E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	1,637.25	1,639.00	1.75	0.1%	1,635.00
High	1,643.50	1,668.50	25.00	1.5%	1,668.50
Low	1,610.50	1,630.50	20.00	1.2%	1,610.50
Close	1,639.00	1,642.50	3.50	0.2%	1,642.50
Range	33.00	38.00	5.00	15.2%	58.00
ATR	30.84	31.35	0.51	1.7%	0.00
Volume	262,334	315,245	52,911	20.2%	1,408,897

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,761.25	1,739.75	1,663.50
R3	1,723.25	1,701.75	1,653.00
R2	1,685.25	1,685.25	1,649.50
R1	1,663.75	1,663.75	1,646.00	1,674.50
PP	1,647.25	1,647.25	1,647.25	1,652.50
S1	1,625.75	1,625.75	1,639.00	1,636.50
S2	1,609.25	1,609.25	1,635.50
S3	1,571.25	1,587.75	1,632.00
S4	1,533.25	1,549.75	1,621.50

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,814.50	1,786.50	1,674.50
R3	1,756.50	1,728.50	1,658.50
R2	1,698.50	1,698.50	1,653.25
R1	1,670.50	1,670.50	1,647.75	1,684.50
PP	1,640.50	1,640.50	1,640.50	1,647.50
S1	1,612.50	1,612.50	1,637.25	1,626.50
S2	1,582.50	1,582.50	1,631.75
S3	1,524.50	1,554.50	1,626.50
S4	1,466.50	1,496.50	1,610.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,668.50	1,610.50	58.00	3.5%	28.50	1.7%	55%	True	False	281,779
10	1,668.50	1,561.25	107.25	6.5%	32.25	2.0%	76%	True	False	289,784
20	1,668.50	1,561.25	107.25	6.5%	31.50	1.9%	76%	True	False	282,952
40	1,668.50	1,392.50	276.00	16.8%	30.00	1.8%	91%	True	False	285,354
60	1,668.50	1,392.50	276.00	16.8%	30.25	1.8%	91%	True	False	260,282
80	1,668.50	1,336.75	331.75	20.2%	32.25	2.0%	92%	True	False	195,302
100	1,668.50	1,269.00	399.50	24.3%	32.00	1.9%	93%	True	False	156,254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.65
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,830.00
2.618	1,768.00
1.618	1,730.00
1.000	1,706.50
0.618	1,692.00
HIGH	1,668.50
0.618	1,654.00
0.500	1,649.50
0.382	1,645.00
LOW	1,630.50
0.618	1,607.00
1.000	1,592.50
1.618	1,569.00
2.618	1,531.00
4.250	1,469.00

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	1,649.50	1,641.50
PP	1,647.25	1,640.50
S1	1,644.75	1,639.50

Download as Excel Spreadsheet

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

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