E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 29-Feb-2008

Day Change Summary
	Previous	Current
	28-Feb-2008	29-Feb-2008	Change	Change %	Previous Week
Open	1,801.00	1,785.00	-16.00	-0.9%	1,776.00
High	1,812.25	1,789.25	-23.00	-1.3%	1,812.25
Low	1,782.75	1,742.75	-40.00	-2.2%	1,742.75
Close	1,784.25	1,748.25	-36.00	-2.0%	1,748.25
Range	29.50	46.50	17.00	57.6%	69.50
ATR	46.17	46.19	0.02	0.1%	0.00
Volume	364,965	357,767	-7,198	-2.0%	1,923,668

Daily Pivots for day following 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,899.50	1,870.50	1,773.75
R3	1,853.00	1,824.00	1,761.00
R2	1,806.50	1,806.50	1,756.75
R1	1,777.50	1,777.50	1,752.50	1,768.75
PP	1,760.00	1,760.00	1,760.00	1,755.75
S1	1,731.00	1,731.00	1,744.00	1,722.25
S2	1,713.50	1,713.50	1,739.75
S3	1,667.00	1,684.50	1,735.50
S4	1,620.50	1,638.00	1,722.75

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,976.25	1,931.75	1,786.50
R3	1,906.75	1,862.25	1,767.25
R2	1,837.25	1,837.25	1,761.00
R1	1,792.75	1,792.75	1,754.50	1,780.25
PP	1,767.75	1,767.75	1,767.75	1,761.50
S1	1,723.25	1,723.25	1,742.00	1,710.75
S2	1,698.25	1,698.25	1,735.50
S3	1,628.75	1,653.75	1,729.25
S4	1,559.25	1,584.25	1,710.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,812.25	1,742.75	69.50	4.0%	37.00	2.1%	8%	False	True	384,733
10	1,821.00	1,742.00	79.00	4.5%	40.50	2.3%	8%	False	False	376,234
20	1,879.00	1,713.00	166.00	9.5%	44.75	2.6%	21%	False	False	410,283
40	2,082.75	1,698.25	384.50	22.0%	54.00	3.1%	13%	False	False	480,535
60	2,174.00	1,698.25	475.75	27.2%	48.75	2.8%	11%	False	False	375,933
80	2,258.25	1,698.25	560.00	32.0%	49.50	2.8%	9%	False	False	282,084
100	2,276.25	1,698.25	578.00	33.1%	47.50	2.7%	9%	False	False	225,678

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	True
Bear Hook	False
Bull Hook	False
Stretch	13.43
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,987.00
2.618	1,911.00
1.618	1,864.50
1.000	1,835.75
0.618	1,818.00
HIGH	1,789.25
0.618	1,771.50
0.500	1,766.00
0.382	1,760.50
LOW	1,742.75
0.618	1,714.00
1.000	1,696.25
1.618	1,667.50
2.618	1,621.00
4.250	1,545.00

Fisher Pivots for day following 29-Feb-2008
Pivot	1 day	3 day
R1	1,766.00	1,777.50
PP	1,760.00	1,767.75
S1	1,754.25	1,758.00

Download as Excel Spreadsheet

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

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