E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 09-Mar-2007

Day Change Summary
	Previous	Current
	08-Mar-2007	09-Mar-2007	Change	Change %	Previous Week
Open	1,737.75	1,754.25	16.50	0.9%	1,726.00
High	1,759.75	1,767.25	7.50	0.4%	1,767.25
Low	1,733.25	1,735.25	2.00	0.1%	1,704.75
Close	1,754.50	1,747.75	-6.75	-0.4%	1,747.75
Range	26.50	32.00	5.50	20.8%	62.50
ATR	30.54	30.64	0.10	0.3%	0.00
Volume	0	208,606	208,606		1,667,777

Daily Pivots for day following 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,846.00	1,829.00	1,765.25
R3	1,814.00	1,797.00	1,756.50
R2	1,782.00	1,782.00	1,753.50
R1	1,765.00	1,765.00	1,750.75	1,757.50
PP	1,750.00	1,750.00	1,750.00	1,746.50
S1	1,733.00	1,733.00	1,744.75	1,725.50
S2	1,718.00	1,718.00	1,742.00
S3	1,686.00	1,701.00	1,739.00
S4	1,654.00	1,669.00	1,730.25

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,927.50	1,900.00	1,782.00
R3	1,865.00	1,837.50	1,765.00
R2	1,802.50	1,802.50	1,759.25
R1	1,775.00	1,775.00	1,753.50	1,788.75
PP	1,740.00	1,740.00	1,740.00	1,746.75
S1	1,712.50	1,712.50	1,742.00	1,726.25
S2	1,677.50	1,677.50	1,736.25
S3	1,615.00	1,650.00	1,730.50
S4	1,552.50	1,587.50	1,713.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,767.25	1,704.75	62.50	3.6%	29.75	1.7%	69%	True	False	333,555
10	1,855.50	1,704.75	150.75	8.6%	41.00	2.3%	29%	False	False	427,146
20	1,857.50	1,704.75	152.75	8.7%	31.00	1.8%	28%	False	False	370,037
40	1,867.75	1,704.75	163.00	9.3%	27.25	1.6%	26%	False	False	356,958
60	1,867.75	1,704.75	163.00	9.3%	27.25	1.6%	26%	False	False	326,193
80	1,867.75	1,704.75	163.00	9.3%	25.75	1.5%	26%	False	False	249,182
100	1,867.75	1,704.75	163.00	9.3%	25.50	1.5%	26%	False	False	199,373
120	1,867.75	1,648.00	219.75	12.6%	25.00	1.4%	45%	False	False	166,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	7.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,903.25
2.618	1,851.00
1.618	1,819.00
1.000	1,799.25
0.618	1,787.00
HIGH	1,767.25
0.618	1,755.00
0.500	1,751.25
0.382	1,747.50
LOW	1,735.25
0.618	1,715.50
1.000	1,703.25
1.618	1,683.50
2.618	1,651.50
4.250	1,599.25

Fisher Pivots for day following 09-Mar-2007
Pivot	1 day	3 day
R1	1,751.25	1,750.25
PP	1,750.00	1,749.50
S1	1,749.00	1,748.50

Download as Excel Spreadsheet

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

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