E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	1,634.00	1,636.50	2.50	0.2%	1,612.25
High	1,655.50	1,649.25	-6.25	-0.4%	1,639.75
Low	1,625.25	1,627.50	2.25	0.1%	1,561.25
Close	1,636.50	1,636.50	0.00	0.0%	1,635.50
Range	30.25	21.75	-8.50	-28.1%	78.50
ATR	31.36	30.67	-0.69	-2.2%	0.00
Volume	249,412	290,751	41,339	16.6%	1,488,948

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,703.00	1,691.50	1,648.50
R3	1,681.25	1,669.75	1,642.50
R2	1,659.50	1,659.50	1,640.50
R1	1,648.00	1,648.00	1,638.50	1,647.50
PP	1,637.75	1,637.75	1,637.75	1,637.50
S1	1,626.25	1,626.25	1,634.50	1,625.50
S2	1,616.00	1,616.00	1,632.50
S3	1,594.25	1,604.50	1,630.50
S4	1,572.50	1,582.75	1,624.50

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	1,591.00	64.50	3.9%	28.00	1.7%	71%	False	False	276,347
10	1,655.50	1,561.25	94.25	5.8%	32.00	2.0%	80%	False	False	294,098
20	1,655.50	1,561.25	94.25	5.8%	30.75	1.9%	80%	False	False	285,194
40	1,655.50	1,392.50	263.00	16.1%	29.75	1.8%	93%	False	False	282,587
60	1,655.50	1,392.50	263.00	16.1%	29.75	1.8%	93%	False	False	250,707
80	1,655.50	1,336.75	318.75	19.5%	32.00	2.0%	94%	False	False	188,083
100	1,655.50	1,266.75	388.75	23.8%	32.25	2.0%	95%	False	False	150,482

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,741.75
2.618	1,706.25
1.618	1,684.50
1.000	1,671.00
0.618	1,662.75
HIGH	1,649.25
0.618	1,641.00
0.500	1,638.50
0.382	1,635.75
LOW	1,627.50
0.618	1,614.00
1.000	1,605.75
1.618	1,592.25
2.618	1,570.50
4.250	1,535.00

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	1,638.50	1,640.50
PP	1,637.75	1,639.00
S1	1,637.00	1,637.75

Download as Excel Spreadsheet

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

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