E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	1,635.00	1,634.00	-1.00	-0.1%	1,612.25
High	1,648.25	1,655.50	7.25	0.4%	1,639.75
Low	1,628.75	1,625.25	-3.50	-0.2%	1,561.25
Close	1,634.00	1,636.50	2.50	0.2%	1,635.50
Range	19.50	30.25	10.75	55.1%	78.50
ATR	31.44	31.36	-0.09	-0.3%	0.00
Volume	291,155	249,412	-41,743	-14.3%	1,488,948

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,729.75	1,713.50	1,653.25
R3	1,699.50	1,683.25	1,644.75
R2	1,669.25	1,669.25	1,642.00
R1	1,653.00	1,653.00	1,639.25	1,661.00
PP	1,639.00	1,639.00	1,639.00	1,643.25
S1	1,622.75	1,622.75	1,633.75	1,631.00
S2	1,608.75	1,608.75	1,631.00
S3	1,578.50	1,592.50	1,628.25
S4	1,548.25	1,562.25	1,619.75

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,847.75	1,820.00	1,678.75
R3	1,769.25	1,741.50	1,657.00
R2	1,690.75	1,690.75	1,650.00
R1	1,663.00	1,663.00	1,642.75	1,677.00
PP	1,612.25	1,612.25	1,612.25	1,619.00
S1	1,584.50	1,584.50	1,628.25	1,598.50
S2	1,533.75	1,533.75	1,621.00
S3	1,455.25	1,506.00	1,614.00
S4	1,376.75	1,427.50	1,592.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,655.50	1,564.50	91.00	5.6%	31.00	1.9%	79%	True	False	272,511
10	1,655.50	1,561.25	94.25	5.8%	34.50	2.1%	80%	True	False	291,778
20	1,655.50	1,561.25	94.25	5.8%	30.50	1.9%	80%	True	False	286,023
40	1,655.50	1,392.50	263.00	16.1%	29.75	1.8%	93%	True	False	280,569
60	1,655.50	1,392.50	263.00	16.1%	30.00	1.8%	93%	True	False	245,873
80	1,655.50	1,336.75	318.75	19.5%	32.00	2.0%	94%	True	False	184,450
100	1,655.50	1,266.75	388.75	23.8%	32.25	2.0%	95%	True	False	147,576

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,784.00
2.618	1,734.75
1.618	1,704.50
1.000	1,685.75
0.618	1,674.25
HIGH	1,655.50
0.618	1,644.00
0.500	1,640.50
0.382	1,636.75
LOW	1,625.25
0.618	1,606.50
1.000	1,595.00
1.618	1,576.25
2.618	1,546.00
4.250	1,496.75

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	1,640.50	1,633.50
PP	1,639.00	1,630.75
S1	1,637.75	1,627.75

Download as Excel Spreadsheet

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

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