E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 08-Dec-2008

Day Change Summary
	Previous	Current
	05-Dec-2008	08-Dec-2008	Change	Change %	Previous Week
Open	1,134.00	1,177.00	43.00	3.8%	1,185.75
High	1,181.00	1,237.75	56.75	4.8%	1,188.25
Low	1,095.00	1,170.75	75.75	6.9%	1,089.50
Close	1,178.00	1,212.00	34.00	2.9%	1,178.00
Range	86.00	67.00	-19.00	-22.1%	98.75
ATR	75.43	74.83	-0.60	-0.8%	0.00
Volume	381,601	440,158	58,557	15.3%	1,602,765

Daily Pivots for day following 08-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,407.75	1,377.00	1,248.75
R3	1,340.75	1,310.00	1,230.50
R2	1,273.75	1,273.75	1,224.25
R1	1,243.00	1,243.00	1,218.25	1,258.50
PP	1,206.75	1,206.75	1,206.75	1,214.50
S1	1,176.00	1,176.00	1,205.75	1,191.50
S2	1,139.75	1,139.75	1,199.75
S3	1,072.75	1,109.00	1,193.50
S4	1,005.75	1,042.00	1,175.25

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	1,237.75	1,089.50	148.25	12.2%	66.00	5.4%	83%	True	False	391,185
10	1,237.75	1,072.25	165.50	13.7%	67.75	5.6%	84%	True	False	366,291
20	1,321.25	1,017.75	303.50	25.0%	74.00	6.1%	64%	False	False	393,961
40	1,499.00	1,017.75	481.25	39.7%	85.00	7.0%	40%	False	False	443,180
60	1,801.50	1,017.75	783.75	64.7%	87.00	7.2%	25%	False	False	473,787
80	1,985.25	1,017.75	967.50	79.8%	75.75	6.3%	20%	False	False	360,399
100	1,985.25	1,017.75	967.50	79.8%	69.00	5.7%	20%	False	False	288,401

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,522.50
2.618	1,413.25
1.618	1,346.25
1.000	1,304.75
0.618	1,279.25
HIGH	1,237.75
0.618	1,212.25
0.500	1,204.25
0.382	1,196.25
LOW	1,170.75
0.618	1,129.25
1.000	1,103.75
1.618	1,062.25
2.618	995.25
4.250	886.00

Fisher Pivots for day following 08-Dec-2008
Pivot	1 day	3 day
R1	1,209.50	1,196.75
PP	1,206.75	1,181.50
S1	1,204.25	1,166.50

Download as Excel Spreadsheet

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

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