E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 18-Nov-2008

Day Change Summary
	Previous	Current
	17-Nov-2008	18-Nov-2008	Change	Change %	Previous Week
Open	1,145.00	1,150.00	5.00	0.4%	1,311.75
High	1,189.75	1,176.25	-13.50	-1.1%	1,321.75
Low	1,141.75	1,115.00	-26.75	-2.3%	1,111.75
Close	1,160.50	1,175.75	15.25	1.3%	1,158.00
Range	48.00	61.25	13.25	27.6%	210.00
ATR	80.77	79.37	-1.39	-1.7%	0.00
Volume	475	80	-395	-83.2%	499

Daily Pivots for day following 18-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,339.50	1,318.75	1,209.50
R3	1,278.25	1,257.50	1,192.50
R2	1,217.00	1,217.00	1,187.00
R1	1,196.25	1,196.25	1,181.25	1,206.50
PP	1,155.75	1,155.75	1,155.75	1,160.75
S1	1,135.00	1,135.00	1,170.25	1,145.50
S2	1,094.50	1,094.50	1,164.50
S3	1,033.25	1,073.75	1,159.00
S4	972.00	1,012.50	1,142.00

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,827.25	1,702.50	1,273.50
R3	1,617.25	1,492.50	1,215.75
R2	1,407.25	1,407.25	1,196.50
R1	1,282.50	1,282.50	1,177.25	1,240.00
PP	1,197.25	1,197.25	1,197.25	1,175.75
S1	1,072.50	1,072.50	1,138.75	1,030.00
S2	987.25	987.25	1,119.50
S3	777.25	862.50	1,100.25
S4	567.25	652.50	1,042.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,244.75	1,111.75	133.00	11.3%	80.50	6.9%	48%	False	False	179
10	1,392.00	1,111.75	280.25	23.8%	73.75	6.3%	23%	False	False	156
20	1,392.00	1,111.75	280.25	23.8%	75.25	6.4%	23%	False	False	141
40	1,719.75	1,111.75	608.00	51.7%	86.00	7.3%	11%	False	False	139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	14.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,436.50
2.618	1,336.50
1.618	1,275.25
1.000	1,237.50
0.618	1,214.00
HIGH	1,176.25
0.618	1,152.75
0.500	1,145.50
0.382	1,138.50
LOW	1,115.00
0.618	1,077.25
1.000	1,053.75
1.618	1,016.00
2.618	954.75
4.250	854.75

Fisher Pivots for day following 18-Nov-2008
Pivot	1 day	3 day
R1	1,165.75	1,177.50
PP	1,155.75	1,177.00
S1	1,145.50	1,176.25

Download as Excel Spreadsheet

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

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