E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 11-Feb-2008

Day Change Summary
	Previous	Current
	08-Feb-2008	11-Feb-2008	Change	Change %	Previous Week
Open	1,768.00	1,774.75	6.75	0.4%	1,864.75
High	1,784.25	1,802.50	18.25	1.0%	1,869.25
Low	1,750.00	1,763.75	13.75	0.8%	1,713.00
Close	1,776.50	1,797.25	20.75	1.2%	1,776.50
Range	34.25	38.75	4.50	13.1%	156.25
ATR	56.51	55.25	-1.27	-2.2%	0.00
Volume	668,884	411,987	-256,897	-38.4%	2,287,007

Daily Pivots for day following 11-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,904.00	1,889.50	1,818.50
R3	1,865.25	1,850.75	1,808.00
R2	1,826.50	1,826.50	1,804.25
R1	1,812.00	1,812.00	1,800.75	1,819.25
PP	1,787.75	1,787.75	1,787.75	1,791.50
S1	1,773.25	1,773.25	1,793.75	1,780.50
S2	1,749.00	1,749.00	1,790.25
S3	1,710.25	1,734.50	1,786.50
S4	1,671.50	1,695.75	1,776.00

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	1,830.75	1,713.00	117.75	6.6%	52.50	2.9%	72%	False	False	453,408
10	1,879.00	1,713.00	166.00	9.2%	52.00	2.9%	51%	False	False	453,957
20	1,964.75	1,698.25	266.50	14.8%	60.50	3.4%	37%	False	False	530,474
40	2,165.00	1,698.25	466.75	26.0%	52.75	2.9%	21%	False	False	440,011
60	2,174.00	1,698.25	475.75	26.5%	49.25	2.7%	21%	False	False	293,967
80	2,276.25	1,698.25	578.00	32.2%	49.75	2.8%	17%	False	False	220,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,967.25
2.618	1,904.00
1.618	1,865.25
1.000	1,841.25
0.618	1,826.50
HIGH	1,802.50
0.618	1,787.75
0.500	1,783.00
0.382	1,778.50
LOW	1,763.75
0.618	1,739.75
1.000	1,725.00
1.618	1,701.00
2.618	1,662.25
4.250	1,599.00

Fisher Pivots for day following 11-Feb-2008
Pivot	1 day	3 day
R1	1,792.50	1,784.00
PP	1,787.75	1,771.00
S1	1,783.00	1,757.75

Download as Excel Spreadsheet

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

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