E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	1,717.50	1,720.25	2.75	0.2%	1,681.50
High	1,730.50	1,730.50	0.00	0.0%	1,730.50
Low	1,712.25	1,712.75	0.50	0.0%	1,665.25
Close	1,720.00	1,721.25	1.25	0.1%	1,721.25
Range	18.25	17.75	-0.50	-2.7%	65.25
ATR	27.99	27.26	-0.73	-2.6%	0.00
Volume	326,862	338,889	12,027	3.7%	1,527,215

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,774.75	1,765.75	1,731.00
R3	1,757.00	1,748.00	1,726.25
R2	1,739.25	1,739.25	1,724.50
R1	1,730.25	1,730.25	1,723.00	1,734.75
PP	1,721.50	1,721.50	1,721.50	1,723.75
S1	1,712.50	1,712.50	1,719.50	1,717.00
S2	1,703.75	1,703.75	1,718.00
S3	1,686.00	1,694.75	1,716.25
S4	1,668.25	1,677.00	1,711.50

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,901.50	1,876.50	1,757.25
R3	1,836.25	1,811.25	1,739.25
R2	1,771.00	1,771.00	1,733.25
R1	1,746.00	1,746.00	1,727.25	1,758.50
PP	1,705.75	1,705.75	1,705.75	1,712.00
S1	1,680.75	1,680.75	1,715.25	1,693.25
S2	1,640.50	1,640.50	1,709.25
S3	1,575.25	1,615.50	1,703.25
S4	1,510.00	1,550.25	1,685.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,730.50	1,665.25	65.25	3.8%	23.00	1.3%	86%	True	False	305,443
10	1,730.50	1,599.25	131.25	7.6%	25.00	1.5%	93%	True	False	180,219
20	1,730.50	1,582.50	148.00	8.6%	28.00	1.6%	94%	True	False	90,878
40	1,730.50	1,559.25	171.25	9.9%	28.25	1.6%	95%	True	False	45,578
60	1,730.50	1,391.25	339.25	19.7%	27.25	1.6%	97%	True	False	30,431

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.68
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,806.00
2.618	1,777.00
1.618	1,759.25
1.000	1,748.25
0.618	1,741.50
HIGH	1,730.50
0.618	1,723.75
0.500	1,721.50
0.382	1,719.50
LOW	1,712.75
0.618	1,701.75
1.000	1,695.00
1.618	1,684.00
2.618	1,666.25
4.250	1,637.25

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	1,721.50	1,718.00
PP	1,721.50	1,715.00
S1	1,721.50	1,711.75

Download as Excel Spreadsheet

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

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