E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 23-Jan-2008

Day Change Summary
	Previous	Current
	22-Jan-2008	23-Jan-2008	Change	Change %	Previous Week
Open	1,851.50	1,809.50	-42.00	-2.3%	1,927.50
High	1,858.25	1,812.00	-46.25	-2.5%	1,964.75
Low	1,744.50	1,698.25	-46.25	-2.7%	1,839.00
Close	1,801.00	1,807.50	6.50	0.4%	1,849.50
Range	113.75	113.75	0.00	0.0%	125.75
ATR	55.11	59.29	4.19	7.6%	0.00
Volume	644,551	751,476	106,925	16.6%	2,760,253

Daily Pivots for day following 23-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,113.75	2,074.50	1,870.00
R3	2,000.00	1,960.75	1,838.75
R2	1,886.25	1,886.25	1,828.25
R1	1,847.00	1,847.00	1,818.00	1,809.75
PP	1,772.50	1,772.50	1,772.50	1,754.00
S1	1,733.25	1,733.25	1,797.00	1,696.00
S2	1,658.75	1,658.75	1,786.75
S3	1,545.00	1,619.50	1,776.25
S4	1,431.25	1,505.75	1,745.00

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,261.75	2,181.25	1,918.75
R3	2,136.00	2,055.50	1,884.00
R2	2,010.25	2,010.25	1,872.50
R1	1,929.75	1,929.75	1,861.00	1,907.00
PP	1,884.50	1,884.50	1,884.50	1,873.00
S1	1,804.00	1,804.00	1,838.00	1,781.50
S2	1,758.75	1,758.75	1,826.50
S3	1,633.00	1,678.25	1,815.00
S4	1,507.25	1,552.50	1,780.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,919.25	1,698.25	221.00	12.2%	78.25	4.3%	49%	False	True	657,958
10	1,982.00	1,698.25	283.75	15.7%	67.25	3.7%	39%	False	True	605,381
20	2,165.00	1,698.25	466.75	25.8%	57.25	3.2%	23%	False	True	439,307
40	2,174.00	1,698.25	475.75	26.3%	49.75	2.7%	23%	False	True	279,507
60	2,276.25	1,698.25	578.00	32.0%	49.00	2.7%	19%	False	True	186,468
80	2,276.25	1,698.25	578.00	32.0%	46.00	2.6%	19%	False	True	139,861

Crabel Price Patterns
NR	False
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	14.25

Fibonacci Retracements and Extensions
4.250	2,295.50
2.618	2,109.75
1.618	1,996.00
1.000	1,925.75
0.618	1,882.25
HIGH	1,812.00
0.618	1,768.50
0.500	1,755.00
0.382	1,741.75
LOW	1,698.25
0.618	1,628.00
1.000	1,584.50
1.618	1,514.25
2.618	1,400.50
4.250	1,214.75

Fisher Pivots for day following 23-Jan-2008
Pivot	1 day	3 day
R1	1,790.00	1,802.50
PP	1,772.50	1,797.50
S1	1,755.00	1,792.50

Download as Excel Spreadsheet

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

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