E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 16-Feb-2007

Day Change Summary
	Previous	Current
	15-Feb-2007	16-Feb-2007	Change	Change %	Previous Week
Open	1,822.75	1,830.00	7.25	0.4%	1,792.75
High	1,832.00	1,830.75	-1.25	-0.1%	1,832.00
Low	1,818.25	1,819.75	1.50	0.1%	1,781.25
Close	1,831.00	1,827.25	-3.75	-0.2%	1,827.25
Range	13.75	11.00	-2.75	-20.0%	50.75
ATR	23.30	22.44	-0.86	-3.7%	0.00
Volume	413,696	275,849	-137,847	-33.3%	1,714,000

Daily Pivots for day following 16-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,859.00	1,854.00	1,833.25
R3	1,848.00	1,843.00	1,830.25
R2	1,837.00	1,837.00	1,829.25
R1	1,832.00	1,832.00	1,828.25	1,829.00
PP	1,826.00	1,826.00	1,826.00	1,824.50
S1	1,821.00	1,821.00	1,826.25	1,818.00
S2	1,815.00	1,815.00	1,825.25
S3	1,804.00	1,810.00	1,824.25
S4	1,793.00	1,799.00	1,821.25

Weekly Pivots for week ending 16-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,965.75	1,947.25	1,855.25
R3	1,915.00	1,896.50	1,841.25
R2	1,864.25	1,864.25	1,836.50
R1	1,845.75	1,845.75	1,832.00	1,855.00
PP	1,813.50	1,813.50	1,813.50	1,818.00
S1	1,795.00	1,795.00	1,822.50	1,804.25
S2	1,762.75	1,762.75	1,818.00
S3	1,712.00	1,744.25	1,813.25
S4	1,661.25	1,693.50	1,799.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,832.00	1,781.25	50.75	2.8%	17.00	0.9%	91%	False	False	342,800
10	1,832.00	1,781.25	50.75	2.8%	20.50	1.1%	91%	False	False	322,055
20	1,832.00	1,773.00	59.00	3.2%	22.75	1.2%	92%	False	False	327,341
40	1,867.75	1,747.00	120.75	6.6%	24.50	1.3%	66%	False	False	304,567
60	1,867.75	1,747.00	120.75	6.6%	24.25	1.3%	66%	False	False	241,447
80	1,867.75	1,722.75	145.00	7.9%	24.00	1.3%	72%	False	False	181,148
100	1,867.75	1,658.75	209.00	11.4%	23.50	1.3%	81%	False	False	144,941

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.13
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	1,877.50
2.618	1,859.50
1.618	1,848.50
1.000	1,841.75
0.618	1,837.50
HIGH	1,830.75
0.618	1,826.50
0.500	1,825.25
0.382	1,824.00
LOW	1,819.75
0.618	1,813.00
1.000	1,808.75
1.618	1,802.00
2.618	1,791.00
4.250	1,773.00

Fisher Pivots for day following 16-Feb-2007
Pivot	1 day	3 day
R1	1,826.50	1,822.50
PP	1,826.00	1,817.50
S1	1,825.25	1,812.75

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

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