E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 16-Jun-2008

Day Change Summary
	Previous	Current
	13-Jun-2008	16-Jun-2008	Change	Change %	Previous Week
Open	1,934.50	1,968.75	34.25	1.8%	1,987.50
High	1,970.50	1,992.50	22.00	1.1%	2,000.50
Low	1,919.50	1,952.50	33.00	1.7%	1,910.25
Close	1,965.00	1,980.50	15.50	0.8%	1,965.00
Range	51.00	40.00	-11.00	-21.6%	90.25
ATR	43.97	43.68	-0.28	-0.6%	0.00
Volume	242,630	131,468	-111,162	-45.8%	2,172,013

Daily Pivots for day following 16-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,095.25	2,077.75	2,002.50
R3	2,055.25	2,037.75	1,991.50
R2	2,015.25	2,015.25	1,987.75
R1	1,997.75	1,997.75	1,984.25	2,006.50
PP	1,975.25	1,975.25	1,975.25	1,979.50
S1	1,957.75	1,957.75	1,976.75	1,966.50
S2	1,935.25	1,935.25	1,973.25
S3	1,895.25	1,917.75	1,969.50
S4	1,855.25	1,877.75	1,958.50

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,229.25	2,187.50	2,014.75
R3	2,139.00	2,097.25	1,989.75
R2	2,048.75	2,048.75	1,981.50
R1	2,007.00	2,007.00	1,973.25	1,982.75
PP	1,958.50	1,958.50	1,958.50	1,946.50
S1	1,916.75	1,916.75	1,956.75	1,892.50
S2	1,868.25	1,868.25	1,948.50
S3	1,778.00	1,826.50	1,940.25
S4	1,687.75	1,736.25	1,915.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,992.50	1,910.25	82.25	4.2%	46.00	2.3%	85%	True	False	355,713
10	2,062.75	1,910.25	152.50	7.7%	50.25	2.5%	46%	False	False	398,752
20	2,062.75	1,910.25	152.50	7.7%	43.50	2.2%	46%	False	False	371,910
40	2,062.75	1,872.75	190.00	9.6%	40.25	2.0%	57%	False	False	343,639
60	2,062.75	1,748.50	314.25	15.9%	41.00	2.1%	74%	False	False	338,858
80	2,062.75	1,674.00	388.75	19.6%	43.00	2.2%	79%	False	False	290,745
100	2,062.75	1,674.00	388.75	19.6%	44.25	2.2%	79%	False	False	232,693

Crabel Price Patterns
NR	True
NR4	True
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	11.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,162.50
2.618	2,097.25
1.618	2,057.25
1.000	2,032.50
0.618	2,017.25
HIGH	1,992.50
0.618	1,977.25
0.500	1,972.50
0.382	1,967.75
LOW	1,952.50
0.618	1,927.75
1.000	1,912.50
1.618	1,887.75
2.618	1,847.75
4.250	1,782.50

Fisher Pivots for day following 16-Jun-2008
Pivot	1 day	3 day
R1	1,977.75	1,970.75
PP	1,975.25	1,961.00
S1	1,972.50	1,951.50

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

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