E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 05-May-2008

Day Change Summary
	Previous	Current
	02-May-2008	05-May-2008	Change	Change %	Previous Week
Open	1,984.00	1,987.00	3.00	0.2%	1,922.25
High	2,008.00	1,997.75	-10.25	-0.5%	2,008.00
Low	1,970.00	1,969.00	-1.00	-0.1%	1,916.75
Close	1,990.25	1,980.50	-9.75	-0.5%	1,990.25
Range	38.00	28.75	-9.25	-24.3%	91.25
ATR	42.93	41.91	-1.01	-2.4%	0.00
Volume	437,067	373,363	-63,704	-14.6%	1,582,368

Daily Pivots for day following 05-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,068.75	2,053.25	1,996.25
R3	2,040.00	2,024.50	1,988.50
R2	2,011.25	2,011.25	1,985.75
R1	1,995.75	1,995.75	1,983.25	1,989.00
PP	1,982.50	1,982.50	1,982.50	1,979.00
S1	1,967.00	1,967.00	1,977.75	1,960.50
S2	1,953.75	1,953.75	1,975.25
S3	1,925.00	1,938.25	1,972.50
S4	1,896.25	1,909.50	1,964.75

Weekly Pivots for week ending 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,245.50	2,209.00	2,040.50
R3	2,154.25	2,117.75	2,015.25
R2	2,063.00	2,063.00	2,007.00
R1	2,026.50	2,026.50	1,998.50	2,044.75
PP	1,971.75	1,971.75	1,971.75	1,980.75
S1	1,935.25	1,935.25	1,982.00	1,953.50
S2	1,880.50	1,880.50	1,973.50
S3	1,789.25	1,844.00	1,965.25
S4	1,698.00	1,752.75	1,940.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,008.00	1,916.75	91.25	4.6%	40.75	2.1%	70%	False	False	330,275
10	2,008.00	1,872.75	135.25	6.8%	40.00	2.0%	80%	False	False	316,509
20	2,008.00	1,781.25	226.75	11.4%	39.75	2.0%	88%	False	False	318,212
40	2,008.00	1,674.00	334.00	16.9%	46.00	2.3%	92%	False	False	325,918
60	2,008.00	1,674.00	334.00	16.9%	44.00	2.2%	92%	False	False	217,617
80	2,008.00	1,674.00	334.00	16.9%	47.50	2.4%	92%	False	False	163,332

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	10.30
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,120.00
2.618	2,073.00
1.618	2,044.25
1.000	2,026.50
0.618	2,015.50
HIGH	1,997.75
0.618	1,986.75
0.500	1,983.50
0.382	1,980.00
LOW	1,969.00
0.618	1,951.25
1.000	1,940.25
1.618	1,922.50
2.618	1,893.75
4.250	1,846.75

Fisher Pivots for day following 05-May-2008
Pivot	1 day	3 day
R1	1,983.50	1,975.25
PP	1,982.50	1,970.00
S1	1,981.50	1,964.75

Download as Excel Spreadsheet

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

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