E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 18-Aug-2008

Day Change Summary
	Previous	Current
	15-Aug-2008	18-Aug-2008	Change	Change %	Previous Week
Open	1,966.00	1,964.00	-2.00	-0.1%	1,921.00
High	1,977.25	1,976.00	-1.25	-0.1%	1,977.25
Low	1,952.50	1,923.75	-28.75	-1.5%	1,918.75
Close	1,965.50	1,943.50	-22.00	-1.1%	1,965.50
Range	24.75	52.25	27.50	111.1%	58.50
ATR	43.51	44.13	0.62	1.4%	0.00
Volume	440,377	346,035	-94,342	-21.4%	2,107,363

Daily Pivots for day following 18-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,104.50	2,076.25	1,972.25
R3	2,052.25	2,024.00	1,957.75
R2	2,000.00	2,000.00	1,953.00
R1	1,971.75	1,971.75	1,948.25	1,959.75
PP	1,947.75	1,947.75	1,947.75	1,941.75
S1	1,919.50	1,919.50	1,938.75	1,907.50
S2	1,895.50	1,895.50	1,934.00
S3	1,843.25	1,867.25	1,929.25
S4	1,791.00	1,815.00	1,914.75

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,129.25	2,106.00	1,997.75
R3	2,070.75	2,047.50	1,981.50
R2	2,012.25	2,012.25	1,976.25
R1	1,989.00	1,989.00	1,970.75	2,000.50
PP	1,953.75	1,953.75	1,953.75	1,959.75
S1	1,930.50	1,930.50	1,960.25	1,942.00
S2	1,895.25	1,895.25	1,954.75
S3	1,836.75	1,872.00	1,949.50
S4	1,778.25	1,813.50	1,933.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,977.25	1,923.75	53.50	2.8%	36.25	1.9%	37%	False	True	409,618
10	1,977.25	1,810.00	167.25	8.6%	42.75	2.2%	80%	False	False	392,400
20	1,977.25	1,787.75	189.50	9.8%	44.25	2.3%	82%	False	False	396,730
40	1,977.25	1,765.25	212.00	10.9%	47.00	2.4%	84%	False	False	437,873
60	2,070.75	1,765.25	305.50	15.7%	45.75	2.4%	58%	False	False	335,009
80	2,070.75	1,765.25	305.50	15.7%	43.00	2.2%	58%	False	False	251,374
100	2,070.75	1,765.25	305.50	15.7%	42.25	2.2%	58%	False	False	201,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.30
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,198.00
2.618	2,112.75
1.618	2,060.50
1.000	2,028.25
0.618	2,008.25
HIGH	1,976.00
0.618	1,956.00
0.500	1,950.00
0.382	1,943.75
LOW	1,923.75
0.618	1,891.50
1.000	1,871.50
1.618	1,839.25
2.618	1,787.00
4.250	1,701.75

Fisher Pivots for day following 18-Aug-2008
Pivot	1 day	3 day
R1	1,950.00	1,950.50
PP	1,947.75	1,948.25
S1	1,945.50	1,945.75

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

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