E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 05-Dec-2008

Day Change Summary
	Previous	Current
	04-Dec-2008	05-Dec-2008	Change	Change %	Previous Week
Open	1,157.75	1,134.00	-23.75	-2.1%	1,185.75
High	1,169.00	1,181.00	12.00	1.0%	1,188.25
Low	1,109.00	1,095.00	-14.00	-1.3%	1,089.50
Close	1,135.00	1,178.00	43.00	3.8%	1,178.00
Range	60.00	86.00	26.00	43.3%	98.75
ATR	74.62	75.43	0.81	1.1%	0.00
Volume	422,325	381,601	-40,724	-9.6%	1,602,765

Daily Pivots for day following 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,409.25	1,379.75	1,225.25
R3	1,323.25	1,293.75	1,201.75
R2	1,237.25	1,237.25	1,193.75
R1	1,207.75	1,207.75	1,186.00	1,222.50
PP	1,151.25	1,151.25	1,151.25	1,158.75
S1	1,121.75	1,121.75	1,170.00	1,136.50
S2	1,065.25	1,065.25	1,162.25
S3	979.25	1,035.75	1,154.25
S4	893.25	949.75	1,130.75

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,448.25	1,411.75	1,232.25
R3	1,349.50	1,313.00	1,205.25
R2	1,250.75	1,250.75	1,196.00
R1	1,214.25	1,214.25	1,187.00	1,183.00
PP	1,152.00	1,152.00	1,152.00	1,136.25
S1	1,115.50	1,115.50	1,169.00	1,084.50
S2	1,053.25	1,053.25	1,160.00
S3	954.50	1,016.75	1,150.75
S4	855.75	918.00	1,123.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,188.25	1,089.50	98.75	8.4%	72.25	6.1%	90%	False	False	320,553
10	1,199.50	1,017.75	181.75	15.4%	68.50	5.8%	88%	False	False	380,757
20	1,321.25	1,017.75	303.50	25.8%	73.25	6.2%	53%	False	False	395,079
40	1,499.00	1,017.75	481.25	40.9%	86.50	7.3%	33%	False	False	447,094
60	1,801.50	1,017.75	783.75	66.5%	86.50	7.3%	20%	False	False	472,605
80	1,985.25	1,017.75	967.50	82.1%	75.50	6.4%	17%	False	False	354,900
100	1,985.25	1,017.75	967.50	82.1%	69.00	5.9%	17%	False	False	284,004

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	19.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,546.50
2.618	1,406.25
1.618	1,320.25
1.000	1,267.00
0.618	1,234.25
HIGH	1,181.00
0.618	1,148.25
0.500	1,138.00
0.382	1,127.75
LOW	1,095.00
0.618	1,041.75
1.000	1,009.00
1.618	955.75
2.618	869.75
4.250	729.50

Fisher Pivots for day following 05-Dec-2008
Pivot	1 day	3 day
R1	1,164.75	1,164.75
PP	1,151.25	1,151.25
S1	1,138.00	1,138.00

Download as Excel Spreadsheet

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

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