E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 19-May-2008

Day Change Summary
	Previous	Current
	16-May-2008	19-May-2008	Change	Change %	Previous Week
Open	2,035.00	2,035.50	0.50	0.0%	1,963.25
High	2,041.50	2,054.25	12.75	0.6%	2,041.50
Low	2,012.75	2,008.25	-4.50	-0.2%	1,961.50
Close	2,035.50	2,025.75	-9.75	-0.5%	2,035.50
Range	28.75	46.00	17.25	60.0%	80.00
ATR	38.52	39.05	0.53	1.4%	0.00
Volume	363,687	339,383	-24,304	-6.7%	1,534,737

Daily Pivots for day following 19-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,167.50	2,142.50	2,051.00
R3	2,121.50	2,096.50	2,038.50
R2	2,075.50	2,075.50	2,034.25
R1	2,050.50	2,050.50	2,030.00	2,040.00
PP	2,029.50	2,029.50	2,029.50	2,024.00
S1	2,004.50	2,004.50	2,021.50	1,994.00
S2	1,983.50	1,983.50	2,017.25
S3	1,937.50	1,958.50	2,013.00
S4	1,891.50	1,912.50	2,000.50

Weekly Pivots for week ending 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,252.75	2,224.25	2,079.50
R3	2,172.75	2,144.25	2,057.50
R2	2,092.75	2,092.75	2,050.25
R1	2,064.25	2,064.25	2,042.75	2,078.50
PP	2,012.75	2,012.75	2,012.75	2,020.00
S1	1,984.25	1,984.25	2,028.25	1,998.50
S2	1,932.75	1,932.75	2,020.75
S3	1,852.75	1,904.25	2,013.50
S4	1,772.75	1,824.25	1,991.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,054.25	1,985.50	68.75	3.4%	35.75	1.8%	59%	True	False	322,746
10	2,054.25	1,950.00	104.25	5.1%	36.50	1.8%	73%	True	False	310,752
20	2,054.25	1,872.75	181.50	9.0%	38.25	1.9%	84%	True	False	313,630
40	2,054.25	1,767.50	286.75	14.2%	38.75	1.9%	90%	True	False	321,123
60	2,054.25	1,674.00	380.25	18.8%	43.00	2.1%	93%	True	False	269,341
80	2,054.25	1,674.00	380.25	18.8%	44.00	2.2%	93%	True	False	202,096

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.78
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,249.75
2.618	2,174.75
1.618	2,128.75
1.000	2,100.25
0.618	2,082.75
HIGH	2,054.25
0.618	2,036.75
0.500	2,031.25
0.382	2,025.75
LOW	2,008.25
0.618	1,979.75
1.000	1,962.25
1.618	1,933.75
2.618	1,887.75
4.250	1,812.75

Fisher Pivots for day following 19-May-2008
Pivot	1 day	3 day
R1	2,031.25	2,025.25
PP	2,029.50	2,024.75
S1	2,027.50	2,024.25

Download as Excel Spreadsheet

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

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