E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	1,207.50	1,181.00	-26.50	-2.2%	1,165.00
High	1,214.25	1,202.00	-12.25	-1.0%	1,244.75
Low	1,173.75	1,153.50	-20.25	-1.7%	1,146.75
Close	1,179.25	1,188.75	9.50	0.8%	1,179.25
Range	40.50	48.50	8.00	19.8%	98.00
ATR	46.58	46.72	0.14	0.3%	0.00
Volume	268,951	298,960	30,009	11.2%	1,486,223

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,327.00	1,306.25	1,215.50
R3	1,278.50	1,257.75	1,202.00
R2	1,230.00	1,230.00	1,197.75
R1	1,209.25	1,209.25	1,193.25	1,219.50
PP	1,181.50	1,181.50	1,181.50	1,186.50
S1	1,160.75	1,160.75	1,184.25	1,171.00
S2	1,133.00	1,133.00	1,179.75
S3	1,084.50	1,112.25	1,175.50
S4	1,036.00	1,063.75	1,162.00

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,484.25	1,429.75	1,233.25
R3	1,386.25	1,331.75	1,206.25
R2	1,288.25	1,288.25	1,197.25
R1	1,233.75	1,233.75	1,188.25	1,261.00
PP	1,190.25	1,190.25	1,190.25	1,204.00
S1	1,135.75	1,135.75	1,170.25	1,163.00
S2	1,092.25	1,092.25	1,161.25
S3	994.25	1,037.75	1,152.25
S4	896.25	939.75	1,125.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,244.75	1,153.50	91.25	7.7%	41.50	3.5%	39%	False	True	287,564
10	1,244.75	1,132.00	112.75	9.5%	50.25	4.2%	50%	False	False	307,778
20	1,287.00	1,132.00	155.00	13.0%	44.75	3.8%	37%	False	False	285,102
40	1,287.00	1,097.00	190.00	16.0%	45.75	3.9%	48%	False	False	216,099
60	1,392.00	1,021.00	371.00	31.2%	54.25	4.6%	45%	False	False	144,136
80	1,501.75	1,021.00	480.75	40.4%	64.75	5.4%	35%	False	False	108,135

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.83
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,408.00
2.618	1,329.00
1.618	1,280.50
1.000	1,250.50
0.618	1,232.00
HIGH	1,202.00
0.618	1,183.50
0.500	1,177.75
0.382	1,172.00
LOW	1,153.50
0.618	1,123.50
1.000	1,105.00
1.618	1,075.00
2.618	1,026.50
4.250	947.50

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	1,185.00	1,192.50
PP	1,181.50	1,191.25
S1	1,177.75	1,190.00

Download as Excel Spreadsheet

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

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