E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 09-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	09-Sep-2008	Change	Change %	Previous Week
Open	1,794.50	1,762.50	-32.00	-1.8%	1,875.25
High	1,815.25	1,780.25	-35.00	-1.9%	1,915.50
Low	1,735.25	1,720.75	-14.50	-0.8%	1,741.25
Close	1,760.75	1,728.75	-32.00	-1.8%	1,770.00
Range	80.00	59.50	-20.50	-25.6%	174.25
ATR	45.85	46.82	0.98	2.1%	0.00
Volume	472,011	571,291	99,280	21.0%	1,721,196

Daily Pivots for day following 09-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,921.75	1,884.75	1,761.50
R3	1,862.25	1,825.25	1,745.00
R2	1,802.75	1,802.75	1,739.75
R1	1,765.75	1,765.75	1,734.25	1,754.50
PP	1,743.25	1,743.25	1,743.25	1,737.50
S1	1,706.25	1,706.25	1,723.25	1,695.00
S2	1,683.75	1,683.75	1,717.75
S3	1,624.25	1,646.75	1,712.50
S4	1,564.75	1,587.25	1,696.00

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	1,859.50	1,720.75	138.75	8.0%	55.75	3.2%	6%	False	True	479,562
10	1,924.00	1,720.75	203.25	11.8%	48.50	2.8%	4%	False	True	396,207
20	1,977.25	1,720.75	256.50	14.8%	42.75	2.5%	3%	False	True	383,247
40	1,977.25	1,720.75	256.50	14.8%	44.75	2.6%	3%	False	True	405,577
60	2,005.75	1,720.75	285.00	16.5%	46.25	2.7%	3%	False	True	421,883
80	2,070.75	1,720.75	350.00	20.2%	45.00	2.6%	2%	False	True	321,517
100	2,070.75	1,720.75	350.00	20.2%	43.00	2.5%	2%	False	True	257,309

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	11.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,033.00
2.618	1,936.00
1.618	1,876.50
1.000	1,839.75
0.618	1,817.00
HIGH	1,780.25
0.618	1,757.50
0.500	1,750.50
0.382	1,743.50
LOW	1,720.75
0.618	1,684.00
1.000	1,661.25
1.618	1,624.50
2.618	1,565.00
4.250	1,468.00

Fisher Pivots for day following 09-Sep-2008
Pivot	1 day	3 day
R1	1,750.50	1,768.00
PP	1,743.25	1,755.00
S1	1,736.00	1,741.75

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

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