E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	1,751.00	1,747.50	-3.50	-0.2%	1,730.00
High	1,777.25	1,751.75	-25.50	-1.4%	1,779.25
Low	1,737.50	1,713.00	-24.50	-1.4%	1,723.25
Close	1,748.00	1,719.75	-28.25	-1.6%	1,752.00
Range	39.75	38.75	-1.00	-2.5%	56.00
ATR	29.29	29.97	0.68	2.3%	0.00
Volume	358,585	393,166	34,581	9.6%	1,595,583

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,844.50	1,820.75	1,741.00
R3	1,805.75	1,782.00	1,730.50
R2	1,767.00	1,767.00	1,726.75
R1	1,743.25	1,743.25	1,723.25	1,735.75
PP	1,728.25	1,728.25	1,728.25	1,724.50
S1	1,704.50	1,704.50	1,716.25	1,697.00
S2	1,689.50	1,689.50	1,712.75
S3	1,650.75	1,665.75	1,709.00
S4	1,612.00	1,627.00	1,698.50

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,919.50	1,891.75	1,782.75
R3	1,863.50	1,835.75	1,767.50
R2	1,807.50	1,807.50	1,762.25
R1	1,779.75	1,779.75	1,757.25	1,793.50
PP	1,751.50	1,751.50	1,751.50	1,758.50
S1	1,723.75	1,723.75	1,746.75	1,737.50
S2	1,695.50	1,695.50	1,741.75
S3	1,639.50	1,667.75	1,736.50
S4	1,583.50	1,611.75	1,721.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,779.25	1,713.00	66.25	3.9%	34.50	2.0%	10%	False	True	348,612
10	1,779.25	1,713.00	66.25	3.9%	30.25	1.8%	10%	False	True	310,638
20	1,779.25	1,649.75	129.50	7.5%	29.50	1.7%	54%	False	False	305,683
40	1,779.25	1,582.50	196.75	11.4%	28.50	1.7%	70%	False	False	246,768
60	1,779.25	1,559.25	220.00	12.8%	29.25	1.7%	73%	False	False	164,757
80	1,779.25	1,391.25	388.00	22.6%	28.75	1.7%	85%	False	False	123,624

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	8.68
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,916.50
2.618	1,853.25
1.618	1,814.50
1.000	1,790.50
0.618	1,775.75
HIGH	1,751.75
0.618	1,737.00
0.500	1,732.50
0.382	1,727.75
LOW	1,713.00
0.618	1,689.00
1.000	1,674.25
1.618	1,650.25
2.618	1,611.50
4.250	1,548.25

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	1,732.50	1,745.50
PP	1,728.25	1,737.00
S1	1,724.00	1,728.50

Download as Excel Spreadsheet

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

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