E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	1,159.00	1,169.00	10.00	0.9%	1,076.75
High	1,176.00	1,182.00	6.00	0.5%	1,176.00
Low	1,149.25	1,144.00	-5.25	-0.5%	1,040.25
Close	1,169.50	1,153.75	-15.75	-1.3%	1,169.50
Range	26.75	38.00	11.25	42.1%	135.75
ATR	45.23	44.71	-0.52	-1.1%	0.00
Volume	224,268	109,381	-114,887	-51.2%	1,941,044

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,274.00	1,251.75	1,174.75
R3	1,236.00	1,213.75	1,164.25
R2	1,198.00	1,198.00	1,160.75
R1	1,175.75	1,175.75	1,157.25	1,168.00
PP	1,160.00	1,160.00	1,160.00	1,156.00
S1	1,137.75	1,137.75	1,150.25	1,130.00
S2	1,122.00	1,122.00	1,146.75
S3	1,084.00	1,099.75	1,143.25
S4	1,046.00	1,061.75	1,132.75

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,535.75	1,488.50	1,244.25
R3	1,400.00	1,352.75	1,206.75
R2	1,264.25	1,264.25	1,194.50
R1	1,217.00	1,217.00	1,182.00	1,240.50
PP	1,128.50	1,128.50	1,128.50	1,140.50
S1	1,081.25	1,081.25	1,157.00	1,105.00
S2	992.75	992.75	1,144.50
S3	857.00	945.50	1,132.25
S4	721.25	809.75	1,094.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,182.00	1,041.75	140.25	12.2%	44.50	3.9%	80%	True	False	318,900
10	1,182.00	1,040.25	141.75	12.3%	46.50	4.0%	80%	True	False	366,911
20	1,227.00	1,040.25	186.75	16.2%	44.50	3.9%	61%	False	False	371,493
40	1,286.00	1,040.25	245.75	21.3%	45.50	4.0%	46%	False	False	347,880
60	1,287.00	1,040.25	246.75	21.4%	42.75	3.7%	46%	False	False	301,782
80	1,287.00	1,021.00	266.00	23.1%	48.25	4.2%	50%	False	False	238,744
100	1,392.00	1,021.00	371.00	32.2%	53.75	4.7%	36%	False	False	191,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,343.50
2.618	1,281.50
1.618	1,243.50
1.000	1,220.00
0.618	1,205.50
HIGH	1,182.00
0.618	1,167.50
0.500	1,163.00
0.382	1,158.50
LOW	1,144.00
0.618	1,120.50
1.000	1,106.00
1.618	1,082.50
2.618	1,044.50
4.250	982.50

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	1,163.00	1,151.50
PP	1,160.00	1,149.25
S1	1,156.75	1,147.00

Download as Excel Spreadsheet

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

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