E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 13-Aug-2008

Day Change Summary
	Previous	Current
	12-Aug-2008	13-Aug-2008	Change	Change %	Previous Week
Open	1,941.50	1,944.75	3.25	0.2%	1,833.25
High	1,961.00	1,959.25	-1.75	-0.1%	1,932.00
Low	1,931.25	1,923.75	-7.50	-0.4%	1,801.75
Close	1,944.75	1,941.50	-3.25	-0.2%	1,923.75
Range	29.75	35.50	5.75	19.3%	130.25
ATR	46.13	45.37	-0.76	-1.6%	0.00
Volume	431,061	386,802	-44,259	-10.3%	1,924,787

Daily Pivots for day following 13-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,048.00	2,030.25	1,961.00
R3	2,012.50	1,994.75	1,951.25
R2	1,977.00	1,977.00	1,948.00
R1	1,959.25	1,959.25	1,944.75	1,950.50
PP	1,941.50	1,941.50	1,941.50	1,937.00
S1	1,923.75	1,923.75	1,938.25	1,915.00
S2	1,906.00	1,906.00	1,935.00
S3	1,870.50	1,888.25	1,931.75
S4	1,835.00	1,852.75	1,922.00

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,276.50	2,230.50	1,995.50
R3	2,146.25	2,100.25	1,959.50
R2	2,016.00	2,016.00	1,947.75
R1	1,970.00	1,970.00	1,935.75	1,993.00
PP	1,885.75	1,885.75	1,885.75	1,897.50
S1	1,839.75	1,839.75	1,911.75	1,862.75
S2	1,755.50	1,755.50	1,899.75
S3	1,625.25	1,709.50	1,888.00
S4	1,495.00	1,579.25	1,852.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,966.00	1,876.50	89.50	4.6%	39.25	2.0%	73%	False	False	400,580
10	1,966.00	1,801.75	164.25	8.5%	45.00	2.3%	85%	False	False	400,908
20	1,966.00	1,787.75	178.25	9.2%	43.25	2.2%	86%	False	False	410,515
40	2,001.75	1,765.25	236.50	12.2%	48.00	2.5%	75%	False	False	441,805
60	2,070.75	1,765.25	305.50	15.7%	45.50	2.3%	58%	False	False	314,542
80	2,070.75	1,765.25	305.50	15.7%	43.00	2.2%	58%	False	False	236,003
100	2,070.75	1,765.25	305.50	15.7%	42.00	2.2%	58%	False	False	188,928

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,110.00
2.618	2,052.25
1.618	2,016.75
1.000	1,994.75
0.618	1,981.25
HIGH	1,959.25
0.618	1,945.75
0.500	1,941.50
0.382	1,937.25
LOW	1,923.75
0.618	1,901.75
1.000	1,888.25
1.618	1,866.25
2.618	1,830.75
4.250	1,773.00

Fisher Pivots for day following 13-Aug-2008
Pivot	1 day	3 day
R1	1,941.50	1,942.50
PP	1,941.50	1,942.00
S1	1,941.50	1,941.75

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

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