E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 04-Sep-2008

Day Change Summary
	Previous	Current
	03-Sep-2008	04-Sep-2008	Change	Change %	Previous Week
Open	1,851.75	1,836.25	-15.50	-0.8%	1,930.00
High	1,859.50	1,836.25	-23.25	-1.3%	1,930.75
Low	1,821.75	1,774.00	-47.75	-2.6%	1,867.50
Close	1,834.25	1,775.75	-58.50	-3.2%	1,875.00
Range	37.75	62.25	24.50	64.9%	63.25
ATR	42.08	43.52	1.44	3.4%	0.00
Volume	456,058	406,931	-49,127	-10.8%	1,469,238

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,982.00	1,941.25	1,810.00
R3	1,919.75	1,879.00	1,792.75
R2	1,857.50	1,857.50	1,787.25
R1	1,816.75	1,816.75	1,781.50	1,806.00
PP	1,795.25	1,795.25	1,795.25	1,790.00
S1	1,754.50	1,754.50	1,770.00	1,743.75
S2	1,733.00	1,733.00	1,764.25
S3	1,670.75	1,692.25	1,758.75
S4	1,608.50	1,630.00	1,741.50

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	1,774.00	150.00	8.4%	49.00	2.8%	1%	False	True	362,604
10	1,941.25	1,774.00	167.25	9.4%	42.00	2.4%	1%	False	True	334,397
20	1,977.25	1,774.00	203.25	11.4%	40.50	2.3%	1%	False	True	365,757
40	1,977.25	1,765.25	212.00	11.9%	44.50	2.5%	5%	False	False	405,490
60	2,005.75	1,765.25	240.50	13.5%	46.00	2.6%	4%	False	False	402,653
80	2,070.75	1,765.25	305.50	17.2%	44.25	2.5%	3%	False	False	302,351
100	2,070.75	1,765.25	305.50	17.2%	42.50	2.4%	3%	False	False	241,996

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	7.80
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,100.75
2.618	1,999.25
1.618	1,937.00
1.000	1,898.50
0.618	1,874.75
HIGH	1,836.25
0.618	1,812.50
0.500	1,805.00
0.382	1,797.75
LOW	1,774.00
0.618	1,735.50
1.000	1,711.75
1.618	1,673.25
2.618	1,611.00
4.250	1,509.50

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	1,805.00	1,844.75
PP	1,795.25	1,821.75
S1	1,785.50	1,798.75

Download as Excel Spreadsheet

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

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