E-mini NASDAQ-100 Future June 2008

Trading Metrics calculated at close of trading on 12-Jun-2008

Day Change Summary
	Previous	Current
	11-Jun-2008	12-Jun-2008	Change	Change %	Previous Week
Open	1,972.25	1,923.50	-48.75	-2.5%	2,037.00
High	1,983.75	1,956.00	-27.75	-1.4%	2,062.75
Low	1,923.75	1,910.25	-13.50	-0.7%	1,978.75
Close	1,926.75	1,930.00	3.25	0.2%	1,988.75
Range	60.00	45.75	-14.25	-23.8%	84.00
ATR	43.25	43.42	0.18	0.4%	0.00
Volume	410,368	481,595	71,227	17.4%	1,939,776

Daily Pivots for day following 12-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,069.25	2,045.50	1,955.25
R3	2,023.50	1,999.75	1,942.50
R2	1,977.75	1,977.75	1,938.50
R1	1,954.00	1,954.00	1,934.25	1,966.00
PP	1,932.00	1,932.00	1,932.00	1,938.00
S1	1,908.25	1,908.25	1,925.75	1,920.00
S2	1,886.25	1,886.25	1,921.50
S3	1,840.50	1,862.50	1,917.50
S4	1,794.75	1,816.75	1,904.75

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,262.00	2,209.50	2,035.00
R3	2,178.00	2,125.50	2,011.75
R2	2,094.00	2,094.00	2,004.25
R1	2,041.50	2,041.50	1,996.50	2,025.75
PP	2,010.00	2,010.00	2,010.00	2,002.25
S1	1,957.50	1,957.50	1,981.00	1,941.75
S2	1,926.00	1,926.00	1,973.25
S3	1,842.00	1,873.50	1,965.75
S4	1,758.00	1,789.50	1,942.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,062.75	1,910.25	152.50	7.9%	53.25	2.8%	13%	False	True	462,097
10	2,062.75	1,910.25	152.50	7.9%	48.00	2.5%	13%	False	True	422,471
20	2,062.75	1,910.25	152.50	7.9%	42.50	2.2%	13%	False	True	389,163
40	2,062.75	1,834.50	228.25	11.8%	40.00	2.1%	42%	False	False	352,762
60	2,062.75	1,709.75	353.00	18.3%	41.25	2.1%	62%	False	False	351,822
80	2,062.75	1,674.00	388.75	20.1%	43.00	2.2%	66%	False	False	286,078
100	2,062.75	1,674.00	388.75	20.1%	44.75	2.3%	66%	False	False	228,982

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Bull Hook	False
Stretch	8.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,150.50
2.618	2,075.75
1.618	2,030.00
1.000	2,001.75
0.618	1,984.25
HIGH	1,956.00
0.618	1,938.50
0.500	1,933.00
0.382	1,927.75
LOW	1,910.25
0.618	1,882.00
1.000	1,864.50
1.618	1,836.25
2.618	1,790.50
4.250	1,715.75

Fisher Pivots for day following 12-Jun-2008
Pivot	1 day	3 day
R1	1,933.00	1,950.00
PP	1,932.00	1,943.25
S1	1,931.00	1,936.50

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

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