E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	1,181.00	1,199.00	18.00	1.5%	1,221.00
High	1,201.00	1,222.25	21.25	1.8%	1,226.00
Low	1,164.50	1,132.00	-32.50	-2.8%	1,138.50
Close	1,197.00	1,147.50	-49.50	-4.1%	1,197.00
Range	36.50	90.25	53.75	147.3%	87.50
ATR	44.63	47.89	3.26	7.3%	0.00
Volume	384,576	310,413	-74,163	-19.3%	1,429,331

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,438.00	1,383.00	1,197.25
R3	1,347.75	1,292.75	1,172.25
R2	1,257.50	1,257.50	1,164.00
R1	1,202.50	1,202.50	1,155.75	1,185.00
PP	1,167.25	1,167.25	1,167.25	1,158.50
S1	1,112.25	1,112.25	1,139.25	1,094.50
S2	1,077.00	1,077.00	1,131.00
S3	986.75	1,022.00	1,122.75
S4	896.50	931.75	1,097.75

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	1,222.25	1,132.00	90.25	7.9%	53.75	4.7%	17%	True	True	298,908
10	1,287.00	1,132.00	155.00	13.5%	45.25	3.9%	10%	False	True	274,388
20	1,287.00	1,132.00	155.00	13.5%	39.25	3.4%	10%	False	True	212,489
40	1,287.00	1,021.00	266.00	23.2%	50.25	4.4%	48%	False	False	146,976
60	1,392.00	1,021.00	371.00	32.3%	58.50	5.1%	34%	False	False	98,031
80	1,719.75	1,021.00	698.75	60.9%	69.00	6.0%	18%	False	False	73,559

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.53
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	1,605.75
2.618	1,458.50
1.618	1,368.25
1.000	1,312.50
0.618	1,278.00
HIGH	1,222.25
0.618	1,187.75
0.500	1,177.00
0.382	1,166.50
LOW	1,132.00
0.618	1,076.25
1.000	1,041.75
1.618	986.00
2.618	895.75
4.250	748.50

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	1,177.00	1,177.00
PP	1,167.25	1,167.25
S1	1,157.50	1,157.50

Download as Excel Spreadsheet

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

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