E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	1,181.75	1,169.50	-12.25	-1.0%	1,199.00
High	1,202.25	1,191.00	-11.25	-0.9%	1,222.25
Low	1,146.00	1,141.50	-4.50	-0.4%	1,132.00
Close	1,172.25	1,164.25	-8.00	-0.7%	1,164.25
Range	56.25	49.50	-6.75	-12.0%	90.25
ATR	48.30	48.38	0.09	0.2%	0.00
Volume	299,364	356,738	57,374	19.2%	1,292,603

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,314.00	1,288.75	1,191.50
R3	1,264.50	1,239.25	1,177.75
R2	1,215.00	1,215.00	1,173.25
R1	1,189.75	1,189.75	1,168.75	1,177.50
PP	1,165.50	1,165.50	1,165.50	1,159.50
S1	1,140.25	1,140.25	1,159.75	1,128.00
S2	1,116.00	1,116.00	1,155.25
S3	1,066.50	1,090.75	1,150.75
S4	1,017.00	1,041.25	1,137.00

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,443.50	1,394.25	1,214.00
R3	1,353.25	1,304.00	1,189.00
R2	1,263.00	1,263.00	1,180.75
R1	1,213.75	1,213.75	1,172.50	1,193.25
PP	1,172.75	1,172.75	1,172.75	1,162.50
S1	1,123.50	1,123.50	1,156.00	1,103.00
S2	1,082.50	1,082.50	1,147.75
S3	992.25	1,033.25	1,139.50
S4	902.00	943.00	1,114.50

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	7.8%	55.50	4.8%	36%	False	False	335,435
10	1,256.25	1,132.00	124.25	10.7%	50.00	4.3%	26%	False	False	297,874
20	1,287.00	1,132.00	155.00	13.3%	41.25	3.5%	21%	False	False	226,442
40	1,287.00	1,093.00	194.00	16.7%	48.00	4.1%	37%	False	False	171,511
60	1,392.00	1,021.00	371.00	31.9%	56.50	4.9%	39%	False	False	114,391
80	1,613.75	1,021.00	592.75	50.9%	68.00	5.8%	24%	False	False	85,836

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	14.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,401.50
2.618	1,320.50
1.618	1,271.00
1.000	1,240.50
0.618	1,221.50
HIGH	1,191.00
0.618	1,172.00
0.500	1,166.25
0.382	1,160.50
LOW	1,141.50
0.618	1,111.00
1.000	1,092.00
1.618	1,061.50
2.618	1,012.00
4.250	931.00

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	1,166.25	1,171.00
PP	1,165.50	1,168.75
S1	1,165.00	1,166.50

Download as Excel Spreadsheet

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

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