E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 15-Feb-2008

Day Change Summary
	Previous	Current
	14-Feb-2008	15-Feb-2008	Change	Change %	Previous Week
Open	1,822.00	1,791.75	-30.25	-1.7%	1,774.75
High	1,831.25	1,800.00	-31.25	-1.7%	1,831.25
Low	1,788.00	1,770.00	-18.00	-1.0%	1,763.75
Close	1,794.25	1,786.50	-7.75	-0.4%	1,786.50
Range	43.25	30.00	-13.25	-30.6%	67.50
ATR	53.02	51.37	-1.64	-3.1%	0.00
Volume	392,000	424,777	32,777	8.4%	2,000,354

Daily Pivots for day following 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,875.50	1,861.00	1,803.00
R3	1,845.50	1,831.00	1,794.75
R2	1,815.50	1,815.50	1,792.00
R1	1,801.00	1,801.00	1,789.25	1,793.25
PP	1,785.50	1,785.50	1,785.50	1,781.50
S1	1,771.00	1,771.00	1,783.75	1,763.25
S2	1,755.50	1,755.50	1,781.00
S3	1,725.50	1,741.00	1,778.25
S4	1,695.50	1,711.00	1,770.00

Weekly Pivots for week ending 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,996.25	1,959.00	1,823.50
R3	1,928.75	1,891.50	1,805.00
R2	1,861.25	1,861.25	1,799.00
R1	1,824.00	1,824.00	1,792.75	1,842.50
PP	1,793.75	1,793.75	1,793.75	1,803.25
S1	1,756.50	1,756.50	1,780.25	1,775.00
S2	1,726.25	1,726.25	1,774.00
S3	1,658.75	1,689.00	1,768.00
S4	1,591.25	1,621.50	1,749.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,831.25	1,763.75	67.50	3.8%	40.25	2.3%	34%	False	False	400,070
10	1,869.25	1,713.00	156.25	8.7%	47.00	2.6%	47%	False	False	428,736
20	1,887.00	1,698.25	188.75	10.6%	56.50	3.2%	47%	False	False	504,143
40	2,165.00	1,698.25	466.75	26.1%	52.75	2.9%	19%	False	False	452,303
60	2,174.00	1,698.25	475.75	26.6%	48.50	2.7%	19%	False	False	320,412
80	2,276.25	1,698.25	578.00	32.4%	49.25	2.8%	15%	False	False	240,374
100	2,276.25	1,698.25	578.00	32.4%	46.00	2.6%	15%	False	False	192,305

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.88
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,927.50
2.618	1,878.50
1.618	1,848.50
1.000	1,830.00
0.618	1,818.50
HIGH	1,800.00
0.618	1,788.50
0.500	1,785.00
0.382	1,781.50
LOW	1,770.00
0.618	1,751.50
1.000	1,740.00
1.618	1,721.50
2.618	1,691.50
4.250	1,642.50

Fisher Pivots for day following 15-Feb-2008
Pivot	1 day	3 day
R1	1,786.00	1,800.50
PP	1,785.50	1,796.00
S1	1,785.00	1,791.25

Download as Excel Spreadsheet

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

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