E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 31-Jul-2007

Day Change Summary
	Previous	Current
	30-Jul-2007	31-Jul-2007	Change	Change %	Previous Week
Open	1,964.50	1,992.50	28.00	1.4%	2,053.50
High	1,996.25	2,011.50	15.25	0.8%	2,063.00
Low	1,957.25	1,942.25	-15.00	-0.8%	1,960.75
Close	1,993.25	1,945.75	-47.50	-2.4%	1,963.50
Range	39.00	69.25	30.25	77.6%	102.25
ATR	29.76	32.58	2.82	9.5%	0.00
Volume	561,269	442,171	-119,098	-21.2%	2,604,818

Daily Pivots for day following 31-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,174.25	2,129.25	1,983.75
R3	2,105.00	2,060.00	1,964.75
R2	2,035.75	2,035.75	1,958.50
R1	1,990.75	1,990.75	1,952.00	1,978.50
PP	1,966.50	1,966.50	1,966.50	1,960.50
S1	1,921.50	1,921.50	1,939.50	1,909.50
S2	1,897.25	1,897.25	1,933.00
S3	1,828.00	1,852.25	1,926.75
S4	1,758.75	1,783.00	1,907.75

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,302.50	2,235.25	2,019.75
R3	2,200.25	2,133.00	1,991.50
R2	2,098.00	2,098.00	1,982.25
R1	2,030.75	2,030.75	1,972.75	2,013.25
PP	1,995.75	1,995.75	1,995.75	1,987.00
S1	1,928.50	1,928.50	1,954.25	1,911.00
S2	1,893.50	1,893.50	1,944.75
S3	1,791.25	1,826.25	1,935.50
S4	1,689.00	1,724.00	1,907.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,039.50	1,942.25	97.25	5.0%	51.00	2.6%	4%	False	True	565,699
10	2,077.75	1,942.25	135.50	7.0%	38.75	2.0%	3%	False	True	480,423
20	2,077.75	1,942.25	135.50	7.0%	29.75	1.5%	3%	False	True	378,512
40	2,077.75	1,898.00	179.75	9.2%	27.50	1.4%	27%	False	False	347,537
60	2,077.75	1,898.00	179.75	9.2%	26.00	1.3%	27%	False	False	231,787
80	2,077.75	1,826.00	251.75	12.9%	24.00	1.2%	48%	False	False	173,852

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.08
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,305.75
2.618	2,192.75
1.618	2,123.50
1.000	2,080.75
0.618	2,054.25
HIGH	2,011.50
0.618	1,985.00
0.500	1,977.00
0.382	1,968.75
LOW	1,942.25
0.618	1,899.50
1.000	1,873.00
1.618	1,830.25
2.618	1,761.00
4.250	1,648.00

Fisher Pivots for day following 31-Jul-2007
Pivot	1 day	3 day
R1	1,977.00	1,977.50
PP	1,966.50	1,966.75
S1	1,956.00	1,956.25

Download as Excel Spreadsheet

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

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