E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	1,905.00	1,875.25	-29.75	-1.6%	1,930.00
High	1,908.00	1,915.50	7.50	0.4%	1,930.75
Low	1,867.50	1,844.00	-23.50	-1.3%	1,867.50
Close	1,875.00	1,851.75	-23.25	-1.2%	1,875.00
Range	40.50	71.50	31.00	76.5%	63.25
ATR	40.18	42.42	2.24	5.6%	0.00
Volume	285,917	366,685	80,768	28.2%	1,469,238

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,085.00	2,039.75	1,891.00
R3	2,013.50	1,968.25	1,871.50
R2	1,942.00	1,942.00	1,864.75
R1	1,896.75	1,896.75	1,858.25	1,883.50
PP	1,870.50	1,870.50	1,870.50	1,863.75
S1	1,825.25	1,825.25	1,845.25	1,812.00
S2	1,799.00	1,799.00	1,838.75
S3	1,727.50	1,753.75	1,832.00
S4	1,656.00	1,682.25	1,812.50

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	1,924.00	1,844.00	80.00	4.3%	41.25	2.2%	10%	False	True	312,852
10	1,946.50	1,844.00	102.50	5.5%	39.75	2.1%	8%	False	True	321,903
20	1,977.25	1,810.00	167.25	9.0%	41.25	2.2%	25%	False	False	357,152
40	1,977.25	1,765.25	212.00	11.4%	45.00	2.4%	41%	False	False	408,854
60	2,009.00	1,765.25	243.75	13.2%	45.75	2.5%	35%	False	False	388,441
80	2,070.75	1,765.25	305.50	16.5%	43.75	2.4%	28%	False	False	291,578
100	2,070.75	1,765.25	305.50	16.5%	42.00	2.3%	28%	False	False	233,378

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.00
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	2,219.50
2.618	2,102.75
1.618	2,031.25
1.000	1,987.00
0.618	1,959.75
HIGH	1,915.50
0.618	1,888.25
0.500	1,879.75
0.382	1,871.25
LOW	1,844.00
0.618	1,799.75
1.000	1,772.50
1.618	1,728.25
2.618	1,656.75
4.250	1,540.00

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	1,879.75	1,884.00
PP	1,870.50	1,873.25
S1	1,861.00	1,862.50

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

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