E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 09-May-2008

Day Change Summary
	Previous	Current
	08-May-2008	09-May-2008	Change	Change %	Previous Week
Open	1,961.00	1,964.00	3.00	0.2%	1,987.00
High	1,984.00	1,973.50	-10.50	-0.5%	2,005.50
Low	1,958.00	1,951.25	-6.75	-0.3%	1,950.00
Close	1,965.00	1,963.25	-1.75	-0.1%	1,963.25
Range	26.00	22.25	-3.75	-14.4%	55.50
ATR	41.59	40.21	-1.38	-3.3%	0.00
Volume	377,149	303,943	-73,206	-19.4%	1,606,768

Daily Pivots for day following 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,029.50	2,018.50	1,975.50
R3	2,007.25	1,996.25	1,969.25
R2	1,985.00	1,985.00	1,967.25
R1	1,974.00	1,974.00	1,965.25	1,968.50
PP	1,962.75	1,962.75	1,962.75	1,959.75
S1	1,951.75	1,951.75	1,961.25	1,946.00
S2	1,940.50	1,940.50	1,959.25
S3	1,918.25	1,929.50	1,957.25
S4	1,896.00	1,907.25	1,951.00

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,139.50	2,106.75	1,993.75
R3	2,084.00	2,051.25	1,978.50
R2	2,028.50	2,028.50	1,973.50
R1	1,995.75	1,995.75	1,968.25	1,984.50
PP	1,973.00	1,973.00	1,973.00	1,967.25
S1	1,940.25	1,940.25	1,958.25	1,929.00
S2	1,917.50	1,917.50	1,953.00
S3	1,862.00	1,884.75	1,948.00
S4	1,806.50	1,829.25	1,932.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,005.50	1,950.00	55.50	2.8%	34.50	1.8%	24%	False	False	321,353
10	2,008.00	1,916.75	91.25	4.6%	37.00	1.9%	51%	False	False	318,913
20	2,008.00	1,781.25	226.75	11.5%	37.75	1.9%	80%	False	False	320,423
40	2,008.00	1,674.00	334.00	17.0%	44.00	2.2%	87%	False	False	354,700
60	2,008.00	1,674.00	334.00	17.0%	43.50	2.2%	87%	False	False	238,163
80	2,008.00	1,674.00	334.00	17.0%	46.50	2.4%	87%	False	False	178,745

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	9.45
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	2,068.00
2.618	2,031.75
1.618	2,009.50
1.000	1,995.75
0.618	1,987.25
HIGH	1,973.50
0.618	1,965.00
0.500	1,962.50
0.382	1,959.75
LOW	1,951.25
0.618	1,937.50
1.000	1,929.00
1.618	1,915.25
2.618	1,893.00
4.250	1,856.75

Fisher Pivots for day following 09-May-2008
Pivot	1 day	3 day
R1	1,963.00	1,977.75
PP	1,962.75	1,973.00
S1	1,962.50	1,968.00

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

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