E-mini NASDAQ-100 Future June 2007

Trading Metrics calculated at close of trading on 20-Apr-2007

Day Change Summary
	Previous	Current
	19-Apr-2007	20-Apr-2007	Change	Change %	Previous Week
Open	1,849.25	1,848.50	-0.75	0.0%	1,832.00
High	1,853.75	1,870.25	16.50	0.9%	1,870.25
Low	1,831.25	1,846.75	15.50	0.8%	1,829.50
Close	1,849.00	1,862.50	13.50	0.7%	1,862.50
Range	22.50	23.50	1.00	4.4%	40.75
ATR	21.70	21.83	0.13	0.6%	0.00
Volume	263,979	290,014	26,035	9.9%	1,252,069

Daily Pivots for day following 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,930.25	1,920.00	1,875.50
R3	1,906.75	1,896.50	1,869.00
R2	1,883.25	1,883.25	1,866.75
R1	1,873.00	1,873.00	1,864.75	1,878.00
PP	1,859.75	1,859.75	1,859.75	1,862.50
S1	1,849.50	1,849.50	1,860.25	1,854.50
S2	1,836.25	1,836.25	1,858.25
S3	1,812.75	1,826.00	1,856.00
S4	1,789.25	1,802.50	1,849.50

Weekly Pivots for week ending 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,976.25	1,960.25	1,885.00
R3	1,935.50	1,919.50	1,873.75
R2	1,894.75	1,894.75	1,870.00
R1	1,878.75	1,878.75	1,866.25	1,886.75
PP	1,854.00	1,854.00	1,854.00	1,858.00
S1	1,838.00	1,838.00	1,858.75	1,846.00
S2	1,813.25	1,813.25	1,855.00
S3	1,772.50	1,797.25	1,851.25
S4	1,731.75	1,756.50	1,840.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,870.25	1,829.50	40.75	2.2%	19.25	1.0%	81%	True	False	250,413
10	1,870.25	1,802.25	68.00	3.7%	19.75	1.1%	89%	True	False	225,686
20	1,870.25	1,770.25	100.00	5.4%	20.50	1.1%	92%	True	False	229,918
40	1,878.25	1,707.00	171.25	9.2%	27.25	1.5%	91%	False	False	210,783
60	1,879.25	1,707.00	172.25	9.2%	24.75	1.3%	90%	False	False	140,595
80	1,888.50	1,707.00	181.50	9.7%	25.00	1.3%	86%	False	False	105,462

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.53
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,970.00
2.618	1,931.75
1.618	1,908.25
1.000	1,893.75
0.618	1,884.75
HIGH	1,870.25
0.618	1,861.25
0.500	1,858.50
0.382	1,855.75
LOW	1,846.75
0.618	1,832.25
1.000	1,823.25
1.618	1,808.75
2.618	1,785.25
4.250	1,747.00

Fisher Pivots for day following 20-Apr-2007
Pivot	1 day	3 day
R1	1,861.25	1,858.50
PP	1,859.75	1,854.75
S1	1,858.50	1,850.75

Download as Excel Spreadsheet

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

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