E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 05-Sep-2007

Day Change Summary
	Previous	Current
	04-Sep-2007	05-Sep-2007	Change	Change %	Previous Week
Open	1,994.75	2,024.75	30.00	1.5%	1,969.50
High	2,038.50	2,025.50	-13.00	-0.6%	2,000.75
Low	1,986.75	1,991.25	4.50	0.2%	1,905.50
Close	2,024.75	2,003.25	-21.50	-1.1%	1,994.75
Range	51.75	34.25	-17.50	-33.8%	95.25
ATR	40.64	40.18	-0.46	-1.1%	0.00
Volume	289,431	358,709	69,278	23.9%	1,561,015

Daily Pivots for day following 05-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,109.50	2,090.50	2,022.00
R3	2,075.25	2,056.25	2,012.75
R2	2,041.00	2,041.00	2,009.50
R1	2,022.00	2,022.00	2,006.50	2,014.50
PP	2,006.75	2,006.75	2,006.75	2,002.75
S1	1,987.75	1,987.75	2,000.00	1,980.00
S2	1,972.50	1,972.50	1,997.00
S3	1,938.25	1,953.50	1,993.75
S4	1,904.00	1,919.25	1,984.50

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,252.75	2,219.00	2,047.25
R3	2,157.50	2,123.75	2,021.00
R2	2,062.25	2,062.25	2,012.25
R1	2,028.50	2,028.50	2,003.50	2,045.50
PP	1,967.00	1,967.00	1,967.00	1,975.50
S1	1,933.25	1,933.25	1,986.00	1,950.00
S2	1,871.75	1,871.75	1,977.25
S3	1,776.50	1,838.00	1,968.50
S4	1,681.25	1,742.75	1,942.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,038.50	1,906.00	132.50	6.6%	42.00	2.1%	73%	False	False	349,165
10	2,038.50	1,905.50	133.00	6.6%	38.00	1.9%	73%	False	False	317,476
20	2,038.50	1,813.75	224.75	11.2%	42.50	2.1%	84%	False	False	436,913
40	2,077.75	1,813.75	264.00	13.2%	39.25	2.0%	72%	False	False	448,147
60	2,077.75	1,813.75	264.00	13.2%	33.75	1.7%	72%	False	False	406,060
80	2,077.75	1,813.75	264.00	13.2%	31.50	1.6%	72%	False	False	317,092
100	2,077.75	1,813.75	264.00	13.2%	29.00	1.4%	72%	False	False	253,684

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,171.00
2.618	2,115.25
1.618	2,081.00
1.000	2,059.75
0.618	2,046.75
HIGH	2,025.50
0.618	2,012.50
0.500	2,008.50
0.382	2,004.25
LOW	1,991.25
0.618	1,970.00
1.000	1,957.00
1.618	1,935.75
2.618	1,901.50
4.250	1,845.75

Fisher Pivots for day following 05-Sep-2007
Pivot	1 day	3 day
R1	2,008.50	2,005.75
PP	2,006.75	2,005.00
S1	2,005.00	2,004.00

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

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