00
S3	1,017.75	1,046.25	1,118.50
S4	957.75	986.25	1,102.00

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,534.25	1,487.50	1,256.00
R3	1,407.00	1,360.25	1,221.00
R2	1,279.75	1,279.75	1,209.25
R1	1,233.00	1,233.00	1,197.75	1,256.50
PP	1,152.50	1,152.50	1,152.50	1,164.25
S1	1,105.75	1,105.75	1,174.25	1,129.00
S2	1,025.25	1,025.25	1,162.75
S3	898.00	978.50	1,151.00
S4	770.75	851.25	1,116.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,199.50	1,089.50	110.00	9.7%	60.75	5.3%	41%	False	False	305,154
10	1,199.50	1,017.75	181.75	16.0%	68.25	6.0%	65%	False	False	389,521
20	1,321.25	1,017.75	303.50	26.7%	72.50	6.4%	39%	False	False	394,632
40	1,499.00	1,017.75	481.25	42.4%	87.00	7.7%	24%	False	False	455,575
60	1,801.50	1,017.75	783.75	69.1%	86.25	7.6%	15%	False	False	466,516
80	1,985.25	1,017.75	967.50	85.2%	74.75	6.6%	12%	False	False	350,132
100	1,985.25	1,017.75	967.50	85.2%	68.75	6.1%	12%	False	False	280,189

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	17.98
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,424.00
2.618	1,326.00
1.618	1,266.00
1.000	1,229.00
0.618	1,206.00
HIGH	1,169.00
0.618	1,146.00
0.500	1,139.00
0.382	1,132.00
LOW	1,109.00
0.618	1,072.00
1.000	1,049.00
1.618	1,012.00
2.618	952.00
4.250	854.00

Fisher Pivots for day following 04-Dec-2008
Pivot	1 day	3 day
R1	1,139.00	1,133.00
PP	1,137.75	1,131.25
S1	1,136.25	1,129.25

Download as Excel Spreadsheet

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

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