E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 25-Aug-2008

Day Change Summary
	Previous	Current
	22-Aug-2008	25-Aug-2008	Change	Change %	Previous Week
Open	1,906.75	1,930.00	23.25	1.2%	1,964.00
High	1,941.25	1,930.75	-10.50	-0.5%	1,976.00
Low	1,901.25	1,887.00	-14.25	-0.7%	1,888.25
Close	1,929.50	1,895.00	-34.50	-1.8%	1,929.50
Range	40.00	43.75	3.75	9.4%	87.75
ATR	42.14	42.26	0.11	0.3%	0.00
Volume	303,345	271,663	-31,682	-10.4%	1,729,150

Daily Pivots for day following 25-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,035.50	2,009.00	1,919.00
R3	1,991.75	1,965.25	1,907.00
R2	1,948.00	1,948.00	1,903.00
R1	1,921.50	1,921.50	1,899.00	1,913.00
PP	1,904.25	1,904.25	1,904.25	1,900.00
S1	1,877.75	1,877.75	1,891.00	1,869.00
S2	1,860.50	1,860.50	1,887.00
S3	1,816.75	1,834.00	1,883.00
S4	1,773.00	1,790.25	1,871.00

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,194.50	2,149.75	1,977.75
R3	2,106.75	2,062.00	1,953.75
R2	2,019.00	2,019.00	1,945.50
R1	1,974.25	1,974.25	1,937.50	1,952.75
PP	1,931.25	1,931.25	1,931.25	1,920.50
S1	1,886.50	1,886.50	1,921.50	1,865.00
S2	1,843.50	1,843.50	1,913.50
S3	1,755.75	1,798.75	1,905.25
S4	1,668.00	1,711.00	1,881.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,946.50	1,887.00	59.50	3.1%	38.00	2.0%	13%	False	True	330,955
10	1,977.25	1,887.00	90.25	4.8%	37.25	2.0%	9%	False	True	370,286
20	1,977.25	1,801.75	175.50	9.3%	42.25	2.2%	53%	False	False	380,969
40	1,977.25	1,765.25	212.00	11.2%	45.75	2.4%	61%	False	False	424,492
60	2,070.75	1,765.25	305.50	16.1%	46.75	2.5%	42%	False	False	362,516
80	2,070.75	1,765.25	305.50	16.1%	43.25	2.3%	42%	False	False	272,046
100	2,070.75	1,765.25	305.50	16.1%	42.00	2.2%	42%	False	False	217,759

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.53
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,116.75
2.618	2,045.25
1.618	2,001.50
1.000	1,974.50
0.618	1,957.75
HIGH	1,930.75
0.618	1,914.00
0.500	1,909.00
0.382	1,903.75
LOW	1,887.00
0.618	1,860.00
1.000	1,843.25
1.618	1,816.25
2.618	1,772.50
4.250	1,701.00

Fisher Pivots for day following 25-Aug-2008
Pivot	1 day	3 day
R1	1,909.00	1,914.00
PP	1,904.25	1,907.75
S1	1,899.50	1,901.50

Download as Excel Spreadsheet

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

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