E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 01-Apr-2008

Day Change Summary
	Previous	Current
	31-Mar-2008	01-Apr-2008	Change	Change %	Previous Week
Open	1,780.50	1,785.50	5.00	0.3%	1,752.75
High	1,796.50	1,862.25	65.75	3.7%	1,839.50
Low	1,767.50	1,777.25	9.75	0.6%	1,748.50
Close	1,790.50	1,857.75	67.25	3.8%	1,780.00
Range	29.00	85.00	56.00	193.1%	91.00
ATR	49.00	51.57	2.57	5.2%	0.00
Volume	286,251	301,949	15,698	5.5%	1,751,845

Daily Pivots for day following 01-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,087.50	2,057.50	1,904.50
R3	2,002.50	1,972.50	1,881.00
R2	1,917.50	1,917.50	1,873.25
R1	1,887.50	1,887.50	1,865.50	1,902.50
PP	1,832.50	1,832.50	1,832.50	1,840.00
S1	1,802.50	1,802.50	1,850.00	1,817.50
S2	1,747.50	1,747.50	1,842.25
S3	1,662.50	1,717.50	1,834.50
S4	1,577.50	1,632.50	1,811.00

Weekly Pivots for week ending 28-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,062.25	2,012.25	1,830.00
R3	1,971.25	1,921.25	1,805.00
R2	1,880.25	1,880.25	1,796.75
R1	1,830.25	1,830.25	1,788.25	1,855.25
PP	1,789.25	1,789.25	1,789.25	1,802.00
S1	1,739.25	1,739.25	1,771.75	1,764.25
S2	1,698.25	1,698.25	1,763.25
S3	1,607.25	1,648.25	1,755.00
S4	1,516.25	1,557.25	1,730.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,862.25	1,767.50	94.75	5.1%	44.75	2.4%	95%	True	False	319,815
10	1,862.25	1,694.50	167.75	9.0%	52.25	2.8%	97%	True	False	409,278
20	1,862.25	1,674.00	188.25	10.1%	54.75	2.9%	98%	True	False	263,187
40	1,862.25	1,674.00	188.25	10.1%	48.00	2.6%	98%	True	False	131,854
60	2,014.50	1,674.00	340.50	18.3%	51.75	2.8%	54%	False	False	88,036

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	False
Bear Hook	False
Bull Hook	False
Stretch	10.35
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	2,223.50
2.618	2,084.75
1.618	1,999.75
1.000	1,947.25
0.618	1,914.75
HIGH	1,862.25
0.618	1,829.75
0.500	1,819.75
0.382	1,809.75
LOW	1,777.25
0.618	1,724.75
1.000	1,692.25
1.618	1,639.75
2.618	1,554.75
4.250	1,416.00

Fisher Pivots for day following 01-Apr-2008
Pivot	1 day	3 day
R1	1,845.00	1,843.50
PP	1,832.50	1,829.25
S1	1,819.75	1,815.00

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

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