E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	1,685.00	1,690.50	5.50	0.3%	1,635.50
High	1,693.50	1,703.50	10.00	0.6%	1,691.00
Low	1,667.50	1,681.50	14.00	0.8%	1,633.75
Close	1,689.75	1,696.75	7.00	0.4%	1,685.50
Range	26.00	22.00	-4.00	-15.4%	57.25
ATR	29.72	29.17	-0.55	-1.9%	0.00
Volume	128,181	75,360	-52,821	-41.2%	1,007,399

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,760.00	1,750.25	1,708.75
R3	1,738.00	1,728.25	1,702.75
R2	1,716.00	1,716.00	1,700.75
R1	1,706.25	1,706.25	1,698.75	1,711.00
PP	1,694.00	1,694.00	1,694.00	1,696.25
S1	1,684.25	1,684.25	1,694.75	1,689.00
S2	1,672.00	1,672.00	1,692.75
S3	1,650.00	1,662.25	1,690.75
S4	1,628.00	1,640.25	1,684.75

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,841.75	1,821.00	1,717.00
R3	1,784.50	1,763.75	1,701.25
R2	1,727.25	1,727.25	1,696.00
R1	1,706.50	1,706.50	1,690.75	1,717.00
PP	1,670.00	1,670.00	1,670.00	1,675.25
S1	1,649.25	1,649.25	1,680.25	1,659.50
S2	1,612.75	1,612.75	1,675.00
S3	1,555.50	1,592.00	1,669.75
S4	1,498.25	1,534.75	1,654.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,703.50	1,645.00	58.50	3.4%	24.25	1.4%	88%	True	False	186,150
10	1,703.50	1,584.50	119.00	7.0%	28.50	1.7%	94%	True	False	239,846
20	1,703.50	1,563.75	139.75	8.2%	29.25	1.7%	95%	True	False	264,992
40	1,703.50	1,528.25	175.25	10.3%	30.25	1.8%	96%	True	False	276,280
60	1,703.50	1,392.50	311.00	18.3%	30.00	1.8%	98%	True	False	273,843
80	1,703.50	1,341.50	362.00	21.3%	30.50	1.8%	98%	True	False	229,064
100	1,703.50	1,335.75	367.75	21.7%	31.50	1.9%	98%	True	False	183,271
120	1,703.50	1,203.75	499.75	29.5%	32.25	1.9%	99%	True	False	152,742

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.45
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,797.00
2.618	1,761.00
1.618	1,739.00
1.000	1,725.50
0.618	1,717.00
HIGH	1,703.50
0.618	1,695.00
0.500	1,692.50
0.382	1,690.00
LOW	1,681.50
0.618	1,668.00
1.000	1,659.50
1.618	1,646.00
2.618	1,624.00
4.250	1,588.00

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	1,695.25	1,693.00
PP	1,694.00	1,689.25
S1	1,692.50	1,685.50

Download as Excel Spreadsheet

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

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