E-mini NASDAQ-100 Future June 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 1,830.00 1,812.00 -18.00 -1.0% 1,791.75
High 1,833.75 1,830.00 -3.75 -0.2% 1,839.50
Low 1,807.25 1,802.25 -5.00 -0.3% 1,778.25
Close 1,812.75 1,827.75 15.00 0.8% 1,828.25
Range 26.50 27.75 1.25 4.7% 61.25
ATR 22.98 23.32 0.34 1.5% 0.00
Volume 194,117 324,334 130,217 67.1% 917,704
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,903.25 1,893.25 1,843.00
R3 1,875.50 1,865.50 1,835.50
R2 1,847.75 1,847.75 1,832.75
R1 1,837.75 1,837.75 1,830.25 1,842.75
PP 1,820.00 1,820.00 1,820.00 1,822.50
S1 1,810.00 1,810.00 1,825.25 1,815.00
S2 1,792.25 1,792.25 1,822.75
S3 1,764.50 1,782.25 1,820.00
S4 1,736.75 1,754.50 1,812.50
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,999.00 1,975.00 1,862.00
R3 1,937.75 1,913.75 1,845.00
R2 1,876.50 1,876.50 1,839.50
R1 1,852.50 1,852.50 1,833.75 1,864.50
PP 1,815.25 1,815.25 1,815.25 1,821.50
S1 1,791.25 1,791.25 1,822.75 1,803.25
S2 1,754.00 1,754.00 1,817.00
S3 1,692.75 1,730.00 1,811.50
S4 1,631.50 1,668.75 1,794.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,839.75 1,802.25 37.50 2.1% 19.25 1.1% 68% False True 167,856
10 1,839.75 1,775.25 64.50 3.5% 19.75 1.1% 81% False False 195,123
20 1,839.75 1,753.25 86.50 4.7% 21.75 1.2% 86% False False 241,687
40 1,879.25 1,707.00 172.25 9.4% 26.75 1.5% 70% False False 171,821
60 1,879.25 1,707.00 172.25 9.4% 25.50 1.4% 70% False False 114,586
80 1,888.50 1,707.00 181.50 9.9% 25.50 1.4% 67% False False 85,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.03
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,948.00
2.618 1,902.75
1.618 1,875.00
1.000 1,857.75
0.618 1,847.25
HIGH 1,830.00
0.618 1,819.50
0.500 1,816.00
0.382 1,812.75
LOW 1,802.25
0.618 1,785.00
1.000 1,774.50
1.618 1,757.25
2.618 1,729.50
4.250 1,684.25
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 1,824.00 1,824.50
PP 1,820.00 1,821.25
S1 1,816.00 1,818.00

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

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