E-mini NASDAQ-100 Future June 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	1,160.50	1,163.75	3.25	0.3%	1,075.50
High	1,174.50	1,180.00	5.50	0.5%	1,174.50
Low	1,147.50	1,142.25	-5.25	-0.5%	1,039.50
Close	1,168.00	1,152.25	-15.75	-1.3%	1,168.00
Range	27.00	37.75	10.75	39.8%	135.00
ATR	43.34	42.94	-0.40	-0.9%	0.00
Volume	282,650	321,970	39,320	13.9%	315,004

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,271.50	1,249.50	1,173.00
R3	1,233.75	1,211.75	1,162.75
R2	1,196.00	1,196.00	1,159.25
R1	1,174.00	1,174.00	1,155.75	1,166.00
PP	1,158.25	1,158.25	1,158.25	1,154.25
S1	1,136.25	1,136.25	1,148.75	1,128.50
S2	1,120.50	1,120.50	1,145.25
S3	1,082.75	1,098.50	1,141.75
S4	1,045.00	1,060.75	1,131.50

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,532.25	1,485.25	1,242.25
R3	1,397.25	1,350.25	1,205.00
R2	1,262.25	1,262.25	1,192.75
R1	1,215.25	1,215.25	1,180.50	1,238.75
PP	1,127.25	1,127.25	1,127.25	1,139.00
S1	1,080.25	1,080.25	1,155.50	1,103.75
S2	992.25	992.25	1,143.25
S3	857.25	945.25	1,131.00
S4	722.25	810.25	1,093.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,180.00	1,039.50	140.50	12.2%	46.75	4.1%	80%	True	False	127,394
10	1,180.00	1,039.50	140.50	12.2%	44.75	3.9%	80%	True	False	64,320
20	1,226.00	1,039.50	186.50	16.2%	41.25	3.6%	60%	False	False	32,384
40	1,285.25	1,039.50	245.75	21.3%	41.75	3.6%	46%	False	False	16,311

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,340.50
2.618	1,278.75
1.618	1,241.00
1.000	1,217.75
0.618	1,203.25
HIGH	1,180.00
0.618	1,165.50
0.500	1,161.00
0.382	1,156.75
LOW	1,142.25
0.618	1,119.00
1.000	1,104.50
1.618	1,081.25
2.618	1,043.50
4.250	981.75

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	1,161.00	1,150.00
PP	1,158.25	1,147.50
S1	1,155.25	1,145.25

Download as Excel Spreadsheet

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

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