E-mini NASDAQ-100 Future March 2009

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

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	1,131.00	1,114.25	-16.75	-1.5%	1,174.50
High	1,138.75	1,116.00	-22.75	-2.0%	1,196.00
Low	1,107.25	1,074.25	-33.00	-3.0%	1,107.25
Close	1,117.00	1,086.00	-31.00	-2.8%	1,117.00
Range	31.50	41.75	10.25	32.5%	88.75
ATR	43.96	43.87	-0.09	-0.2%	0.00
Volume	364,112	401,798	37,686	10.4%	1,994,283

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,217.25	1,193.50	1,109.00
R3	1,175.50	1,151.75	1,097.50
R2	1,133.75	1,133.75	1,093.75
R1	1,110.00	1,110.00	1,089.75	1,101.00
PP	1,092.00	1,092.00	1,092.00	1,087.50
S1	1,068.25	1,068.25	1,082.25	1,059.25
S2	1,050.25	1,050.25	1,078.25
S3	1,008.50	1,026.50	1,074.50
S4	966.75	984.75	1,063.00

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,406.25	1,350.50	1,165.75
R3	1,317.50	1,261.75	1,141.50
R2	1,228.75	1,228.75	1,133.25
R1	1,173.00	1,173.00	1,125.25	1,156.50
PP	1,140.00	1,140.00	1,140.00	1,132.00
S1	1,084.25	1,084.25	1,108.75	1,067.75
S2	1,051.25	1,051.25	1,100.75
S3	962.50	995.50	1,092.50
S4	873.75	906.75	1,068.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,184.25	1,074.25	110.00	10.1%	41.50	3.8%	11%	False	True	390,743
10	1,227.00	1,074.25	152.75	14.1%	42.75	3.9%	8%	False	True	376,074
20	1,286.00	1,074.25	211.75	19.5%	43.50	4.0%	6%	False	True	354,134
40	1,287.00	1,074.25	212.75	19.6%	44.50	4.1%	6%	False	True	315,279
60	1,287.00	1,074.25	212.75	19.6%	45.50	4.2%	6%	False	True	257,132
80	1,392.00	1,021.00	371.00	34.2%	51.50	4.7%	18%	False	False	192,899
100	1,501.75	1,021.00	480.75	44.3%	61.00	5.6%	14%	False	False	154,349

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	11.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,293.50
2.618	1,225.25
1.618	1,183.50
1.000	1,157.75
0.618	1,141.75
HIGH	1,116.00
0.618	1,100.00
0.500	1,095.00
0.382	1,090.25
LOW	1,074.25
0.618	1,048.50
1.000	1,032.50
1.618	1,006.75
2.618	965.00
4.250	896.75

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	1,095.00	1,124.50
PP	1,092.00	1,111.75
S1	1,089.00	1,099.00

Download as Excel Spreadsheet

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

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