E-mini NASDAQ-100 Future June 2008


Trading Metrics calculated at close of trading on 21-Apr-2008
Day Change Summary
Previous Current
18-Apr-2008 21-Apr-2008 Change Change % Previous Week
Open 1,873.00 1,903.00 30.00 1.6% 1,807.00
High 1,914.75 1,920.50 5.75 0.3% 1,914.75
Low 1,870.50 1,893.00 22.50 1.2% 1,781.25
Close 1,903.00 1,914.00 11.00 0.6% 1,903.00
Range 44.25 27.50 -16.75 -37.9% 133.50
ATR 45.55 44.26 -1.29 -2.8% 0.00
Volume 329,325 374,155 44,830 13.6% 1,635,827
Daily Pivots for day following 21-Apr-2008
Classic Woodie Camarilla DeMark
R4 1,991.75 1,980.25 1,929.00
R3 1,964.25 1,952.75 1,921.50
R2 1,936.75 1,936.75 1,919.00
R1 1,925.25 1,925.25 1,916.50 1,931.00
PP 1,909.25 1,909.25 1,909.25 1,912.00
S1 1,897.75 1,897.75 1,911.50 1,903.50
S2 1,881.75 1,881.75 1,909.00
S3 1,854.25 1,870.25 1,906.50
S4 1,826.75 1,842.75 1,899.00
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 2,266.75 2,218.50 1,976.50
R3 2,133.25 2,085.00 1,939.75
R2 1,999.75 1,999.75 1,927.50
R1 1,951.50 1,951.50 1,915.25 1,975.50
PP 1,866.25 1,866.25 1,866.25 1,878.50
S1 1,818.00 1,818.00 1,890.75 1,842.00
S2 1,732.75 1,732.75 1,878.50
S3 1,599.25 1,684.50 1,866.25
S4 1,465.75 1,551.00 1,829.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,920.50 1,781.25 139.25 7.3% 37.75 2.0% 95% True False 332,105
10 1,920.50 1,781.25 139.25 7.3% 39.75 2.1% 95% True False 319,916
20 1,920.50 1,767.50 153.00 8.0% 39.50 2.1% 96% True False 328,615
40 1,920.50 1,674.00 246.50 12.9% 45.50 2.4% 97% True False 247,196
60 1,920.50 1,674.00 246.50 12.9% 45.75 2.4% 97% True False 164,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 7.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,037.50
2.618 1,992.50
1.618 1,965.00
1.000 1,948.00
0.618 1,937.50
HIGH 1,920.50
0.618 1,910.00
0.500 1,906.75
0.382 1,903.50
LOW 1,893.00
0.618 1,876.00
1.000 1,865.50
1.618 1,848.50
2.618 1,821.00
4.250 1,776.00
Fisher Pivots for day following 21-Apr-2008
Pivot 1 day 3 day
R1 1,911.50 1,901.75
PP 1,909.25 1,889.75
S1 1,906.75 1,877.50

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

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