E-mini NASDAQ-100 Future December 2007

Trading Metrics calculated at close of trading on 12-Nov-2007

Day Change Summary
	Previous	Current
	09-Nov-2007	12-Nov-2007	Change	Change %	Previous Week
Open	2,106.75	2,041.00	-65.75	-3.1%	2,222.50
High	2,115.25	2,051.75	-63.50	-3.0%	2,236.00
Low	2,037.25	1,986.50	-50.75	-2.5%	2,037.25
Close	2,041.75	1,989.50	-52.25	-2.6%	2,041.75
Range	78.00	65.25	-12.75	-16.3%	198.75
ATR	46.46	47.80	1.34	2.9%	0.00
Volume	884,080	702,060	-182,020	-20.6%	2,779,659

Daily Pivots for day following 12-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,205.00	2,162.50	2,025.50
R3	2,139.75	2,097.25	2,007.50
R2	2,074.50	2,074.50	2,001.50
R1	2,032.00	2,032.00	1,995.50	2,020.50
PP	2,009.25	2,009.25	2,009.25	2,003.50
S1	1,966.75	1,966.75	1,983.50	1,955.50
S2	1,944.00	1,944.00	1,977.50
S3	1,878.75	1,901.50	1,971.50
S4	1,813.50	1,836.25	1,953.50

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,701.25	2,570.25	2,151.00
R3	2,502.50	2,371.50	2,096.50
R2	2,303.75	2,303.75	2,078.25
R1	2,172.75	2,172.75	2,060.00	2,139.00
PP	2,105.00	2,105.00	2,105.00	2,088.00
S1	1,974.00	1,974.00	2,023.50	1,940.00
S2	1,906.25	1,906.25	2,005.25
S3	1,707.50	1,775.25	1,987.00
S4	1,508.75	1,576.50	1,932.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,236.00	1,986.50	249.50	12.5%	67.00	3.4%	1%	False	True	586,632
10	2,256.25	1,986.50	269.75	13.6%	53.00	2.7%	1%	False	True	485,562
20	2,256.25	1,986.50	269.75	13.6%	48.50	2.4%	1%	False	True	487,488
40	2,256.25	1,986.50	269.75	13.6%	39.00	2.0%	1%	False	True	399,337
60	2,256.25	1,909.75	346.50	17.4%	36.75	1.8%	23%	False	False	275,737
80	2,256.25	1,835.25	421.00	21.2%	39.00	2.0%	37%	False	False	206,834
100	2,256.25	1,835.25	421.00	21.2%	35.25	1.8%	37%	False	False	165,480

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	8.45
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,329.00
2.618	2,222.50
1.618	2,157.25
1.000	2,117.00
0.618	2,092.00
HIGH	2,051.75
0.618	2,026.75
0.500	2,019.00
0.382	2,011.50
LOW	1,986.50
0.618	1,946.25
1.000	1,921.25
1.618	1,881.00
2.618	1,815.75
4.250	1,709.25

Fisher Pivots for day following 12-Nov-2007
Pivot	1 day	3 day
R1	2,019.00	2,083.25
PP	2,009.25	2,052.00
S1	1,999.50	2,020.75

Download as Excel Spreadsheet

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

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