E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 08-Sep-2008

Day Change Summary
	Previous	Current
	05-Sep-2008	08-Sep-2008	Change	Change %	Previous Week
Open	1,774.75	1,794.50	19.75	1.1%	1,875.25
High	1,780.50	1,815.25	34.75	2.0%	1,915.50
Low	1,741.25	1,735.25	-6.00	-0.3%	1,741.25
Close	1,770.00	1,760.75	-9.25	-0.5%	1,770.00
Range	39.25	80.00	40.75	103.8%	174.25
ATR	43.22	45.85	2.63	6.1%	0.00
Volume	491,522	472,011	-19,511	-4.0%	1,721,196

Daily Pivots for day following 08-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,010.50	1,965.50	1,804.75
R3	1,930.50	1,885.50	1,782.75
R2	1,850.50	1,850.50	1,775.50
R1	1,805.50	1,805.50	1,768.00	1,788.00
PP	1,770.50	1,770.50	1,770.50	1,761.50
S1	1,725.50	1,725.50	1,753.50	1,708.00
S2	1,690.50	1,690.50	1,746.00
S3	1,610.50	1,645.50	1,738.75
S4	1,530.50	1,565.50	1,716.75

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	1,735.25	180.25	10.2%	58.25	3.3%	14%	False	True	438,641
10	1,930.75	1,735.25	195.50	11.1%	47.00	2.7%	13%	False	True	366,244
20	1,977.25	1,735.25	242.00	13.7%	42.25	2.4%	11%	False	True	374,947
40	1,977.25	1,735.25	242.00	13.7%	44.50	2.5%	11%	False	True	405,947
60	2,005.75	1,735.25	270.50	15.4%	46.25	2.6%	9%	False	True	417,971
80	2,070.75	1,735.25	335.50	19.1%	44.75	2.5%	8%	False	True	314,387
100	2,070.75	1,735.25	335.50	19.1%	43.00	2.4%	8%	False	True	251,601

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	9.78
Widest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	2,155.25
2.618	2,024.75
1.618	1,944.75
1.000	1,895.25
0.618	1,864.75
HIGH	1,815.25
0.618	1,784.75
0.500	1,775.25
0.382	1,765.75
LOW	1,735.25
0.618	1,685.75
1.000	1,655.25
1.618	1,605.75
2.618	1,525.75
4.250	1,395.25

Fisher Pivots for day following 08-Sep-2008
Pivot	1 day	3 day
R1	1,775.25	1,785.75
PP	1,770.50	1,777.50
S1	1,765.50	1,769.00

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

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