E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 08-Feb-2008

Day Change Summary
	Previous	Current
	07-Feb-2008	08-Feb-2008	Change	Change %	Previous Week
Open	1,751.50	1,768.00	16.50	0.9%	1,864.75
High	1,785.25	1,784.25	-1.00	-0.1%	1,869.25
Low	1,713.00	1,750.00	37.00	2.2%	1,713.00
Close	1,767.00	1,776.50	9.50	0.5%	1,776.50
Range	72.25	34.25	-38.00	-52.6%	156.25
ATR	58.23	56.51	-1.71	-2.9%	0.00
Volume	432,050	668,884	236,834	54.8%	2,287,007

Daily Pivots for day following 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,873.00	1,859.00	1,795.25
R3	1,838.75	1,824.75	1,786.00
R2	1,804.50	1,804.50	1,782.75
R1	1,790.50	1,790.50	1,779.75	1,797.50
PP	1,770.25	1,770.25	1,770.25	1,773.75
S1	1,756.25	1,756.25	1,773.25	1,763.25
S2	1,736.00	1,736.00	1,770.25
S3	1,701.75	1,722.00	1,767.00
S4	1,667.50	1,687.75	1,757.75

Weekly Pivots for week ending 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,255.00	2,172.00	1,862.50
R3	2,098.75	2,015.75	1,819.50
R2	1,942.50	1,942.50	1,805.25
R1	1,859.50	1,859.50	1,790.75	1,823.00
PP	1,786.25	1,786.25	1,786.25	1,768.00
S1	1,703.25	1,703.25	1,762.25	1,666.50
S2	1,630.00	1,630.00	1,747.75
S3	1,473.75	1,547.00	1,733.50
S4	1,317.50	1,390.75	1,690.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,869.25	1,713.00	156.25	8.8%	53.75	3.0%	41%	False	False	457,401
10	1,879.00	1,713.00	166.00	9.3%	53.25	3.0%	38%	False	False	464,721
20	1,964.75	1,698.25	266.50	15.0%	61.00	3.4%	29%	False	False	541,826
40	2,165.00	1,698.25	466.75	26.3%	53.25	3.0%	17%	False	False	429,997
60	2,174.00	1,698.25	475.75	26.8%	49.75	2.8%	16%	False	False	287,122
80	2,276.25	1,698.25	578.00	32.5%	49.75	2.8%	14%	False	False	215,371

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.30
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,929.75
2.618	1,874.00
1.618	1,839.75
1.000	1,818.50
0.618	1,805.50
HIGH	1,784.25
0.618	1,771.25
0.500	1,767.00
0.382	1,763.00
LOW	1,750.00
0.618	1,728.75
1.000	1,715.75
1.618	1,694.50
2.618	1,660.25
4.250	1,604.50

Fisher Pivots for day following 08-Feb-2008
Pivot	1 day	3 day
R1	1,773.50	1,770.00
PP	1,770.25	1,763.50
S1	1,767.00	1,757.00

Download as Excel Spreadsheet

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

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