E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 28-Dec-2006

Day Change Summary
	Previous	Current
	27-Dec-2006	28-Dec-2006	Change	Change %	Previous Week
Open	1,773.25	1,779.50	6.25	0.4%	1,828.50
High	1,788.00	1,783.50	-4.50	-0.3%	1,843.50
Low	1,772.75	1,770.00	-2.75	-0.2%	1,763.25
Close	1,779.25	1,774.50	-4.75	-0.3%	1,764.00
Range	15.25	13.50	-1.75	-11.5%	80.25
ATR	23.41	22.70	-0.71	-3.0%	0.00
Volume	87,904	131,270	43,366	49.3%	1,244,343

Daily Pivots for day following 28-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,816.50	1,809.00	1,782.00
R3	1,803.00	1,795.50	1,778.25
R2	1,789.50	1,789.50	1,777.00
R1	1,782.00	1,782.00	1,775.75	1,779.00
PP	1,776.00	1,776.00	1,776.00	1,774.50
S1	1,768.50	1,768.50	1,773.25	1,765.50
S2	1,762.50	1,762.50	1,772.00
S3	1,749.00	1,755.00	1,770.75
S4	1,735.50	1,741.50	1,767.00

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	2,031.00	1,977.75	1,808.25
R3	1,950.75	1,897.50	1,786.00
R2	1,870.50	1,870.50	1,778.75
R1	1,817.25	1,817.25	1,771.25	1,803.75
PP	1,790.25	1,790.25	1,790.25	1,783.50
S1	1,737.00	1,737.00	1,756.75	1,723.50
S2	1,710.00	1,710.00	1,749.25
S3	1,629.75	1,656.75	1,742.00
S4	1,549.50	1,576.50	1,719.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,804.00	1,763.25	40.75	2.3%	18.50	1.0%	28%	False	False	160,222
10	1,848.75	1,763.25	85.50	4.8%	23.25	1.3%	13%	False	False	233,025
20	1,848.75	1,763.25	85.50	4.8%	24.50	1.4%	13%	False	False	183,942
40	1,848.75	1,722.75	126.00	7.1%	22.50	1.3%	41%	False	False	92,191
60	1,848.75	1,708.50	140.25	7.9%	22.50	1.3%	47%	False	False	61,504

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,841.00
2.618	1,818.75
1.618	1,805.25
1.000	1,797.00
0.618	1,791.75
HIGH	1,783.50
0.618	1,778.25
0.500	1,776.75
0.382	1,775.25
LOW	1,770.00
0.618	1,761.75
1.000	1,756.50
1.618	1,748.25
2.618	1,734.75
4.250	1,712.50

Fisher Pivots for day following 28-Dec-2006
Pivot	1 day	3 day
R1	1,776.75	1,776.00
PP	1,776.00	1,775.50
S1	1,775.25	1,775.00

Download as Excel Spreadsheet

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

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