E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	1,163.00	1,155.50	-7.50	-0.6%	1,224.25
High	1,184.25	1,175.00	-9.25	-0.8%	1,227.00
Low	1,142.00	1,126.75	-15.25	-1.3%	1,150.00
Close	1,154.00	1,132.25	-21.75	-1.9%	1,171.75
Range	42.25	48.25	6.00	14.2%	77.00
ATR	44.66	44.92	0.26	0.6%	0.00
Volume	390,287	419,637	29,350	7.5%	1,364,665

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,289.50	1,259.00	1,158.75
R3	1,241.25	1,210.75	1,145.50
R2	1,193.00	1,193.00	1,141.00
R1	1,162.50	1,162.50	1,136.75	1,153.50
PP	1,144.75	1,144.75	1,144.75	1,140.25
S1	1,114.25	1,114.25	1,127.75	1,105.50
S2	1,096.50	1,096.50	1,123.50
S3	1,048.25	1,066.00	1,119.00
S4	1,000.00	1,017.75	1,105.75

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	1,196.00	1,125.50	70.50	6.2%	47.75	4.2%	10%	False	False	393,880
10	1,255.00	1,125.50	129.50	11.4%	42.75	3.8%	5%	False	False	370,313
20	1,286.00	1,125.50	160.50	14.2%	43.50	3.8%	4%	False	False	345,319
40	1,287.00	1,125.50	161.50	14.3%	44.25	3.9%	4%	False	False	302,937
60	1,287.00	1,093.00	194.00	17.1%	46.50	4.1%	20%	False	False	244,375
80	1,392.00	1,021.00	371.00	32.8%	51.50	4.6%	30%	False	False	183,329
100	1,565.50	1,021.00	544.50	48.1%	62.25	5.5%	20%	False	False	146,694

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	13.98
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,380.00
2.618	1,301.25
1.618	1,253.00
1.000	1,223.25
0.618	1,204.75
HIGH	1,175.00
0.618	1,156.50
0.500	1,151.00
0.382	1,145.25
LOW	1,126.75
0.618	1,097.00
1.000	1,078.50
1.618	1,048.75
2.618	1,000.50
4.250	921.75

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	1,151.00	1,155.50
PP	1,144.75	1,147.75
S1	1,138.50	1,140.00

Download as Excel Spreadsheet

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

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