E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	1,600.25	1,619.00	18.75	1.2%	1,601.25
High	1,627.75	1,619.75	-8.00	-0.5%	1,632.50
Low	1,595.25	1,597.75	2.50	0.2%	1,593.50
Close	1,619.75	1,612.50	-7.25	-0.4%	1,619.75
Range	32.50	22.00	-10.50	-32.3%	39.00
ATR	29.03	28.53	-0.50	-1.7%	0.00
Volume	271,304	280,789	9,485	3.5%	1,375,155

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,676.00	1,666.25	1,624.50
R3	1,654.00	1,644.25	1,618.50
R2	1,632.00	1,632.00	1,616.50
R1	1,622.25	1,622.25	1,614.50	1,616.00
PP	1,610.00	1,610.00	1,610.00	1,607.00
S1	1,600.25	1,600.25	1,610.50	1,594.00
S2	1,588.00	1,588.00	1,608.50
S3	1,566.00	1,578.25	1,606.50
S4	1,544.00	1,556.25	1,600.50

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,732.25	1,715.00	1,641.25
R3	1,693.25	1,676.00	1,630.50
R2	1,654.25	1,654.25	1,627.00
R1	1,637.00	1,637.00	1,623.25	1,645.50
PP	1,615.25	1,615.25	1,615.25	1,619.50
S1	1,598.00	1,598.00	1,616.25	1,606.50
S2	1,576.25	1,576.25	1,612.50
S3	1,537.25	1,559.00	1,609.00
S4	1,498.25	1,520.00	1,598.25

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	1,593.50	39.00	2.4%	26.75	1.7%	49%	False	False	279,447
10	1,632.50	1,581.50	51.00	3.2%	26.25	1.6%	61%	False	False	284,407
20	1,632.50	1,437.25	195.25	12.1%	27.50	1.7%	90%	False	False	290,453
40	1,632.50	1,392.50	240.00	14.9%	29.00	1.8%	92%	False	False	283,343
60	1,632.50	1,341.00	291.50	18.1%	30.75	1.9%	93%	False	False	193,670
80	1,632.50	1,299.75	332.75	20.6%	31.75	2.0%	94%	False	False	145,271

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.48
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,713.25
2.618	1,677.25
1.618	1,655.25
1.000	1,641.75
0.618	1,633.25
HIGH	1,619.75
0.618	1,611.25
0.500	1,608.75
0.382	1,606.25
LOW	1,597.75
0.618	1,584.25
1.000	1,575.75
1.618	1,562.25
2.618	1,540.25
4.250	1,504.25

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	1,611.25	1,612.00
PP	1,610.00	1,611.25
S1	1,608.75	1,610.50

Download as Excel Spreadsheet

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

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