E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 26-Aug-2008

Day Change Summary
	Previous	Current
	25-Aug-2008	26-Aug-2008	Change	Change %	Previous Week
Open	1,930.00	1,894.75	-35.25	-1.8%	1,964.00
High	1,930.75	1,903.75	-27.00	-1.4%	1,976.00
Low	1,887.00	1,876.50	-10.50	-0.6%	1,888.25
Close	1,895.00	1,891.50	-3.50	-0.2%	1,929.50
Range	43.75	27.25	-16.50	-37.7%	87.75
ATR	42.26	41.18	-1.07	-2.5%	0.00
Volume	271,663	351,009	79,346	29.2%	1,729,150

Daily Pivots for day following 26-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,972.25	1,959.25	1,906.50
R3	1,945.00	1,932.00	1,899.00
R2	1,917.75	1,917.75	1,896.50
R1	1,904.75	1,904.75	1,894.00	1,897.50
PP	1,890.50	1,890.50	1,890.50	1,887.00
S1	1,877.50	1,877.50	1,889.00	1,870.50
S2	1,863.25	1,863.25	1,886.50
S3	1,836.00	1,850.25	1,884.00
S4	1,808.75	1,823.00	1,876.50

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	1,941.25	1,876.50	64.75	3.4%	34.75	1.8%	23%	False	True	330,567
10	1,977.25	1,876.50	100.75	5.3%	37.00	2.0%	15%	False	True	362,281
20	1,977.25	1,801.75	175.50	9.3%	41.00	2.2%	51%	False	False	380,959
40	1,977.25	1,765.25	212.00	11.2%	45.75	2.4%	60%	False	False	422,401
60	2,070.75	1,765.25	305.50	16.2%	46.25	2.4%	41%	False	False	368,358
80	2,070.75	1,765.25	305.50	16.2%	43.25	2.3%	41%	False	False	276,433
100	2,070.75	1,765.25	305.50	16.2%	42.00	2.2%	41%	False	False	221,266

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	8.40
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,019.50
2.618	1,975.00
1.618	1,947.75
1.000	1,931.00
0.618	1,920.50
HIGH	1,903.75
0.618	1,893.25
0.500	1,890.00
0.382	1,887.00
LOW	1,876.50
0.618	1,859.75
1.000	1,849.25
1.618	1,832.50
2.618	1,805.25
4.250	1,760.75

Fisher Pivots for day following 26-Aug-2008
Pivot	1 day	3 day
R1	1,891.00	1,909.00
PP	1,890.50	1,903.00
S1	1,890.00	1,897.25

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

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