E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 12-Aug-2009

Day Change Summary
	Previous	Current
	11-Aug-2009	12-Aug-2009	Change	Change %	Previous Week
Open	1,611.75	1,596.25	-15.50	-1.0%	1,601.25
High	1,617.75	1,633.75	16.00	1.0%	1,632.50
Low	1,585.75	1,587.25	1.50	0.1%	1,593.50
Close	1,596.50	1,618.75	22.25	1.4%	1,619.75
Range	32.00	46.50	14.50	45.3%	39.00
ATR	28.78	30.04	1.27	4.4%	0.00
Volume	216,984	267,557	50,573	23.3%	1,375,155

Daily Pivots for day following 12-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,752.75	1,732.25	1,644.25
R3	1,706.25	1,685.75	1,631.50
R2	1,659.75	1,659.75	1,627.25
R1	1,639.25	1,639.25	1,623.00	1,649.50
PP	1,613.25	1,613.25	1,613.25	1,618.50
S1	1,592.75	1,592.75	1,614.50	1,603.00
S2	1,566.75	1,566.75	1,610.25
S3	1,520.25	1,546.25	1,606.00
S4	1,473.75	1,499.75	1,593.25

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	1,633.75	1,585.75	48.00	3.0%	32.75	2.0%	69%	True	False	267,217
10	1,633.75	1,585.75	48.00	3.0%	29.50	1.8%	69%	True	False	276,289
20	1,633.75	1,489.00	144.75	8.9%	28.75	1.8%	90%	True	False	285,566
40	1,633.75	1,392.50	241.25	14.9%	29.25	1.8%	94%	True	False	281,104
60	1,633.75	1,341.50	292.25	18.1%	30.75	1.9%	95%	True	False	201,741
80	1,633.75	1,299.75	334.00	20.6%	32.00	2.0%	96%	True	False	151,326

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	4.75
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,831.50
2.618	1,755.50
1.618	1,709.00
1.000	1,680.25
0.618	1,662.50
HIGH	1,633.75
0.618	1,616.00
0.500	1,610.50
0.382	1,605.00
LOW	1,587.25
0.618	1,558.50
1.000	1,540.75
1.618	1,512.00
2.618	1,465.50
4.250	1,389.50

Fisher Pivots for day following 12-Aug-2009
Pivot	1 day	3 day
R1	1,616.00	1,615.75
PP	1,613.25	1,612.75
S1	1,610.50	1,609.75

Download as Excel Spreadsheet

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

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