E-mini NASDAQ-100 Future December 2009

Trading Metrics calculated at close of trading on 04-Dec-2009

Day Change Summary
	Previous	Current
	03-Dec-2009	04-Dec-2009	Change	Change %	Previous Week
Open	1,791.50	1,779.50	-12.00	-0.7%	1,763.00
High	1,806.75	1,816.25	9.50	0.5%	1,816.25
Low	1,777.75	1,772.75	-5.00	-0.3%	1,750.25
Close	1,780.25	1,795.00	14.75	0.8%	1,795.00
Range	29.00	43.50	14.50	50.0%	66.00
ATR	30.17	31.13	0.95	3.2%	0.00
Volume	246,295	282,247	35,952	14.6%	1,363,223

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,925.25	1,903.50	1,819.00
R3	1,881.75	1,860.00	1,807.00
R2	1,838.25	1,838.25	1,803.00
R1	1,816.50	1,816.50	1,799.00	1,827.50
PP	1,794.75	1,794.75	1,794.75	1,800.00
S1	1,773.00	1,773.00	1,791.00	1,784.00
S2	1,751.25	1,751.25	1,787.00
S3	1,707.75	1,729.50	1,783.00
S4	1,664.25	1,686.00	1,771.00

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,985.25	1,956.00	1,831.25
R3	1,919.25	1,890.00	1,813.25
R2	1,853.25	1,853.25	1,807.00
R1	1,824.00	1,824.00	1,801.00	1,838.50
PP	1,787.25	1,787.25	1,787.25	1,794.50
S1	1,758.00	1,758.00	1,789.00	1,772.50
S2	1,721.25	1,721.25	1,783.00
S3	1,655.25	1,692.00	1,776.75
S4	1,589.25	1,626.00	1,758.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,816.25	1,750.25	66.00	3.7%	30.25	1.7%	68%	True	False	272,644
10	1,816.25	1,722.25	94.00	5.2%	30.75	1.7%	77%	True	False	259,729
20	1,816.25	1,705.00	111.25	6.2%	28.75	1.6%	81%	True	False	267,171
40	1,816.25	1,650.25	166.00	9.2%	30.25	1.7%	87%	True	False	297,476
60	1,816.25	1,649.75	166.50	9.3%	29.75	1.7%	87%	True	False	298,790
80	1,816.25	1,559.25	257.00	14.3%	30.00	1.7%	92%	True	False	224,902
100	1,816.25	1,488.00	328.25	18.3%	29.50	1.6%	94%	True	False	179,977

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.95
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,001.00
2.618	1,930.25
1.618	1,886.75
1.000	1,859.75
0.618	1,843.25
HIGH	1,816.25
0.618	1,799.75
0.500	1,794.50
0.382	1,789.25
LOW	1,772.75
0.618	1,745.75
1.000	1,729.25
1.618	1,702.25
2.618	1,658.75
4.250	1,588.00

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	1,794.75	1,794.75
PP	1,794.75	1,794.75
S1	1,794.50	1,794.50

Download as Excel Spreadsheet

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

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