E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 15-May-2008

Day Change Summary
	Previous	Current
	14-May-2008	15-May-2008	Change	Change %	Previous Week
Open	2,006.25	1,996.50	-9.75	-0.5%	1,987.00
High	2,032.75	2,037.25	4.50	0.2%	2,005.50
Low	1,995.75	1,994.25	-1.50	-0.1%	1,950.00
Close	1,996.50	2,035.75	39.25	2.0%	1,963.25
Range	37.00	43.00	6.00	16.2%	55.50
ATR	38.98	39.27	0.29	0.7%	0.00
Volume	274,146	355,469	81,323	29.7%	1,606,768

Daily Pivots for day following 15-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,151.50	2,136.50	2,059.50
R3	2,108.50	2,093.50	2,047.50
R2	2,065.50	2,065.50	2,043.75
R1	2,050.50	2,050.50	2,039.75	2,058.00
PP	2,022.50	2,022.50	2,022.50	2,026.00
S1	2,007.50	2,007.50	2,031.75	2,015.00
S2	1,979.50	1,979.50	2,027.75
S3	1,936.50	1,964.50	2,024.00
S4	1,893.50	1,921.50	2,012.00

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	2,037.25	1,951.25	86.00	4.2%	33.50	1.6%	98%	True	False	294,998
10	2,037.25	1,950.00	87.25	4.3%	35.75	1.8%	98%	True	False	321,488
20	2,037.25	1,870.50	166.75	8.2%	38.00	1.9%	99%	True	False	313,651
40	2,037.25	1,709.75	327.50	16.1%	40.25	2.0%	100%	True	False	327,701
60	2,037.25	1,674.00	363.25	17.8%	43.25	2.1%	100%	True	False	257,637
80	2,037.25	1,674.00	363.25	17.8%	44.50	2.2%	100%	True	False	193,361

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.73
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,220.00
2.618	2,149.75
1.618	2,106.75
1.000	2,080.25
0.618	2,063.75
HIGH	2,037.25
0.618	2,020.75
0.500	2,015.75
0.382	2,010.75
LOW	1,994.25
0.618	1,967.75
1.000	1,951.25
1.618	1,924.75
2.618	1,881.75
4.250	1,811.50

Fisher Pivots for day following 15-May-2008
Pivot	1 day	3 day
R1	2,029.00	2,027.50
PP	2,022.50	2,019.50
S1	2,015.75	2,011.50

Download as Excel Spreadsheet

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

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