E-mini NASDAQ-100 Future December 2009

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

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	1,747.50	1,719.50	-28.00	-1.6%	1,730.00
High	1,751.75	1,723.00	-28.75	-1.6%	1,779.25
Low	1,713.00	1,677.25	-35.75	-2.1%	1,723.25
Close	1,719.75	1,680.00	-39.75	-2.3%	1,752.00
Range	38.75	45.75	7.00	18.1%	56.00
ATR	29.97	31.10	1.13	3.8%	0.00
Volume	393,166	442,445	49,279	12.5%	1,595,583

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,830.75	1,801.00	1,705.25
R3	1,785.00	1,755.25	1,692.50
R2	1,739.25	1,739.25	1,688.50
R1	1,709.50	1,709.50	1,684.25	1,701.50
PP	1,693.50	1,693.50	1,693.50	1,689.50
S1	1,663.75	1,663.75	1,675.75	1,655.75
S2	1,647.75	1,647.75	1,671.50
S3	1,602.00	1,618.00	1,667.50
S4	1,556.25	1,572.25	1,654.75

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	1,778.25	1,677.25	101.00	6.0%	37.00	2.2%	3%	False	True	372,023
10	1,779.25	1,677.25	102.00	6.1%	33.25	2.0%	3%	False	True	333,008
20	1,779.25	1,649.75	129.50	7.7%	29.75	1.8%	23%	False	False	313,973
40	1,779.25	1,582.50	196.75	11.7%	28.25	1.7%	50%	False	False	257,816
60	1,779.25	1,559.25	220.00	13.1%	29.75	1.8%	55%	False	False	172,122
80	1,779.25	1,391.25	388.00	23.1%	28.75	1.7%	74%	False	False	129,154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.80
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,917.50
2.618	1,842.75
1.618	1,797.00
1.000	1,768.75
0.618	1,751.25
HIGH	1,723.00
0.618	1,705.50
0.500	1,700.00
0.382	1,694.75
LOW	1,677.25
0.618	1,649.00
1.000	1,631.50
1.618	1,603.25
2.618	1,557.50
4.250	1,482.75

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	1,700.00	1,727.25
PP	1,693.50	1,711.50
S1	1,686.75	1,695.75

Download as Excel Spreadsheet

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

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