E-mini NASDAQ-100 Future June 2007

Trading Metrics calculated at close of trading on 11-Jun-2007

Day Change Summary
	Previous	Current
	08-Jun-2007	11-Jun-2007	Change	Change %	Previous Week
Open	1,884.00	1,909.25	25.25	1.3%	1,932.50
High	1,909.50	1,919.25	9.75	0.5%	1,939.75
Low	1,874.00	1,902.25	28.25	1.5%	1,874.00
Close	1,909.00	1,905.50	-3.50	-0.2%	1,909.00
Range	35.50	17.00	-18.50	-52.1%	65.75
ATR	24.79	24.23	-0.56	-2.2%	0.00
Volume	321,262	146,003	-175,259	-54.6%	1,617,934

Daily Pivots for day following 11-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,960.00	1,949.75	1,914.75
R3	1,943.00	1,932.75	1,910.25
R2	1,926.00	1,926.00	1,908.50
R1	1,915.75	1,915.75	1,907.00	1,912.50
PP	1,909.00	1,909.00	1,909.00	1,907.25
S1	1,898.75	1,898.75	1,904.00	1,895.50
S2	1,892.00	1,892.00	1,902.50
S3	1,875.00	1,881.75	1,900.75
S4	1,858.00	1,864.75	1,896.25

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,104.75	2,072.75	1,945.25
R3	2,039.00	2,007.00	1,927.00
R2	1,973.25	1,973.25	1,921.00
R1	1,941.25	1,941.25	1,915.00	1,924.50
PP	1,907.50	1,907.50	1,907.50	1,899.25
S1	1,875.50	1,875.50	1,903.00	1,858.50
S2	1,841.75	1,841.75	1,897.00
S3	1,776.00	1,809.75	1,891.00
S4	1,710.25	1,744.00	1,872.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,938.50	1,874.00	64.50	3.4%	28.25	1.5%	49%	False	False	293,135
10	1,945.00	1,874.00	71.00	3.7%	24.50	1.3%	44%	False	False	306,626
20	1,945.00	1,873.75	71.25	3.7%	25.00	1.3%	45%	False	False	330,088
40	1,945.00	1,829.50	115.50	6.1%	22.50	1.2%	66%	False	False	299,869
60	1,945.00	1,757.50	187.50	9.8%	22.25	1.2%	79%	False	False	279,892
80	1,945.00	1,707.00	238.00	12.5%	24.75	1.3%	83%	False	False	239,704
100	1,945.00	1,707.00	238.00	12.5%	24.25	1.3%	83%	False	False	191,789
120	1,945.00	1,707.00	238.00	12.5%	24.25	1.3%	83%	False	False	159,831

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	6.20
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,991.50
2.618	1,963.75
1.618	1,946.75
1.000	1,936.25
0.618	1,929.75
HIGH	1,919.25
0.618	1,912.75
0.500	1,910.75
0.382	1,908.75
LOW	1,902.25
0.618	1,891.75
1.000	1,885.25
1.618	1,874.75
2.618	1,857.75
4.250	1,830.00

Fisher Pivots for day following 11-Jun-2007
Pivot	1 day	3 day
R1	1,910.75	1,903.25
PP	1,909.00	1,901.00
S1	1,907.25	1,899.00

Download as Excel Spreadsheet

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

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