E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 22-May-2008

Day Change Summary
	Previous	Current
	21-May-2008	22-May-2008	Change	Change %	Previous Week
Open	2,008.75	1,966.75	-42.00	-2.1%	1,963.25
High	2,019.25	1,981.50	-37.75	-1.9%	2,041.50
Low	1,954.00	1,957.50	3.50	0.2%	1,961.50
Close	1,964.50	1,966.50	2.00	0.1%	2,035.50
Range	65.25	24.00	-41.25	-63.2%	80.00
ATR	40.70	39.51	-1.19	-2.9%	0.00
Volume	357,159	480,931	123,772	34.7%	1,534,737

Daily Pivots for day following 22-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,040.50	2,027.50	1,979.75
R3	2,016.50	2,003.50	1,973.00
R2	1,992.50	1,992.50	1,971.00
R1	1,979.50	1,979.50	1,968.75	1,974.00
PP	1,968.50	1,968.50	1,968.50	1,965.75
S1	1,955.50	1,955.50	1,964.25	1,950.00
S2	1,944.50	1,944.50	1,962.00
S3	1,920.50	1,931.50	1,960.00
S4	1,896.50	1,907.50	1,953.25

Weekly Pivots for week ending 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,252.75	2,224.25	2,079.50
R3	2,172.75	2,144.25	2,057.50
R2	2,092.75	2,092.75	2,050.25
R1	2,064.25	2,064.25	2,042.75	2,078.50
PP	2,012.75	2,012.75	2,012.75	2,020.00
S1	1,984.25	1,984.25	2,028.25	1,998.50
S2	1,932.75	1,932.75	2,020.75
S3	1,852.75	1,904.25	2,013.50
S4	1,772.75	1,824.25	1,991.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,054.25	1,954.00	100.25	5.1%	40.00	2.0%	12%	False	False	381,086
10	2,054.25	1,951.25	103.00	5.2%	36.75	1.9%	15%	False	False	338,042
20	2,054.25	1,898.75	155.50	7.9%	37.50	1.9%	44%	False	False	334,350
40	2,054.25	1,767.50	286.75	14.6%	39.50	2.0%	69%	False	False	326,524
60	2,054.25	1,674.00	380.25	19.3%	43.75	2.2%	77%	False	False	289,372
80	2,054.25	1,674.00	380.25	19.3%	43.75	2.2%	77%	False	False	217,121

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.20
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,083.50
2.618	2,044.25
1.618	2,020.25
1.000	2,005.50
0.618	1,996.25
HIGH	1,981.50
0.618	1,972.25
0.500	1,969.50
0.382	1,966.75
LOW	1,957.50
0.618	1,942.75
1.000	1,933.50
1.618	1,918.75
2.618	1,894.75
4.250	1,855.50

Fisher Pivots for day following 22-May-2008
Pivot	1 day	3 day
R1	1,969.50	1,990.00
PP	1,968.50	1,982.25
S1	1,967.50	1,974.25

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

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