E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 07-Mar-2008

Day Change Summary
	Previous	Current
	06-Mar-2008	07-Mar-2008	Change	Change %	Previous Week
Open	1,757.50	1,716.75	-40.75	-2.3%	1,748.00
High	1,773.00	1,734.00	-39.00	-2.2%	1,773.00
Low	1,711.00	1,682.25	-28.75	-1.7%	1,682.25
Close	1,714.25	1,708.75	-5.50	-0.3%	1,708.75
Range	62.00	51.75	-10.25	-16.5%	90.75
ATR	45.31	45.77	0.46	1.0%	0.00
Volume	442,014	429,884	-12,130	-2.7%	2,249,692

Daily Pivots for day following 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,863.50	1,838.00	1,737.25
R3	1,811.75	1,786.25	1,723.00
R2	1,760.00	1,760.00	1,718.25
R1	1,734.50	1,734.50	1,713.50	1,721.50
PP	1,708.25	1,708.25	1,708.25	1,701.75
S1	1,682.75	1,682.75	1,704.00	1,669.50
S2	1,656.50	1,656.50	1,699.25
S3	1,604.75	1,631.00	1,694.50
S4	1,553.00	1,579.25	1,680.25

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,993.50	1,942.00	1,758.75
R3	1,902.75	1,851.25	1,733.75
R2	1,812.00	1,812.00	1,725.50
R1	1,760.50	1,760.50	1,717.00	1,741.00
PP	1,721.25	1,721.25	1,721.25	1,711.50
S1	1,669.75	1,669.75	1,700.50	1,650.00
S2	1,630.50	1,630.50	1,692.00
S3	1,539.75	1,579.00	1,683.75
S4	1,449.00	1,488.25	1,658.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,773.00	1,682.25	90.75	5.3%	44.00	2.6%	29%	False	True	449,938
10	1,812.25	1,682.25	130.00	7.6%	40.50	2.4%	20%	False	True	417,336
20	1,831.25	1,682.25	149.00	8.7%	41.50	2.4%	18%	False	True	412,825
40	1,982.00	1,682.25	299.75	17.5%	51.50	3.0%	9%	False	True	477,248
60	2,174.00	1,682.25	491.75	28.8%	50.00	2.9%	5%	False	True	413,227
80	2,174.00	1,682.25	491.75	28.8%	48.25	2.8%	5%	False	True	310,192
100	2,276.25	1,682.25	594.00	34.8%	48.00	2.8%	4%	False	True	248,173

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,954.00
2.618	1,869.50
1.618	1,817.75
1.000	1,785.75
0.618	1,766.00
HIGH	1,734.00
0.618	1,714.25
0.500	1,708.00
0.382	1,702.00
LOW	1,682.25
0.618	1,650.25
1.000	1,630.50
1.618	1,598.50
2.618	1,546.75
4.250	1,462.25

Fisher Pivots for day following 07-Mar-2008
Pivot	1 day	3 day
R1	1,708.50	1,727.50
PP	1,708.25	1,721.25
S1	1,708.00	1,715.00

Download as Excel Spreadsheet

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

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