E-mini NASDAQ-100 Future June 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	1,071.75	1,106.00	34.25	3.2%	1,170.00
High	1,124.00	1,107.50	-16.50	-1.5%	1,195.00
Low	1,063.25	1,072.00	8.75	0.8%	1,105.75
Close	1,100.25	1,082.50	-17.75	-1.6%	1,116.00
Range	60.75	35.50	-25.25	-41.6%	89.25
ATR	41.16	40.75	-0.40	-1.0%	0.00
Volume	269	1,062	793	294.8%	3,717

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,193.75	1,173.75	1,102.00
R3	1,158.25	1,138.25	1,092.25
R2	1,122.75	1,122.75	1,089.00
R1	1,102.75	1,102.75	1,085.75	1,095.00
PP	1,087.25	1,087.25	1,087.25	1,083.50
S1	1,067.25	1,067.25	1,079.25	1,059.50
S2	1,051.75	1,051.75	1,076.00
S3	1,016.25	1,031.75	1,072.75
S4	980.75	996.25	1,063.00

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,406.75	1,350.50	1,165.00
R3	1,317.50	1,261.25	1,140.50
R2	1,228.25	1,228.25	1,132.25
R1	1,172.00	1,172.00	1,124.25	1,155.50
PP	1,139.00	1,139.00	1,139.00	1,130.50
S1	1,082.75	1,082.75	1,107.75	1,066.25
S2	1,049.75	1,049.75	1,099.75
S3	960.50	993.50	1,091.50
S4	871.25	904.25	1,067.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,136.75	1,063.25	73.50	6.8%	39.75	3.7%	26%	False	False	541
10	1,195.00	1,063.25	131.75	12.2%	43.00	4.0%	15%	False	False	630
20	1,285.25	1,063.25	222.00	20.5%	39.00	3.6%	9%	False	False	374
40	1,285.25	1,063.25	222.00	20.5%	40.75	3.8%	9%	False	False	294

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,258.50
2.618	1,200.50
1.618	1,165.00
1.000	1,143.00
0.618	1,129.50
HIGH	1,107.50
0.618	1,094.00
0.500	1,089.75
0.382	1,085.50
LOW	1,072.00
0.618	1,050.00
1.000	1,036.50
1.618	1,014.50
2.618	979.00
4.250	921.00

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	1,089.75	1,093.50
PP	1,087.25	1,090.00
S1	1,085.00	1,086.25

Download as Excel Spreadsheet

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

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