E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 10-Jan-2007

Day Change Summary
	Previous	Current
	09-Jan-2007	10-Jan-2007	Change	Change %	Previous Week
Open	1,803.75	1,810.75	7.00	0.4%	1,780.50
High	1,818.75	1,835.50	16.75	0.9%	1,816.50
Low	1,792.00	1,798.00	6.00	0.3%	1,747.00
Close	1,810.50	1,834.50	24.00	1.3%	1,797.25
Range	26.75	37.50	10.75	40.2%	69.50
ATR	26.69	27.47	0.77	2.9%	0.00
Volume	267,087	355,926	88,839	33.3%	871,574

Daily Pivots for day following 10-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,935.25	1,922.25	1,855.00
R3	1,897.75	1,884.75	1,844.75
R2	1,860.25	1,860.25	1,841.50
R1	1,847.25	1,847.25	1,838.00	1,853.75
PP	1,822.75	1,822.75	1,822.75	1,826.00
S1	1,809.75	1,809.75	1,831.00	1,816.25
S2	1,785.25	1,785.25	1,827.50
S3	1,747.75	1,772.25	1,824.25
S4	1,710.25	1,734.75	1,814.00

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,995.50	1,965.75	1,835.50
R3	1,926.00	1,896.25	1,816.25
R2	1,856.50	1,856.50	1,810.00
R1	1,826.75	1,826.75	1,803.50	1,841.50
PP	1,787.00	1,787.00	1,787.00	1,794.25
S1	1,757.25	1,757.25	1,791.00	1,772.00
S2	1,717.50	1,717.50	1,784.50
S3	1,648.00	1,687.75	1,778.25
S4	1,578.50	1,618.25	1,759.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,835.50	1,770.50	65.00	3.5%	32.00	1.7%	98%	True	False	368,828
10	1,835.50	1,747.00	88.50	4.8%	28.50	1.6%	99%	True	False	238,224
20	1,848.75	1,747.00	101.75	5.5%	27.50	1.5%	86%	False	False	264,663
40	1,848.75	1,747.00	101.75	5.5%	24.50	1.3%	86%	False	False	141,406
60	1,848.75	1,722.75	126.00	6.9%	24.50	1.3%	89%	False	False	94,316
80	1,848.75	1,648.00	200.75	10.9%	24.00	1.3%	93%	False	False	70,764

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	8.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,995.00
2.618	1,933.75
1.618	1,896.25
1.000	1,873.00
0.618	1,858.75
HIGH	1,835.50
0.618	1,821.25
0.500	1,816.75
0.382	1,812.25
LOW	1,798.00
0.618	1,774.75
1.000	1,760.50
1.618	1,737.25
2.618	1,699.75
4.250	1,638.50

Fisher Pivots for day following 10-Jan-2007
Pivot	1 day	3 day
R1	1,828.50	1,827.50
PP	1,822.75	1,820.75
S1	1,816.75	1,813.75

Download as Excel Spreadsheet

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

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