E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	1,721.00	1,730.00	9.00	0.5%	1,794.50
High	1,740.75	1,739.75	-1.00	-0.1%	1,815.25
Low	1,684.00	1,634.25	-49.75	-3.0%	1,705.25
Close	1,726.25	1,640.75	-85.50	-5.0%	1,773.25
Range	56.75	105.50	48.75	85.9%	110.00
ATR	48.73	52.78	4.06	8.3%	0.00
Volume	103,606	136,486	32,880	31.7%	2,263,586

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,988.00	1,920.00	1,698.75
R3	1,882.50	1,814.50	1,669.75
R2	1,777.00	1,777.00	1,660.00
R1	1,709.00	1,709.00	1,650.50	1,690.25
PP	1,671.50	1,671.50	1,671.50	1,662.25
S1	1,603.50	1,603.50	1,631.00	1,584.75
S2	1,566.00	1,566.00	1,621.50
S3	1,460.50	1,498.00	1,611.75
S4	1,355.00	1,392.50	1,582.75

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,094.50	2,044.00	1,833.75
R3	1,984.50	1,934.00	1,803.50
R2	1,874.50	1,874.50	1,793.50
R1	1,824.00	1,824.00	1,783.25	1,794.25
PP	1,764.50	1,764.50	1,764.50	1,749.75
S1	1,714.00	1,714.00	1,763.25	1,684.25
S2	1,654.50	1,654.50	1,753.00
S3	1,544.50	1,604.00	1,743.00
S4	1,434.50	1,494.00	1,712.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,780.00	1,634.25	145.75	8.9%	65.50	4.0%	4%	False	True	225,877
10	1,836.25	1,634.25	202.00	12.3%	59.75	3.6%	3%	False	True	355,581
20	1,941.25	1,634.25	307.00	18.7%	49.50	3.0%	2%	False	True	343,897
40	1,977.25	1,634.25	343.00	20.9%	47.00	2.9%	2%	False	True	370,822
60	1,977.25	1,634.25	343.00	20.9%	48.00	2.9%	2%	False	True	403,413
80	2,070.75	1,634.25	436.50	26.6%	47.00	2.9%	1%	False	True	341,637
100	2,070.75	1,634.25	436.50	26.6%	44.50	2.7%	1%	False	True	273,405
120	2,070.75	1,634.25	436.50	26.6%	43.50	2.7%	1%	False	True	227,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.78
Widest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	2,188.00
2.618	2,016.00
1.618	1,910.50
1.000	1,845.25
0.618	1,805.00
HIGH	1,739.75
0.618	1,699.50
0.500	1,687.00
0.382	1,674.50
LOW	1,634.25
0.618	1,569.00
1.000	1,528.75
1.618	1,463.50
2.618	1,358.00
4.250	1,186.00

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	1,687.00	1,698.75
PP	1,671.50	1,679.50
S1	1,656.25	1,660.00

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

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