E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 29-Aug-2008

Day Change Summary
	Previous	Current
	28-Aug-2008	29-Aug-2008	Change	Change %	Previous Week
Open	1,901.00	1,905.00	4.00	0.2%	1,930.00
High	1,924.00	1,908.00	-16.00	-0.8%	1,930.75
Low	1,891.00	1,867.50	-23.50	-1.2%	1,867.50
Close	1,905.50	1,875.00	-30.50	-1.6%	1,875.00
Range	33.00	40.50	7.50	22.7%	63.25
ATR	40.16	40.18	0.02	0.1%	0.00
Volume	297,429	285,917	-11,512	-3.9%	1,469,238

Daily Pivots for day following 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,005.00	1,980.50	1,897.25
R3	1,964.50	1,940.00	1,886.25
R2	1,924.00	1,924.00	1,882.50
R1	1,899.50	1,899.50	1,878.75	1,891.50
PP	1,883.50	1,883.50	1,883.50	1,879.50
S1	1,859.00	1,859.00	1,871.25	1,851.00
S2	1,843.00	1,843.00	1,867.50
S3	1,802.50	1,818.50	1,863.75
S4	1,762.00	1,778.00	1,852.75

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,080.75	2,041.25	1,909.75
R3	2,017.50	1,978.00	1,892.50
R2	1,954.25	1,954.25	1,886.50
R1	1,914.75	1,914.75	1,880.75	1,903.00
PP	1,891.00	1,891.00	1,891.00	1,885.25
S1	1,851.50	1,851.50	1,869.25	1,839.50
S2	1,827.75	1,827.75	1,863.50
S3	1,764.50	1,788.25	1,857.50
S4	1,701.25	1,725.00	1,840.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,930.75	1,867.50	63.25	3.4%	35.75	1.9%	12%	False	True	293,847
10	1,976.00	1,867.50	108.50	5.8%	37.75	2.0%	7%	False	True	319,838
20	1,977.25	1,801.75	175.50	9.4%	39.50	2.1%	42%	False	False	361,526
40	1,977.25	1,765.25	212.00	11.3%	44.50	2.4%	52%	False	False	407,852
60	2,070.75	1,765.25	305.50	16.3%	45.75	2.4%	36%	False	False	382,362
80	2,070.75	1,765.25	305.50	16.3%	43.00	2.3%	36%	False	False	286,999
100	2,070.75	1,765.25	305.50	16.3%	42.00	2.2%	36%	False	False	229,715

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	7.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,080.00
2.618	2,014.00
1.618	1,973.50
1.000	1,948.50
0.618	1,933.00
HIGH	1,908.00
0.618	1,892.50
0.500	1,887.75
0.382	1,883.00
LOW	1,867.50
0.618	1,842.50
1.000	1,827.00
1.618	1,802.00
2.618	1,761.50
4.250	1,695.50

Fisher Pivots for day following 29-Aug-2008
Pivot	1 day	3 day
R1	1,887.75	1,895.75
PP	1,883.50	1,888.75
S1	1,879.25	1,882.00

Download as Excel Spreadsheet

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

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