E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 29-Aug-2007

Day Change Summary
	Previous	Current
	28-Aug-2007	29-Aug-2007	Change	Change %	Previous Week
Open	1,951.50	1,909.75	-41.75	-2.1%	1,894.50
High	1,952.75	1,962.00	9.25	0.5%	1,970.00
Low	1,905.50	1,906.00	0.50	0.0%	1,881.25
Close	1,907.75	1,961.00	53.25	2.8%	1,969.50
Range	47.25	56.00	8.75	18.5%	88.75
ATR	39.57	40.75	1.17	3.0%	0.00
Volume	207,153	315,532	108,379	52.3%	1,955,094

Daily Pivots for day following 29-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,111.00	2,092.00	1,991.75
R3	2,055.00	2,036.00	1,976.50
R2	1,999.00	1,999.00	1,971.25
R1	1,980.00	1,980.00	1,966.25	1,989.50
PP	1,943.00	1,943.00	1,943.00	1,947.75
S1	1,924.00	1,924.00	1,955.75	1,933.50
S2	1,887.00	1,887.00	1,950.75
S3	1,831.00	1,868.00	1,945.50
S4	1,775.00	1,812.00	1,930.25

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,206.50	2,176.75	2,018.25
R3	2,117.75	2,088.00	1,994.00
R2	2,029.00	2,029.00	1,985.75
R1	1,999.25	1,999.25	1,977.75	2,014.00
PP	1,940.25	1,940.25	1,940.25	1,947.75
S1	1,910.50	1,910.50	1,961.25	1,925.50
S2	1,851.50	1,851.50	1,953.25
S3	1,762.75	1,821.75	1,945.00
S4	1,674.00	1,733.00	1,920.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,970.00	1,905.50	64.50	3.3%	39.50	2.0%	86%	False	False	282,769
10	1,970.00	1,813.75	156.25	8.0%	43.50	2.2%	94%	False	False	430,473
20	2,006.75	1,813.75	193.00	9.8%	43.50	2.2%	76%	False	False	474,015
40	2,077.75	1,813.75	264.00	13.5%	37.25	1.9%	56%	False	False	433,612
60	2,077.75	1,813.75	264.00	13.5%	33.25	1.7%	56%	False	False	398,843
80	2,077.75	1,813.75	264.00	13.5%	30.75	1.6%	56%	False	False	299,218
100	2,077.75	1,813.75	264.00	13.5%	28.25	1.4%	56%	False	False	239,385

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.68
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,200.00
2.618	2,108.50
1.618	2,052.50
1.000	2,018.00
0.618	1,996.50
HIGH	1,962.00
0.618	1,940.50
0.500	1,934.00
0.382	1,927.50
LOW	1,906.00
0.618	1,871.50
1.000	1,850.00
1.618	1,815.50
2.618	1,759.50
4.250	1,668.00

Fisher Pivots for day following 29-Aug-2007
Pivot	1 day	3 day
R1	1,952.00	1,953.25
PP	1,943.00	1,945.25
S1	1,934.00	1,937.50

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

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