E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 04-Jan-2008

Day Change Summary
	Previous	Current
	03-Jan-2008	04-Jan-2008	Change	Change %	Previous Week
Open	2,071.25	2,075.50	4.25	0.2%	2,125.00
High	2,082.00	2,082.75	0.75	0.0%	2,127.50
Low	2,056.75	1,976.75	-80.00	-3.9%	1,976.75
Close	2,076.25	1,985.00	-91.25	-4.4%	1,985.00
Range	25.25	106.00	80.75	319.8%	150.75
ATR	38.98	43.76	4.79	12.3%	0.00
Volume	390,997	291,493	-99,504	-25.4%	975,649

Daily Pivots for day following 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,332.75	2,265.00	2,043.25
R3	2,226.75	2,159.00	2,014.25
R2	2,120.75	2,120.75	2,004.50
R1	2,053.00	2,053.00	1,994.75	2,034.00
PP	2,014.75	2,014.75	2,014.75	2,005.25
S1	1,947.00	1,947.00	1,975.25	1,928.00
S2	1,908.75	1,908.75	1,965.50
S3	1,802.75	1,841.00	1,955.75
S4	1,696.75	1,735.00	1,926.75

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,482.00	2,384.25	2,068.00
R3	2,331.25	2,233.50	2,026.50
R2	2,180.50	2,180.50	2,012.75
R1	2,082.75	2,082.75	1,998.75	2,056.25
PP	2,029.75	2,029.75	2,029.75	2,016.50
S1	1,932.00	1,932.00	1,971.25	1,905.50
S2	1,879.00	1,879.00	1,957.25
S3	1,728.25	1,781.25	1,943.50
S4	1,577.50	1,630.50	1,902.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,146.25	1,976.75	169.50	8.5%	50.50	2.5%	5%	False	True	234,673
10	2,165.00	1,976.75	188.25	9.5%	42.50	2.1%	4%	False	True	240,359
20	2,174.00	1,976.75	197.25	9.9%	41.00	2.1%	4%	False	True	200,768
40	2,201.25	1,976.75	224.50	11.3%	46.25	2.3%	4%	False	True	100,694
60	2,276.25	1,976.75	299.50	15.1%	44.75	2.3%	3%	False	True	67,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.98
Widest range in 73 trading days

Fibonacci Retracements and Extensions
4.250	2,533.25
2.618	2,360.25
1.618	2,254.25
1.000	2,188.75
0.618	2,148.25
HIGH	2,082.75
0.618	2,042.25
0.500	2,029.75
0.382	2,017.25
LOW	1,976.75
0.618	1,911.25
1.000	1,870.75
1.618	1,805.25
2.618	1,699.25
4.250	1,526.25

Fisher Pivots for day following 04-Jan-2008
Pivot	1 day	3 day
R1	2,029.75	2,047.00
PP	2,014.75	2,026.25
S1	2,000.00	2,005.50

Download as Excel Spreadsheet

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

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