E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	1,918.75	1,915.75	-3.00	-0.2%	1,921.00
High	1,936.00	1,917.00	-19.00	-1.0%	1,977.25
Low	1,902.25	1,888.25	-14.00	-0.7%	1,918.75
Close	1,916.00	1,907.25	-8.75	-0.5%	1,965.50
Range	33.75	28.75	-5.00	-14.8%	58.50
ATR	43.35	42.31	-1.04	-2.4%	0.00
Volume	385,099	341,719	-43,380	-11.3%	2,107,363

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,990.50	1,977.50	1,923.00
R3	1,961.75	1,948.75	1,915.25
R2	1,933.00	1,933.00	1,912.50
R1	1,920.00	1,920.00	1,910.00	1,912.00
PP	1,904.25	1,904.25	1,904.25	1,900.25
S1	1,891.25	1,891.25	1,904.50	1,883.50
S2	1,875.50	1,875.50	1,902.00
S3	1,846.75	1,862.50	1,899.25
S4	1,818.00	1,833.75	1,891.50

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	1,888.25	89.00	4.7%	36.50	1.9%	21%	False	True	373,236
10	1,977.25	1,879.25	98.00	5.1%	38.75	2.0%	29%	False	False	389,470
20	1,977.25	1,800.00	177.25	9.3%	42.50	2.2%	61%	False	False	387,569
40	1,977.25	1,765.25	212.00	11.1%	46.50	2.4%	67%	False	False	432,307
60	2,070.75	1,765.25	305.50	16.0%	46.25	2.4%	46%	False	False	352,975
80	2,070.75	1,765.25	305.50	16.0%	43.25	2.3%	46%	False	False	264,863
100	2,070.75	1,765.25	305.50	16.0%	42.00	2.2%	46%	False	False	212,018

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	8.83
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,039.25
2.618	1,992.25
1.618	1,963.50
1.000	1,945.75
0.618	1,934.75
HIGH	1,917.00
0.618	1,906.00
0.500	1,902.50
0.382	1,899.25
LOW	1,888.25
0.618	1,870.50
1.000	1,859.50
1.618	1,841.75
2.618	1,813.00
4.250	1,766.00

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	1,905.75	1,917.50
PP	1,904.25	1,914.00
S1	1,902.50	1,910.50

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

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