E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 26-Dec-2008

Day Change Summary
	Previous	Current
	24-Dec-2008	26-Dec-2008	Change	Change %	Previous Week
Open	1,185.75	1,184.75	-1.00	-0.1%	1,211.50
High	1,189.50	1,191.00	1.50	0.1%	1,223.50
Low	1,178.75	1,178.75	0.00	0.0%	1,169.50
Close	1,180.00	1,188.50	8.50	0.7%	1,188.50
Range	10.75	12.25	1.50	14.0%	54.00
ATR	55.02	51.96	-3.05	-5.6%	0.00
Volume	134,786	39,768	-95,018	-70.5%	592,067

Daily Pivots for day following 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,222.75	1,218.00	1,195.25
R3	1,210.50	1,205.75	1,191.75
R2	1,198.25	1,198.25	1,190.75
R1	1,193.50	1,193.50	1,189.50	1,196.00
PP	1,186.00	1,186.00	1,186.00	1,187.25
S1	1,181.25	1,181.25	1,187.50	1,183.50
S2	1,173.75	1,173.75	1,186.25
S3	1,161.50	1,169.00	1,185.25
S4	1,149.25	1,156.75	1,181.75

Weekly Pivots for week ending 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,355.75	1,326.25	1,218.25
R3	1,301.75	1,272.25	1,203.25
R2	1,247.75	1,247.75	1,198.50
R1	1,218.25	1,218.25	1,193.50	1,206.00
PP	1,193.75	1,193.75	1,193.75	1,187.75
S1	1,164.25	1,164.25	1,183.50	1,152.00
S2	1,139.75	1,139.75	1,178.50
S3	1,085.75	1,110.25	1,173.75
S4	1,031.75	1,056.25	1,158.75

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	5.7%	27.25	2.3%	28%	False	False	175,536
10	1,248.75	1,135.00	113.75	9.6%	41.75	3.5%	47%	False	False	246,590
20	1,254.00	1,093.00	161.00	13.5%	50.00	4.2%	59%	False	False	125,271
40	1,392.00	1,021.00	371.00	31.2%	59.25	5.0%	45%	False	False	62,727
60	1,598.00	1,021.00	577.00	48.5%	75.00	6.3%	29%	False	False	41,873

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	10.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,243.00
2.618	1,223.00
1.618	1,210.75
1.000	1,203.25
0.618	1,198.50
HIGH	1,191.00
0.618	1,186.25
0.500	1,185.00
0.382	1,183.50
LOW	1,178.75
0.618	1,171.25
1.000	1,166.50
1.618	1,159.00
2.618	1,146.75
4.250	1,126.75

Fisher Pivots for day following 26-Dec-2008
Pivot	1 day	3 day
R1	1,187.25	1,191.50
PP	1,186.00	1,190.50
S1	1,185.00	1,189.50

Download as Excel Spreadsheet

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

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