E-mini NASDAQ-100 Future September 2008

Trading Metrics calculated at close of trading on 18-Jul-2008

Day Change Summary
	Previous	Current
	17-Jul-2008	18-Jul-2008	Change	Change %	Previous Week
Open	1,841.25	1,832.50	-8.75	-0.5%	1,817.75
High	1,868.50	1,848.50	-20.00	-1.1%	1,868.50
Low	1,833.00	1,819.25	-13.75	-0.8%	1,765.25
Close	1,839.75	1,828.75	-11.00	-0.6%	1,828.75
Range	35.50	29.25	-6.25	-17.6%	103.25
ATR	50.68	49.15	-1.53	-3.0%	0.00
Volume	542,827	532,829	-9,998	-1.8%	2,827,444

Daily Pivots for day following 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,920.00	1,903.50	1,844.75
R3	1,890.75	1,874.25	1,836.75
R2	1,861.50	1,861.50	1,834.00
R1	1,845.00	1,845.00	1,831.50	1,838.50
PP	1,832.25	1,832.25	1,832.25	1,829.00
S1	1,815.75	1,815.75	1,826.00	1,809.50
S2	1,803.00	1,803.00	1,823.50
S3	1,773.75	1,786.50	1,820.75
S4	1,744.50	1,757.25	1,812.75

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,130.50	2,083.00	1,885.50
R3	2,027.25	1,979.75	1,857.25
R2	1,924.00	1,924.00	1,847.75
R1	1,876.50	1,876.50	1,838.25	1,900.25
PP	1,820.75	1,820.75	1,820.75	1,832.75
S1	1,773.25	1,773.25	1,819.25	1,797.00
S2	1,717.50	1,717.50	1,809.75
S3	1,614.25	1,670.00	1,800.25
S4	1,511.00	1,566.75	1,772.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,868.50	1,765.25	103.25	5.6%	50.25	2.7%	62%	False	False	565,488
10	1,877.50	1,765.25	112.25	6.1%	53.75	2.9%	57%	False	False	509,686
20	1,994.00	1,765.25	228.75	12.5%	51.25	2.8%	28%	False	False	485,113
40	2,070.75	1,765.25	305.50	16.7%	46.25	2.5%	21%	False	False	293,403
60	2,070.75	1,765.25	305.50	16.7%	42.50	2.3%	21%	False	False	195,753
80	2,070.75	1,765.25	305.50	16.7%	42.00	2.3%	21%	False	False	146,976

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	16.78
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1,972.75
2.618	1,925.00
1.618	1,895.75
1.000	1,877.75
0.618	1,866.50
HIGH	1,848.50
0.618	1,837.25
0.500	1,834.00
0.382	1,830.50
LOW	1,819.25
0.618	1,801.25
1.000	1,790.00
1.618	1,772.00
2.618	1,742.75
4.250	1,695.00

Fisher Pivots for day following 18-Jul-2008
Pivot	1 day	3 day
R1	1,834.00	1,828.25
PP	1,832.25	1,827.75
S1	1,830.50	1,827.00

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

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