E-mini NASDAQ-100 Future June 2009

Trading Metrics calculated at close of trading on 08-Apr-2009

Day Change Summary
	Previous	Current
	07-Apr-2009	08-Apr-2009	Change	Change %	Previous Week
Open	1,312.00	1,282.00	-30.00	-2.3%	1,250.00
High	1,317.25	1,305.75	-11.50	-0.9%	1,318.00
Low	1,266.75	1,267.00	0.25	0.0%	1,203.50
Close	1,280.75	1,298.50	17.75	1.4%	1,316.25
Range	50.50	38.75	-11.75	-23.3%	114.50
ATR	43.75	43.39	-0.36	-0.8%	0.00
Volume	253,879	308,263	54,384	21.4%	1,653,280

Daily Pivots for day following 08-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,406.75	1,391.25	1,319.75
R3	1,368.00	1,352.50	1,309.25
R2	1,329.25	1,329.25	1,305.50
R1	1,313.75	1,313.75	1,302.00	1,321.50
PP	1,290.50	1,290.50	1,290.50	1,294.25
S1	1,275.00	1,275.00	1,295.00	1,282.75
S2	1,251.75	1,251.75	1,291.50
S3	1,213.00	1,236.25	1,287.75
S4	1,174.25	1,197.50	1,277.25

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,622.75	1,584.00	1,379.25
R3	1,508.25	1,469.50	1,347.75
R2	1,393.75	1,393.75	1,337.25
R1	1,355.00	1,355.00	1,326.75	1,374.50
PP	1,279.25	1,279.25	1,279.25	1,289.00
S1	1,240.50	1,240.50	1,305.75	1,260.00
S2	1,164.75	1,164.75	1,295.25
S3	1,050.25	1,126.00	1,284.75
S4	935.75	1,011.50	1,253.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,327.50	1,248.75	78.75	6.1%	43.50	3.4%	63%	False	False	319,463
10	1,327.50	1,203.50	124.00	9.5%	43.00	3.3%	77%	False	False	328,056
20	1,327.50	1,110.50	217.00	16.7%	43.25	3.3%	87%	False	False	319,586
40	1,327.50	1,039.50	288.00	22.2%	41.75	3.2%	90%	False	False	160,267
60	1,327.50	1,039.50	288.00	22.2%	42.50	3.3%	90%	False	False	106,919

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,470.50
2.618	1,407.25
1.618	1,368.50
1.000	1,344.50
0.618	1,329.75
HIGH	1,305.75
0.618	1,291.00
0.500	1,286.50
0.382	1,281.75
LOW	1,267.00
0.618	1,243.00
1.000	1,228.25
1.618	1,204.25
2.618	1,165.50
4.250	1,102.25

Fisher Pivots for day following 08-Apr-2009
Pivot	1 day	3 day
R1	1,294.50	1,298.00
PP	1,290.50	1,297.50
S1	1,286.50	1,297.00

Download as Excel Spreadsheet

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

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