E-mini NASDAQ-100 Future December 2007

Trading Metrics calculated at close of trading on 28-Nov-2007

Day Change Summary
	Previous	Current
	27-Nov-2007	28-Nov-2007	Change	Change %	Previous Week
Open	2,001.00	2,032.75	31.75	1.6%	2,055.75
High	2,040.00	2,107.00	67.00	3.3%	2,071.75
Low	1,995.25	2,024.00	28.75	1.4%	1,992.00
Close	2,032.50	2,095.50	63.00	3.1%	2,032.50
Range	44.75	83.00	38.25	85.5%	79.75
ATR	51.69	53.93	2.24	4.3%	0.00
Volume	471,147	589,395	118,248	25.1%	2,085,448

Daily Pivots for day following 28-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,324.50	2,293.00	2,141.25
R3	2,241.50	2,210.00	2,118.25
R2	2,158.50	2,158.50	2,110.75
R1	2,127.00	2,127.00	2,103.00	2,142.75
PP	2,075.50	2,075.50	2,075.50	2,083.50
S1	2,044.00	2,044.00	2,088.00	2,059.75
S2	1,992.50	1,992.50	2,080.25
S3	1,909.50	1,961.00	2,072.75
S4	1,826.50	1,878.00	2,049.75

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,271.25	2,231.75	2,076.25
R3	2,191.50	2,152.00	2,054.50
R2	2,111.75	2,111.75	2,047.00
R1	2,072.25	2,072.25	2,039.75	2,052.00
PP	2,032.00	2,032.00	2,032.00	2,022.00
S1	1,992.50	1,992.50	2,025.25	1,972.50
S2	1,952.25	1,952.25	2,018.00
S3	1,872.50	1,912.75	2,010.50
S4	1,792.75	1,833.00	1,988.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,107.00	1,992.00	115.00	5.5%	54.75	2.6%	90%	True	False	467,048
10	2,107.00	1,992.00	115.00	5.5%	55.75	2.7%	90%	True	False	511,331
20	2,256.25	1,982.25	274.00	13.1%	57.75	2.8%	41%	False	False	518,963
40	2,256.25	1,982.25	274.00	13.1%	48.00	2.3%	41%	False	False	458,468
60	2,256.25	1,971.00	285.25	13.6%	41.25	2.0%	44%	False	False	371,812
80	2,256.25	1,835.25	421.00	20.1%	41.00	2.0%	62%	False	False	278,959
100	2,256.25	1,835.25	421.00	20.1%	39.50	1.9%	62%	False	False	223,190

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	15.05
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	2,459.75
2.618	2,324.25
1.618	2,241.25
1.000	2,190.00
0.618	2,158.25
HIGH	2,107.00
0.618	2,075.25
0.500	2,065.50
0.382	2,055.75
LOW	2,024.00
0.618	1,972.75
1.000	1,941.00
1.618	1,889.75
2.618	1,806.75
4.250	1,671.25

Fisher Pivots for day following 28-Nov-2007
Pivot	1 day	3 day
R1	2,085.50	2,080.25
PP	2,075.50	2,065.00
S1	2,065.50	2,049.75

Download as Excel Spreadsheet

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

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