E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 30-Apr-2008

Day Change Summary
	Previous	Current
	29-Apr-2008	30-Apr-2008	Change	Change %	Previous Week
Open	1,926.50	1,939.00	12.50	0.6%	1,903.00
High	1,947.75	1,960.50	12.75	0.7%	1,949.50
Low	1,918.75	1,916.75	-2.00	-0.1%	1,872.75
Close	1,939.00	1,923.25	-15.75	-0.8%	1,921.00
Range	29.00	43.75	14.75	50.9%	76.75
ATR	41.54	41.69	0.16	0.4%	0.00
Volume	189,027	283,763	94,736	50.1%	1,583,514

Daily Pivots for day following 30-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,064.75	2,037.75	1,947.25
R3	2,021.00	1,994.00	1,935.25
R2	1,977.25	1,977.25	1,931.25
R1	1,950.25	1,950.25	1,927.25	1,942.00
PP	1,933.50	1,933.50	1,933.50	1,929.25
S1	1,906.50	1,906.50	1,919.25	1,898.00
S2	1,889.75	1,889.75	1,915.25
S3	1,846.00	1,862.75	1,911.25
S4	1,802.25	1,819.00	1,899.25

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,144.75	2,109.50	1,963.25
R3	2,068.00	2,032.75	1,942.00
R2	1,991.25	1,991.25	1,935.00
R1	1,956.00	1,956.00	1,928.00	1,973.50
PP	1,914.50	1,914.50	1,914.50	1,923.25
S1	1,879.25	1,879.25	1,914.00	1,897.00
S2	1,837.75	1,837.75	1,907.00
S3	1,761.00	1,802.50	1,900.00
S4	1,684.25	1,725.75	1,878.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,960.50	1,887.00	73.50	3.8%	38.75	2.0%	49%	True	False	298,277
10	1,960.50	1,834.50	126.00	6.6%	37.75	2.0%	70%	True	False	309,966
20	1,960.50	1,781.25	179.25	9.3%	38.25	2.0%	79%	True	False	308,479
40	1,960.50	1,674.00	286.50	14.9%	46.25	2.4%	87%	True	False	296,736
60	1,960.50	1,674.00	286.50	14.9%	44.50	2.3%	87%	True	False	198,010
80	2,014.50	1,674.00	340.50	17.7%	48.25	2.5%	73%	False	False	148,606

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.43
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,146.50
2.618	2,075.00
1.618	2,031.25
1.000	2,004.25
0.618	1,987.50
HIGH	1,960.50
0.618	1,943.75
0.500	1,938.50
0.382	1,933.50
LOW	1,916.75
0.618	1,889.75
1.000	1,873.00
1.618	1,846.00
2.618	1,802.25
4.250	1,730.75

Fisher Pivots for day following 30-Apr-2008
Pivot	1 day	3 day
R1	1,938.50	1,938.50
PP	1,933.50	1,933.50
S1	1,928.50	1,928.50

Download as Excel Spreadsheet

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

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