E-mini NASDAQ-100 Future June 2009

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

Day Change Summary
	Previous	Current
	13-Feb-2009	16-Feb-2009	Change	Change %	Previous Week
Open	1,246.50	1,220.00	-26.50	-2.1%	1,262.75
High	1,254.00	1,221.00	-33.00	-2.6%	1,285.25
Low	1,226.75	1,220.00	-6.75	-0.6%	1,203.00
Close	1,229.00	1,221.00	-8.00	-0.7%	1,229.00
Range	27.25	1.00	-26.25	-96.3%	82.25
ATR	40.98	38.69	-2.28	-5.6%	0.00
Volume	210	210	0	0.0%	554

Daily Pivots for day following 16-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,223.75	1,223.25	1,221.50
R3	1,222.75	1,222.25	1,221.25
R2	1,221.75	1,221.75	1,221.25
R1	1,221.25	1,221.25	1,221.00	1,221.50
PP	1,220.75	1,220.75	1,220.75	1,220.75
S1	1,220.25	1,220.25	1,221.00	1,220.50
S2	1,219.75	1,219.75	1,220.75
S3	1,218.75	1,219.25	1,220.75
S4	1,217.75	1,218.25	1,220.50

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,485.75	1,439.75	1,274.25
R3	1,403.50	1,357.50	1,251.50
R2	1,321.25	1,321.25	1,244.00
R1	1,275.25	1,275.25	1,236.50	1,257.00
PP	1,239.00	1,239.00	1,239.00	1,230.00
S1	1,193.00	1,193.00	1,221.50	1,175.00
S2	1,156.75	1,156.75	1,214.00
S3	1,074.50	1,110.75	1,206.50
S4	992.25	1,028.50	1,183.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,285.25	1,203.00	82.25	6.7%	33.00	2.7%	22%	False	False	136
10	1,285.25	1,178.50	106.75	8.7%	37.75	3.1%	40%	False	False	114
20	1,285.25	1,132.25	153.00	12.5%	42.00	3.4%	58%	False	False	245

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.00
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1,225.25
2.618	1,223.50
1.618	1,222.50
1.000	1,222.00
0.618	1,221.50
HIGH	1,221.00
0.618	1,220.50
0.500	1,220.50
0.382	1,220.50
LOW	1,220.00
0.618	1,219.50
1.000	1,219.00
1.618	1,218.50
2.618	1,217.50
4.250	1,215.75

Fisher Pivots for day following 16-Feb-2009
Pivot	1 day	3 day
R1	1,220.75	1,228.50
PP	1,220.75	1,226.00
S1	1,220.50	1,223.50

Download as Excel Spreadsheet

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

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