E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 04-Aug-2009

Day Change Summary
	Previous	Current
	03-Aug-2009	04-Aug-2009	Change	Change %	Previous Week
Open	1,601.25	1,625.50	24.25	1.5%	1,597.25
High	1,628.25	1,632.50	4.25	0.3%	1,632.00
Low	1,600.50	1,612.75	12.25	0.8%	1,578.50
Close	1,626.75	1,630.25	3.50	0.2%	1,602.00
Range	27.75	19.75	-8.00	-28.8%	53.50
ATR	29.24	28.56	-0.68	-2.3%	0.00
Volume	258,709	277,745	19,036	7.4%	1,455,391

Daily Pivots for day following 04-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,684.50	1,677.00	1,641.00
R3	1,664.75	1,657.25	1,635.75
R2	1,645.00	1,645.00	1,633.75
R1	1,637.50	1,637.50	1,632.00	1,641.25
PP	1,625.25	1,625.25	1,625.25	1,627.00
S1	1,617.75	1,617.75	1,628.50	1,621.50
S2	1,605.50	1,605.50	1,626.75
S3	1,585.75	1,598.00	1,624.75
S4	1,566.00	1,578.25	1,619.50

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,764.75	1,736.75	1,631.50
R3	1,711.25	1,683.25	1,616.75
R2	1,657.75	1,657.75	1,611.75
R1	1,629.75	1,629.75	1,607.00	1,643.75
PP	1,604.25	1,604.25	1,604.25	1,611.00
S1	1,576.25	1,576.25	1,597.00	1,590.25
S2	1,550.75	1,550.75	1,592.25
S3	1,497.25	1,522.75	1,587.25
S4	1,443.75	1,469.25	1,572.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,632.50	1,583.75	48.75	3.0%	24.25	1.5%	95%	True	False	293,239
10	1,632.50	1,544.75	87.75	5.4%	28.00	1.7%	97%	True	False	296,636
20	1,632.50	1,392.50	240.00	14.7%	27.25	1.7%	99%	True	False	288,858
40	1,632.50	1,392.50	240.00	14.7%	29.00	1.8%	99%	True	False	262,248
60	1,632.50	1,336.75	295.75	18.1%	31.50	1.9%	99%	True	False	175,024
80	1,632.50	1,293.50	339.00	20.8%	31.75	1.9%	99%	True	False	131,278

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.80
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,716.50
2.618	1,684.25
1.618	1,664.50
1.000	1,652.25
0.618	1,644.75
HIGH	1,632.50
0.618	1,625.00
0.500	1,622.50
0.382	1,620.25
LOW	1,612.75
0.618	1,600.50
1.000	1,593.00
1.618	1,580.75
2.618	1,561.00
4.250	1,528.75

Fisher Pivots for day following 04-Aug-2009
Pivot	1 day	3 day
R1	1,627.75	1,625.25
PP	1,625.25	1,620.50
S1	1,622.50	1,615.50

Download as Excel Spreadsheet

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

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