E-mini NASDAQ-100 Future June 2009

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

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	1,228.00	1,251.00	23.00	1.9%	1,186.50
High	1,254.75	1,310.75	56.00	4.5%	1,281.75
Low	1,210.00	1,248.75	38.75	3.2%	1,186.50
Close	1,251.00	1,301.50	50.50	4.0%	1,256.00
Range	44.75	62.00	17.25	38.5%	95.25
ATR	43.43	44.75	1.33	3.1%	0.00
Volume	311,992	330,213	18,221	5.8%	1,765,520

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,473.00	1,449.25	1,335.50
R3	1,411.00	1,387.25	1,318.50
R2	1,349.00	1,349.00	1,312.75
R1	1,325.25	1,325.25	1,307.25	1,337.00
PP	1,287.00	1,287.00	1,287.00	1,293.00
S1	1,263.25	1,263.25	1,295.75	1,275.00
S2	1,225.00	1,225.00	1,290.25
S3	1,163.00	1,201.25	1,284.50
S4	1,101.00	1,139.25	1,267.50

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,527.25	1,486.75	1,308.50
R3	1,432.00	1,391.50	1,282.25
R2	1,336.75	1,336.75	1,273.50
R1	1,296.25	1,296.25	1,264.75	1,316.50
PP	1,241.50	1,241.50	1,241.50	1,251.50
S1	1,201.00	1,201.00	1,247.25	1,221.25
S2	1,146.25	1,146.25	1,238.50
S3	1,051.00	1,105.75	1,229.75
S4	955.75	1,010.50	1,203.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,310.75	1,203.50	107.25	8.2%	44.50	3.4%	91%	True	False	322,140
10	1,310.75	1,177.25	133.50	10.3%	46.75	3.6%	93%	True	False	331,722
20	1,310.75	1,039.50	271.25	20.8%	45.00	3.5%	97%	True	False	256,869
40	1,310.75	1,039.50	271.25	20.8%	42.75	3.3%	97%	True	False	128,596
60	1,310.75	1,039.50	271.25	20.8%	42.00	3.2%	97%	True	False	85,802

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.18
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,574.25
2.618	1,473.00
1.618	1,411.00
1.000	1,372.75
0.618	1,349.00
HIGH	1,310.75
0.618	1,287.00
0.500	1,279.75
0.382	1,272.50
LOW	1,248.75
0.618	1,210.50
1.000	1,186.75
1.618	1,148.50
2.618	1,086.50
4.250	985.25

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	1,294.25	1,287.75
PP	1,287.00	1,274.00
S1	1,279.75	1,260.50

Download as Excel Spreadsheet

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

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