E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 05-Sep-2008

Day Change Summary
	Previous	Current
	04-Sep-2008	05-Sep-2008	Change	Change %	Previous Week
Open	1,836.25	1,774.75	-61.50	-3.3%	1,875.25
High	1,836.25	1,780.50	-55.75	-3.0%	1,915.50
Low	1,774.00	1,741.25	-32.75	-1.8%	1,741.25
Close	1,775.75	1,770.00	-5.75	-0.3%	1,770.00
Range	62.25	39.25	-23.00	-36.9%	174.25
ATR	43.52	43.22	-0.31	-0.7%	0.00
Volume	406,931	491,522	84,591	20.8%	1,721,196

Daily Pivots for day following 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,881.75	1,865.00	1,791.50
R3	1,842.50	1,825.75	1,780.75
R2	1,803.25	1,803.25	1,777.25
R1	1,786.50	1,786.50	1,773.50	1,775.25
PP	1,764.00	1,764.00	1,764.00	1,758.25
S1	1,747.25	1,747.25	1,766.50	1,736.00
S2	1,724.75	1,724.75	1,762.75
S3	1,685.50	1,708.00	1,759.25
S4	1,646.25	1,668.75	1,748.50

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,331.75	2,225.00	1,865.75
R3	2,157.50	2,050.75	1,818.00
R2	1,983.25	1,983.25	1,802.00
R1	1,876.50	1,876.50	1,786.00	1,842.75
PP	1,809.00	1,809.00	1,809.00	1,792.00
S1	1,702.25	1,702.25	1,754.00	1,668.50
S2	1,634.75	1,634.75	1,738.00
S3	1,460.50	1,528.00	1,722.00
S4	1,286.25	1,353.75	1,674.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,915.50	1,741.25	174.25	9.8%	50.25	2.8%	16%	False	True	401,422
10	1,941.25	1,741.25	200.00	11.3%	43.00	2.4%	14%	False	True	349,377
20	1,977.25	1,741.25	236.00	13.3%	41.00	2.3%	12%	False	True	369,424
40	1,977.25	1,741.25	236.00	13.3%	44.50	2.5%	12%	False	True	407,152
60	2,005.75	1,741.25	264.50	14.9%	45.50	2.6%	11%	False	True	410,698
80	2,070.75	1,741.25	329.50	18.6%	44.25	2.5%	9%	False	True	308,490
100	2,070.75	1,741.25	329.50	18.6%	42.50	2.4%	9%	False	True	246,911

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	8.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,947.25
2.618	1,883.25
1.618	1,844.00
1.000	1,819.75
0.618	1,804.75
HIGH	1,780.50
0.618	1,765.50
0.500	1,761.00
0.382	1,756.25
LOW	1,741.25
0.618	1,717.00
1.000	1,702.00
1.618	1,677.75
2.618	1,638.50
4.250	1,574.50

Fisher Pivots for day following 05-Sep-2008
Pivot	1 day	3 day
R1	1,767.00	1,800.50
PP	1,764.00	1,790.25
S1	1,761.00	1,780.00

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

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