E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 27-May-2008

Day Change Summary
	Previous	Current
	23-May-2008	27-May-2008	Change	Change %	Previous Week
Open	1,966.00	1,960.25	-5.75	-0.3%	2,035.50
High	1,969.50	1,998.50	29.00	1.5%	2,054.25
Low	1,945.75	1,954.00	8.25	0.4%	1,945.75
Close	1,958.25	1,993.00	34.75	1.8%	1,958.25
Range	23.75	44.50	20.75	87.4%	108.50
ATR	38.39	38.82	0.44	1.1%	0.00
Volume	378,163	281,965	-96,198	-25.4%	1,919,908

Daily Pivots for day following 27-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,115.25	2,098.75	2,017.50
R3	2,070.75	2,054.25	2,005.25
R2	2,026.25	2,026.25	2,001.25
R1	2,009.75	2,009.75	1,997.00	2,018.00
PP	1,981.75	1,981.75	1,981.75	1,986.00
S1	1,965.25	1,965.25	1,989.00	1,973.50
S2	1,937.25	1,937.25	1,984.75
S3	1,892.75	1,920.75	1,980.75
S4	1,848.25	1,876.25	1,968.50

Weekly Pivots for week ending 23-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,311.50	2,243.50	2,018.00
R3	2,203.00	2,135.00	1,988.00
R2	2,094.50	2,094.50	1,978.25
R1	2,026.50	2,026.50	1,968.25	2,006.25
PP	1,986.00	1,986.00	1,986.00	1,976.00
S1	1,918.00	1,918.00	1,948.25	1,897.75
S2	1,877.50	1,877.50	1,938.25
S3	1,769.00	1,809.50	1,928.50
S4	1,660.50	1,701.00	1,898.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,026.00	1,945.75	80.25	4.0%	38.75	1.9%	59%	False	False	372,498
10	2,054.25	1,945.75	108.50	5.4%	37.25	1.9%	44%	False	False	347,622
20	2,054.25	1,916.75	137.50	6.9%	38.00	1.9%	55%	False	False	331,069
40	2,054.25	1,777.25	277.00	13.9%	39.50	2.0%	78%	False	False	326,426
60	2,054.25	1,674.00	380.25	19.1%	43.50	2.2%	84%	False	False	300,327
80	2,054.25	1,674.00	380.25	19.1%	43.25	2.2%	84%	False	False	225,367
100	2,100.00	1,674.00	426.00	21.4%	47.00	2.4%	75%	False	False	180,373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	8.05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,187.50
2.618	2,115.00
1.618	2,070.50
1.000	2,043.00
0.618	2,026.00
HIGH	1,998.50
0.618	1,981.50
0.500	1,976.25
0.382	1,971.00
LOW	1,954.00
0.618	1,926.50
1.000	1,909.50
1.618	1,882.00
2.618	1,837.50
4.250	1,765.00

Fisher Pivots for day following 27-May-2008
Pivot	1 day	3 day
R1	1,987.50	1,986.00
PP	1,981.75	1,979.00
S1	1,976.25	1,972.00

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

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