E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 16-Apr-2008

Day Change Summary
	Previous	Current
	15-Apr-2008	16-Apr-2008	Change	Change %	Previous Week
Open	1,797.50	1,817.00	19.50	1.1%	1,868.00
High	1,809.75	1,865.75	56.00	3.1%	1,893.75
Low	1,781.25	1,814.50	33.25	1.9%	1,799.00
Close	1,796.75	1,862.25	65.50	3.6%	1,806.25
Range	28.50	51.25	22.75	79.8%	94.75
ATR	44.27	46.04	1.77	4.0%	0.00
Volume	251,452	295,909	44,457	17.7%	1,510,822

Daily Pivots for day following 16-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,001.25	1,983.00	1,890.50
R3	1,950.00	1,931.75	1,876.25
R2	1,898.75	1,898.75	1,871.75
R1	1,880.50	1,880.50	1,867.00	1,889.50
PP	1,847.50	1,847.50	1,847.50	1,852.00
S1	1,829.25	1,829.25	1,857.50	1,838.50
S2	1,796.25	1,796.25	1,852.75
S3	1,745.00	1,778.00	1,848.25
S4	1,693.75	1,726.75	1,834.00

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,117.25	2,056.50	1,858.25
R3	2,022.50	1,961.75	1,832.25
R2	1,927.75	1,927.75	1,823.50
R1	1,867.00	1,867.00	1,815.00	1,850.00
PP	1,833.00	1,833.00	1,833.00	1,824.50
S1	1,772.25	1,772.25	1,797.50	1,755.25
S2	1,738.25	1,738.25	1,789.00
S3	1,643.50	1,677.50	1,780.25
S4	1,548.75	1,582.75	1,754.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,870.25	1,781.25	89.00	4.8%	44.00	2.4%	91%	False	False	308,094
10	1,893.75	1,781.25	112.50	6.0%	39.00	2.1%	72%	False	False	306,992
20	1,893.75	1,709.75	184.00	9.9%	43.50	2.3%	83%	False	False	349,941
40	1,893.75	1,674.00	219.75	11.8%	46.00	2.5%	86%	False	False	219,394
60	1,893.75	1,674.00	219.75	11.8%	47.75	2.6%	86%	False	False	146,461

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.08
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,083.50
2.618	2,000.00
1.618	1,948.75
1.000	1,917.00
0.618	1,897.50
HIGH	1,865.75
0.618	1,846.25
0.500	1,840.00
0.382	1,834.00
LOW	1,814.50
0.618	1,782.75
1.000	1,763.25
1.618	1,731.50
2.618	1,680.25
4.250	1,596.75

Fisher Pivots for day following 16-Apr-2008
Pivot	1 day	3 day
R1	1,855.00	1,849.25
PP	1,847.50	1,836.50
S1	1,840.00	1,823.50

Download as Excel Spreadsheet

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

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