E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 07-Aug-2008

Day Change Summary
	Previous	Current
	06-Aug-2008	07-Aug-2008	Change	Change %	Previous Week
Open	1,869.00	1,896.50	27.50	1.5%	1,845.25
High	1,906.75	1,907.75	1.00	0.1%	1,878.75
Low	1,856.00	1,876.50	20.50	1.1%	1,800.00
Close	1,896.25	1,886.00	-10.25	-0.5%	1,833.00
Range	50.75	31.25	-19.50	-38.4%	78.75
ATR	48.20	46.99	-1.21	-2.5%	0.00
Volume	408,417	418,191	9,774	2.4%	1,880,899

Daily Pivots for day following 07-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,983.75	1,966.25	1,903.25
R3	1,952.50	1,935.00	1,894.50
R2	1,921.25	1,921.25	1,891.75
R1	1,903.75	1,903.75	1,888.75	1,897.00
PP	1,890.00	1,890.00	1,890.00	1,886.75
S1	1,872.50	1,872.50	1,883.25	1,865.50
S2	1,858.75	1,858.75	1,880.25
S3	1,827.50	1,841.25	1,877.50
S4	1,796.25	1,810.00	1,868.75

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,073.50	2,032.00	1,876.25
R3	1,994.75	1,953.25	1,854.75
R2	1,916.00	1,916.00	1,847.50
R1	1,874.50	1,874.50	1,840.25	1,856.00
PP	1,837.25	1,837.25	1,837.25	1,828.00
S1	1,795.75	1,795.75	1,825.75	1,777.00
S2	1,758.50	1,758.50	1,818.50
S3	1,679.75	1,717.00	1,811.25
S4	1,601.00	1,638.25	1,789.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,907.75	1,801.75	106.00	5.6%	47.50	2.5%	79%	True	False	402,322
10	1,907.75	1,800.00	107.75	5.7%	46.50	2.5%	80%	True	False	385,667
20	1,907.75	1,765.25	142.50	7.6%	48.00	2.5%	85%	True	False	444,880
40	2,005.75	1,765.25	240.50	12.8%	48.00	2.5%	50%	False	False	431,335
60	2,070.75	1,765.25	305.50	16.2%	45.25	2.4%	40%	False	False	288,179
80	2,070.75	1,765.25	305.50	16.2%	42.75	2.3%	40%	False	False	216,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	9.13
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2,040.50
2.618	1,989.50
1.618	1,958.25
1.000	1,939.00
0.618	1,927.00
HIGH	1,907.75
0.618	1,895.75
0.500	1,892.00
0.382	1,888.50
LOW	1,876.50
0.618	1,857.25
1.000	1,845.25
1.618	1,826.00
2.618	1,794.75
4.250	1,743.75

Fisher Pivots for day following 07-Aug-2008
Pivot	1 day	3 day
R1	1,892.00	1,877.00
PP	1,890.00	1,868.00
S1	1,888.00	1,859.00

Download as Excel Spreadsheet

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

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