E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 18-Feb-2009

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	1,224.25	1,185.25	-39.00	-3.2%	1,273.00
High	1,227.00	1,204.00	-23.00	-1.9%	1,286.00
Low	1,179.50	1,171.50	-8.00	-0.7%	1,202.50
Close	1,182.50	1,180.00	-2.50	-0.2%	1,229.25
Range	47.50	32.50	-15.00	-31.6%	83.50
ATR	45.17	44.26	-0.90	-2.0%	0.00
Volume	286,592	383,318	96,726	33.8%	1,687,757

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,282.75	1,263.75	1,198.00
R3	1,250.25	1,231.25	1,189.00
R2	1,217.75	1,217.75	1,186.00
R1	1,198.75	1,198.75	1,183.00	1,192.00
PP	1,185.25	1,185.25	1,185.25	1,181.75
S1	1,166.25	1,166.25	1,177.00	1,159.50
S2	1,152.75	1,152.75	1,174.00
S3	1,120.25	1,133.75	1,171.00
S4	1,087.75	1,101.25	1,162.00

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,489.75	1,443.00	1,275.25
R3	1,406.25	1,359.50	1,252.25
R2	1,322.75	1,322.75	1,244.50
R1	1,276.00	1,276.00	1,237.00	1,257.50
PP	1,239.25	1,239.25	1,239.25	1,230.00
S1	1,192.50	1,192.50	1,221.50	1,174.00
S2	1,155.75	1,155.75	1,214.00
S3	1,072.25	1,109.00	1,206.25
S4	988.75	1,025.50	1,183.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,255.00	1,171.50	83.50	7.1%	37.25	3.2%	10%	False	True	360,324
10	1,286.00	1,171.50	114.50	9.7%	43.00	3.7%	7%	False	True	340,334
20	1,286.00	1,140.00	146.00	12.4%	44.25	3.7%	27%	False	False	323,013
40	1,287.00	1,132.00	155.00	13.1%	41.75	3.5%	31%	False	False	267,751
60	1,287.00	1,021.00	266.00	22.5%	48.25	4.1%	60%	False	False	205,655
80	1,392.00	1,021.00	371.00	31.4%	55.00	4.7%	43%	False	False	154,277
100	1,719.75	1,021.00	698.75	59.2%	64.00	5.4%	23%	False	False	123,450

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	12.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,342.00
2.618	1,289.00
1.618	1,256.50
1.000	1,236.50
0.618	1,224.00
HIGH	1,204.00
0.618	1,191.50
0.500	1,187.75
0.382	1,184.00
LOW	1,171.50
0.618	1,151.50
1.000	1,139.00
1.618	1,119.00
2.618	1,086.50
4.250	1,033.50

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	1,187.75	1,213.25
PP	1,185.25	1,202.25
S1	1,182.50	1,191.00

Download as Excel Spreadsheet

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

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