E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 20-Dec-2006

Day Change Summary
	Previous	Current
	19-Dec-2006	20-Dec-2006	Change	Change %	Previous Week
Open	1,811.50	1,803.50	-8.00	-0.4%	1,807.25
High	1,814.50	1,816.00	1.50	0.1%	1,848.75
Low	1,786.50	1,796.25	9.75	0.5%	1,793.25
Close	1,803.25	1,797.75	-5.50	-0.3%	1,829.50
Range	28.00	19.75	-8.25	-29.5%	55.50
ATR	25.17	24.78	-0.39	-1.5%	0.00
Volume	256,367	321,563	65,196	25.4%	1,666,687

Daily Pivots for day following 20-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,862.50	1,850.00	1,808.50
R3	1,842.75	1,830.25	1,803.25
R2	1,823.00	1,823.00	1,801.25
R1	1,810.50	1,810.50	1,799.50	1,807.00
PP	1,803.25	1,803.25	1,803.25	1,801.50
S1	1,790.75	1,790.75	1,796.00	1,787.00
S2	1,783.50	1,783.50	1,794.25
S3	1,763.75	1,771.00	1,792.25
S4	1,744.00	1,751.25	1,787.00

Weekly Pivots for week ending 15-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,990.25	1,965.50	1,860.00
R3	1,934.75	1,910.00	1,844.75
R2	1,879.25	1,879.25	1,839.75
R1	1,854.50	1,854.50	1,834.50	1,867.00
PP	1,823.75	1,823.75	1,823.75	1,830.00
S1	1,799.00	1,799.00	1,824.50	1,811.50
S2	1,768.25	1,768.25	1,819.25
S3	1,712.75	1,743.50	1,814.25
S4	1,657.25	1,688.00	1,799.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,848.75	1,786.50	62.25	3.5%	28.00	1.6%	18%	False	False	305,828
10	1,848.75	1,786.50	62.25	3.5%	27.75	1.5%	18%	False	False	286,429
20	1,848.75	1,784.75	64.00	3.6%	24.50	1.4%	20%	False	False	144,067
40	1,848.75	1,722.75	126.00	7.0%	23.75	1.3%	60%	False	False	72,175
60	1,848.75	1,658.75	190.00	10.6%	23.25	1.3%	73%	False	False	48,154

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	5.90
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,900.00
2.618	1,867.75
1.618	1,848.00
1.000	1,835.75
0.618	1,828.25
HIGH	1,816.00
0.618	1,808.50
0.500	1,806.00
0.382	1,803.75
LOW	1,796.25
0.618	1,784.00
1.000	1,776.50
1.618	1,764.25
2.618	1,744.50
4.250	1,712.25

Fisher Pivots for day following 20-Dec-2006
Pivot	1 day	3 day
R1	1,806.00	1,815.00
PP	1,803.25	1,809.25
S1	1,800.50	1,803.50

Download as Excel Spreadsheet

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

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