E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 13-Aug-2007

Day Change Summary
	Previous	Current
	10-Aug-2007	13-Aug-2007	Change	Change %	Previous Week
Open	1,945.25	1,933.25	-12.00	-0.6%	1,935.50
High	1,955.75	1,957.25	1.50	0.1%	2,006.75
Low	1,906.75	1,932.00	25.25	1.3%	1,906.75
Close	1,929.00	1,942.50	13.50	0.7%	1,929.00
Range	49.00	25.25	-23.75	-48.5%	100.00
ATR	38.23	37.51	-0.71	-1.9%	0.00
Volume	600,458	706,300	105,842	17.6%	2,545,658

Daily Pivots for day following 13-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,019.75	2,006.25	1,956.50
R3	1,994.50	1,981.00	1,949.50
R2	1,969.25	1,969.25	1,947.25
R1	1,955.75	1,955.75	1,944.75	1,962.50
PP	1,944.00	1,944.00	1,944.00	1,947.25
S1	1,930.50	1,930.50	1,940.25	1,937.25
S2	1,918.75	1,918.75	1,937.75
S3	1,893.50	1,905.25	1,935.50
S4	1,868.25	1,880.00	1,928.50

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,247.50	2,188.25	1,984.00
R3	2,147.50	2,088.25	1,956.50
R2	2,047.50	2,047.50	1,947.25
R1	1,988.25	1,988.25	1,938.25	1,968.00
PP	1,947.50	1,947.50	1,947.50	1,937.25
S1	1,888.25	1,888.25	1,919.75	1,868.00
S2	1,847.50	1,847.50	1,910.75
S3	1,747.50	1,788.25	1,901.50
S4	1,647.50	1,688.25	1,874.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,006.75	1,906.75	100.00	5.1%	43.25	2.2%	36%	False	False	554,174
10	2,011.50	1,906.75	104.75	5.4%	45.00	2.3%	34%	False	False	539,519
20	2,077.75	1,906.75	171.00	8.8%	39.50	2.0%	21%	False	False	500,590
40	2,077.75	1,906.75	171.00	8.8%	31.00	1.6%	21%	False	False	407,268
60	2,077.75	1,898.00	179.75	9.3%	28.75	1.5%	25%	False	False	314,324
80	2,077.75	1,875.75	202.00	10.4%	26.75	1.4%	33%	False	False	235,760
100	2,077.75	1,794.00	283.75	14.6%	25.00	1.3%	52%	False	False	188,614

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	9.45
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	2,064.50
2.618	2,023.25
1.618	1,998.00
1.000	1,982.50
0.618	1,972.75
HIGH	1,957.25
0.618	1,947.50
0.500	1,944.50
0.382	1,941.75
LOW	1,932.00
0.618	1,916.50
1.000	1,906.75
1.618	1,891.25
2.618	1,866.00
4.250	1,824.75

Fisher Pivots for day following 13-Aug-2007
Pivot	1 day	3 day
R1	1,944.50	1,954.50
PP	1,944.00	1,950.50
S1	1,943.25	1,946.50

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

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