E-mini NASDAQ-100 Future March 2009

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

Day Change Summary
	Previous	Current
	23-Dec-2008	24-Dec-2008	Change	Change %	Previous Week
Open	1,199.25	1,185.75	-13.50	-1.1%	1,214.00
High	1,206.50	1,189.50	-17.00	-1.4%	1,248.75
Low	1,176.25	1,178.75	2.50	0.2%	1,168.25
Close	1,184.50	1,180.00	-4.50	-0.4%	1,211.00
Range	30.25	10.75	-19.50	-64.5%	80.50
ATR	58.42	55.02	-3.41	-5.8%	0.00
Volume	186,232	134,786	-51,446	-27.6%	1,606,856

Daily Pivots for day following 24-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,215.00	1,208.25	1,186.00
R3	1,204.25	1,197.50	1,183.00
R2	1,193.50	1,193.50	1,182.00
R1	1,186.75	1,186.75	1,181.00	1,184.75
PP	1,182.75	1,182.75	1,182.75	1,181.75
S1	1,176.00	1,176.00	1,179.00	1,174.00
S2	1,172.00	1,172.00	1,178.00
S3	1,161.25	1,165.25	1,177.00
S4	1,150.50	1,154.50	1,174.00

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,450.75	1,411.50	1,255.25
R3	1,370.25	1,331.00	1,233.25
R2	1,289.75	1,289.75	1,225.75
R1	1,250.50	1,250.50	1,218.50	1,230.00
PP	1,209.25	1,209.25	1,209.25	1,199.00
S1	1,170.00	1,170.00	1,203.50	1,149.50
S2	1,128.75	1,128.75	1,196.25
S3	1,048.25	1,089.50	1,188.75
S4	967.75	1,009.00	1,166.75

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	1,169.50	68.25	5.8%	33.50	2.8%	15%	False	False	226,554
10	1,248.75	1,135.00	113.75	9.6%	46.00	3.9%	40%	False	False	245,022
20	1,254.00	1,093.00	161.00	13.6%	52.75	4.5%	54%	False	False	123,302
40	1,392.00	1,021.00	371.00	31.4%	60.75	5.1%	43%	False	False	61,735
60	1,606.00	1,021.00	585.00	49.6%	75.75	6.4%	27%	False	False	41,213

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	10.98
Narrowest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	1,235.25
2.618	1,217.75
1.618	1,207.00
1.000	1,200.25
0.618	1,196.25
HIGH	1,189.50
0.618	1,185.50
0.500	1,184.00
0.382	1,182.75
LOW	1,178.75
0.618	1,172.00
1.000	1,168.00
1.618	1,161.25
2.618	1,150.50
4.250	1,133.00

Fisher Pivots for day following 24-Dec-2008
Pivot	1 day	3 day
R1	1,184.00	1,196.50
PP	1,182.75	1,191.00
S1	1,181.50	1,185.50

Download as Excel Spreadsheet

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

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