E-mini NASDAQ-100 Future June 2007

Trading Metrics calculated at close of trading on 26-Apr-2007

Day Change Summary
	Previous	Current
	25-Apr-2007	26-Apr-2007	Change	Change %	Previous Week
Open	1,870.25	1,893.50	23.25	1.2%	1,832.00
High	1,896.75	1,909.00	12.25	0.6%	1,870.25
Low	1,869.25	1,893.50	24.25	1.3%	1,829.50
Close	1,894.00	1,906.00	12.00	0.6%	1,862.50
Range	27.50	15.50	-12.00	-43.6%	40.75
ATR	21.48	21.05	-0.43	-2.0%	0.00
Volume	326,961	321,892	-5,069	-1.6%	1,252,069

Daily Pivots for day following 26-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,949.25	1,943.25	1,914.50
R3	1,933.75	1,927.75	1,910.25
R2	1,918.25	1,918.25	1,908.75
R1	1,912.25	1,912.25	1,907.50	1,915.25
PP	1,902.75	1,902.75	1,902.75	1,904.50
S1	1,896.75	1,896.75	1,904.50	1,899.75
S2	1,887.25	1,887.25	1,903.25
S3	1,871.75	1,881.25	1,901.75
S4	1,856.25	1,865.75	1,897.50

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	1,909.00	1,846.75	62.25	3.3%	19.50	1.0%	95%	True	False	289,739
10	1,909.00	1,815.50	93.50	4.9%	18.75	1.0%	97%	True	False	271,972
20	1,909.00	1,775.25	133.75	7.0%	19.25	1.0%	98%	True	False	233,548
40	1,909.00	1,707.00	202.00	10.6%	23.75	1.2%	99%	True	False	239,626
60	1,909.00	1,707.00	202.00	10.6%	24.50	1.3%	99%	True	False	159,900
80	1,909.00	1,707.00	202.00	10.6%	24.75	1.3%	99%	True	False	119,946

Crabel Price Patterns
NR	True
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	3.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,975.00
2.618	1,949.50
1.618	1,934.00
1.000	1,924.50
0.618	1,918.50
HIGH	1,909.00
0.618	1,903.00
0.500	1,901.25
0.382	1,899.50
LOW	1,893.50
0.618	1,884.00
1.000	1,878.00
1.618	1,868.50
2.618	1,853.00
4.250	1,827.50

Fisher Pivots for day following 26-Apr-2007
Pivot	1 day	3 day
R1	1,904.50	1,898.00
PP	1,902.75	1,890.25
S1	1,901.25	1,882.50

Download as Excel Spreadsheet

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

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