E-mini NASDAQ-100 Future September 2009

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	1,695.00	1,718.75	23.75	1.4%	1,635.50
High	1,725.00	1,746.00	21.00	1.2%	1,691.00
Low	1,694.75	1,714.00	19.25	1.1%	1,633.75
Close	1,719.50	1,722.00	2.50	0.1%	1,685.50
Range	30.25	32.00	1.75	5.8%	57.25
ATR	29.25	29.44	0.20	0.7%	0.00
Volume	90,857	44,508	-46,349	-51.0%	1,007,399

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,823.25	1,804.75	1,739.50
R3	1,791.25	1,772.75	1,730.75
R2	1,759.25	1,759.25	1,727.75
R1	1,740.75	1,740.75	1,725.00	1,750.00
PP	1,727.25	1,727.25	1,727.25	1,732.00
S1	1,708.75	1,708.75	1,719.00	1,718.00
S2	1,695.25	1,695.25	1,716.25
S3	1,663.25	1,676.75	1,713.25
S4	1,631.25	1,644.75	1,704.50

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	1,746.00	1,667.50	78.50	4.6%	25.50	1.5%	69%	True	False	105,000
10	1,746.00	1,584.50	161.50	9.4%	27.00	1.6%	85%	True	False	183,597
20	1,746.00	1,584.50	161.50	9.4%	29.50	1.7%	85%	True	False	239,859
40	1,746.00	1,555.00	191.00	11.1%	30.50	1.8%	87%	True	False	265,845
60	1,746.00	1,392.50	353.50	20.5%	29.75	1.7%	93%	True	False	266,215
80	1,746.00	1,388.00	358.00	20.8%	30.00	1.7%	93%	True	False	230,751
100	1,746.00	1,336.75	409.25	23.8%	31.50	1.8%	94%	True	False	184,624
120	1,746.00	1,203.75	542.25	31.5%	32.25	1.9%	96%	True	False	153,867

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	5.78
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,882.00
2.618	1,829.75
1.618	1,797.75
1.000	1,778.00
0.618	1,765.75
HIGH	1,746.00
0.618	1,733.75
0.500	1,730.00
0.382	1,726.25
LOW	1,714.00
0.618	1,694.25
1.000	1,682.00
1.618	1,662.25
2.618	1,630.25
4.250	1,578.00

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	1,730.00	1,719.25
PP	1,727.25	1,716.50
S1	1,724.75	1,713.75

Download as Excel Spreadsheet

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

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