This link was posted by opmtrader in another thread, but I think the presentation is useful enough that it deserves its own post. http://www.clicklive.com/NYMEX/symposium_2003/kiev.htm -Fast
Another good link from the same site is the Mark Fisher seminar (ACD Method). It explains why floor traders think the opening range and the unchanged level are so important. If you listen to the emini squawk, they are always talking about the opening range and unchanged. http://www.clicklive.com/NYMEX/symposium_2003/
They're streaming the video and I don't think you can simply download it. There are tools available that will allow you to download streaming media, but I don't remember them off the top of my head. -Fast