E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 27-Feb-2007

Day Change Summary
	Previous	Current
	26-Feb-2007	27-Feb-2007	Change	Change %	Previous Week
Open	1,845.75	1,837.50	-8.25	-0.4%	1,827.00
High	1,855.50	1,838.25	-17.25	-0.9%	1,857.50
Low	1,824.00	1,744.25	-79.75	-4.4%	1,813.75
Close	1,837.75	1,750.50	-87.25	-4.7%	1,845.00
Range	31.50	94.00	62.50	198.4%	43.75
ATR	22.71	27.80	5.09	22.4%	0.00
Volume	289,521	356,076	66,555	23.0%	1,173,332

Daily Pivots for day following 27-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,059.75	1,999.00	1,802.25
R3	1,965.75	1,905.00	1,776.25
R2	1,871.75	1,871.75	1,767.75
R1	1,811.00	1,811.00	1,759.00	1,794.50
PP	1,777.75	1,777.75	1,777.75	1,769.25
S1	1,717.00	1,717.00	1,742.00	1,700.50
S2	1,683.75	1,683.75	1,733.25
S3	1,589.75	1,623.00	1,724.75
S4	1,495.75	1,529.00	1,698.75

Weekly Pivots for week ending 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,970.00	1,951.25	1,869.00
R3	1,926.25	1,907.50	1,857.00
R2	1,882.50	1,882.50	1,853.00
R1	1,863.75	1,863.75	1,849.00	1,873.00
PP	1,838.75	1,838.75	1,838.75	1,843.50
S1	1,820.00	1,820.00	1,841.00	1,829.50
S2	1,795.00	1,795.00	1,837.00
S3	1,751.25	1,776.25	1,833.00
S4	1,707.50	1,732.50	1,821.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,857.50	1,744.25	113.25	6.5%	36.25	2.1%	6%	False	True	325,869
10	1,857.50	1,744.25	113.25	6.5%	28.00	1.6%	6%	False	True	312,602
20	1,857.50	1,744.25	113.25	6.5%	25.00	1.4%	6%	False	True	315,197
40	1,867.75	1,744.25	123.50	7.1%	26.50	1.5%	5%	False	True	318,846
60	1,867.75	1,744.25	123.50	7.1%	26.00	1.5%	5%	False	True	271,708
80	1,867.75	1,722.75	145.00	8.3%	25.00	1.4%	19%	False	False	203,882
100	1,867.75	1,668.75	199.00	11.4%	24.50	1.4%	41%	False	False	163,128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.95
Widest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	2,237.75
2.618	2,084.25
1.618	1,990.25
1.000	1,932.25
0.618	1,896.25
HIGH	1,838.25
0.618	1,802.25
0.500	1,791.25
0.382	1,780.25
LOW	1,744.25
0.618	1,686.25
1.000	1,650.25
1.618	1,592.25
2.618	1,498.25
4.250	1,344.75

Fisher Pivots for day following 27-Feb-2007
Pivot	1 day	3 day
R1	1,791.25	1,800.50
PP	1,777.75	1,783.75
S1	1,764.00	1,767.25

Download as Excel Spreadsheet

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

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