E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 25-Jul-2007

Day Change Summary
	Previous	Current
	24-Jul-2007	25-Jul-2007	Change	Change %	Previous Week
Open	2,053.25	2,026.25	-27.00	-1.3%	2,047.50
High	2,054.25	2,036.00	-18.25	-0.9%	2,077.75
Low	2,011.00	2,010.75	-0.25	0.0%	2,036.00
Close	2,025.50	2,026.50	1.00	0.0%	2,055.25
Range	43.25	25.25	-18.00	-41.6%	41.75
ATR	23.90	23.99	0.10	0.4%	0.00
Volume	287,670	529,621	241,951	84.1%	1,725,048

Daily Pivots for day following 25-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,100.25	2,088.50	2,040.50
R3	2,075.00	2,063.25	2,033.50
R2	2,049.75	2,049.75	2,031.25
R1	2,038.00	2,038.00	2,028.75	2,044.00
PP	2,024.50	2,024.50	2,024.50	2,027.25
S1	2,012.75	2,012.75	2,024.25	2,018.50
S2	1,999.25	1,999.25	2,021.75
S3	1,974.00	1,987.50	2,019.50
S4	1,948.75	1,962.25	2,012.50

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,181.50	2,160.25	2,078.25
R3	2,139.75	2,118.50	2,066.75
R2	2,098.00	2,098.00	2,063.00
R1	2,076.75	2,076.75	2,059.00	2,087.50
PP	2,056.25	2,056.25	2,056.25	2,061.75
S1	2,035.00	2,035.00	2,051.50	2,045.50
S2	2,014.50	2,014.50	2,047.50
S3	1,972.75	1,993.25	2,043.75
S4	1,931.00	1,951.50	2,032.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,077.75	2,010.75	67.00	3.3%	26.75	1.3%	24%	False	True	436,864
10	2,077.75	2,006.25	71.50	3.5%	24.50	1.2%	28%	False	False	378,653
20	2,077.75	1,918.00	159.75	7.9%	23.25	1.1%	68%	False	False	332,303
40	2,077.75	1,898.00	179.75	8.9%	24.00	1.2%	71%	False	False	290,136
60	2,077.75	1,892.75	185.00	9.1%	23.50	1.2%	72%	False	False	193,474
80	2,077.75	1,821.25	256.50	12.7%	21.75	1.1%	80%	False	False	145,117

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.45
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,143.25
2.618	2,102.00
1.618	2,076.75
1.000	2,061.25
0.618	2,051.50
HIGH	2,036.00
0.618	2,026.25
0.500	2,023.50
0.382	2,020.50
LOW	2,010.75
0.618	1,995.25
1.000	1,985.50
1.618	1,970.00
2.618	1,944.75
4.250	1,903.50

Fisher Pivots for day following 25-Jul-2007
Pivot	1 day	3 day
R1	2,025.50	2,037.00
PP	2,024.50	2,033.50
S1	2,023.50	2,030.00

Download as Excel Spreadsheet

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

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