E-mini NASDAQ-100 Future March 2009

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

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	1,170.50	1,174.50	4.00	0.3%	1,224.25
High	1,183.50	1,196.00	12.50	1.1%	1,227.00
Low	1,150.00	1,125.50	-24.50	-2.1%	1,150.00
Close	1,171.75	1,135.75	-36.00	-3.1%	1,171.75
Range	33.50	70.50	37.00	110.4%	77.00
ATR	42.96	44.93	1.97	4.6%	0.00
Volume	339,233	442,366	103,133	30.4%	1,364,665

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,364.00	1,320.25	1,174.50
R3	1,293.50	1,249.75	1,155.25
R2	1,223.00	1,223.00	1,148.75
R1	1,179.25	1,179.25	1,142.25	1,166.00
PP	1,152.50	1,152.50	1,152.50	1,145.75
S1	1,108.75	1,108.75	1,129.25	1,095.50
S2	1,082.00	1,082.00	1,122.75
S3	1,011.50	1,038.25	1,116.25
S4	941.00	967.75	1,097.00

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,414.00	1,369.75	1,214.00
R3	1,337.00	1,292.75	1,193.00
R2	1,260.00	1,260.00	1,185.75
R1	1,215.75	1,215.75	1,178.75	1,199.50
PP	1,183.00	1,183.00	1,183.00	1,174.75
S1	1,138.75	1,138.75	1,164.75	1,122.50
S2	1,106.00	1,106.00	1,157.75
S3	1,029.00	1,061.75	1,150.50
S4	952.00	984.75	1,129.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,227.00	1,125.50	101.50	8.9%	44.00	3.9%	10%	False	True	361,406
10	1,286.00	1,125.50	160.50	14.1%	42.00	3.7%	6%	False	True	349,478
20	1,286.00	1,125.50	160.50	14.1%	43.75	3.8%	6%	False	True	330,760
40	1,287.00	1,125.50	161.50	14.2%	42.50	3.7%	6%	False	True	278,601
60	1,287.00	1,093.00	194.00	17.1%	46.50	4.1%	22%	False	False	224,594
80	1,392.00	1,021.00	371.00	32.7%	53.25	4.7%	31%	False	False	168,484
100	1,613.75	1,021.00	592.75	52.2%	63.00	5.6%	19%	False	False	134,821

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	13.33
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1,495.50
2.618	1,380.50
1.618	1,310.00
1.000	1,266.50
0.618	1,239.50
HIGH	1,196.00
0.618	1,169.00
0.500	1,160.75
0.382	1,152.50
LOW	1,125.50
0.618	1,082.00
1.000	1,055.00
1.618	1,011.50
2.618	941.00
4.250	826.00

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	1,160.75	1,163.50
PP	1,152.50	1,154.25
S1	1,144.00	1,145.00

Download as Excel Spreadsheet

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

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