E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	1,165.25	1,181.00	15.75	1.4%	1,221.00
High	1,191.00	1,201.00	10.00	0.8%	1,226.00
Low	1,138.50	1,164.50	26.00	2.3%	1,138.50
Close	1,177.25	1,197.00	19.75	1.7%	1,197.00
Range	52.50	36.50	-16.00	-30.5%	87.50
ATR	45.26	44.63	-0.63	-1.4%	0.00
Volume	289,537	384,576	95,039	32.8%	1,429,331

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,297.00	1,283.50	1,217.00
R3	1,260.50	1,247.00	1,207.00
R2	1,224.00	1,224.00	1,203.75
R1	1,210.50	1,210.50	1,200.25	1,217.25
PP	1,187.50	1,187.50	1,187.50	1,191.00
S1	1,174.00	1,174.00	1,193.75	1,180.75
S2	1,151.00	1,151.00	1,190.25
S3	1,114.50	1,137.50	1,187.00
S4	1,078.00	1,101.00	1,177.00

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,449.75	1,410.75	1,245.00
R3	1,362.25	1,323.25	1,221.00
R2	1,274.75	1,274.75	1,213.00
R1	1,235.75	1,235.75	1,205.00	1,211.50
PP	1,187.25	1,187.25	1,187.25	1,175.00
S1	1,148.25	1,148.25	1,189.00	1,124.00
S2	1,099.75	1,099.75	1,181.00
S3	1,012.25	1,060.75	1,173.00
S4	924.75	973.25	1,149.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,226.00	1,138.50	87.50	7.3%	43.50	3.6%	67%	False	False	285,866
10	1,287.00	1,138.50	148.50	12.4%	39.25	3.3%	39%	False	False	262,425
20	1,287.00	1,138.50	148.50	12.4%	37.00	3.1%	39%	False	False	211,711
40	1,287.00	1,021.00	266.00	22.2%	50.25	4.2%	66%	False	False	139,220
60	1,392.00	1,021.00	371.00	31.0%	58.50	4.9%	47%	False	False	92,860
80	1,719.75	1,021.00	698.75	58.4%	68.00	5.7%	25%	False	False	69,679

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	9.95
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,356.00
2.618	1,296.50
1.618	1,260.00
1.000	1,237.50
0.618	1,223.50
HIGH	1,201.00
0.618	1,187.00
0.500	1,182.75
0.382	1,178.50
LOW	1,164.50
0.618	1,142.00
1.000	1,128.00
1.618	1,105.50
2.618	1,069.00
4.250	1,009.50

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	1,192.25	1,189.50
PP	1,187.50	1,182.00
S1	1,182.75	1,174.50

Download as Excel Spreadsheet

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

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