E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 06-Mar-2008

Day Change Summary
	Previous	Current
	05-Mar-2008	06-Mar-2008	Change	Change %	Previous Week
Open	1,743.50	1,757.50	14.00	0.8%	1,776.00
High	1,770.75	1,773.00	2.25	0.1%	1,812.25
Low	1,738.75	1,711.00	-27.75	-1.6%	1,742.75
Close	1,759.50	1,714.25	-45.25	-2.6%	1,748.25
Range	32.00	62.00	30.00	93.8%	69.50
ATR	44.03	45.31	1.28	2.9%	0.00
Volume	525,382	442,014	-83,368	-15.9%	1,923,668

Daily Pivots for day following 06-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,918.75	1,878.50	1,748.25
R3	1,856.75	1,816.50	1,731.25
R2	1,794.75	1,794.75	1,725.50
R1	1,754.50	1,754.50	1,720.00	1,743.50
PP	1,732.75	1,732.75	1,732.75	1,727.25
S1	1,692.50	1,692.50	1,708.50	1,681.50
S2	1,670.75	1,670.75	1,703.00
S3	1,608.75	1,630.50	1,697.25
S4	1,546.75	1,568.50	1,680.25

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,976.25	1,931.75	1,786.50
R3	1,906.75	1,862.25	1,767.25
R2	1,837.25	1,837.25	1,761.00
R1	1,792.75	1,792.75	1,754.50	1,780.25
PP	1,767.75	1,767.75	1,767.75	1,761.50
S1	1,723.25	1,723.25	1,742.00	1,710.75
S2	1,698.25	1,698.25	1,735.50
S3	1,628.75	1,653.75	1,729.25
S4	1,559.25	1,584.25	1,710.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,789.25	1,708.75	80.50	4.7%	43.00	2.5%	7%	False	False	435,515
10	1,812.25	1,708.75	103.50	6.0%	39.50	2.3%	5%	False	False	411,453
20	1,831.25	1,708.75	122.50	7.1%	42.50	2.5%	4%	False	False	412,933
40	1,982.00	1,698.25	283.75	16.6%	51.75	3.0%	6%	False	False	481,319
60	2,174.00	1,698.25	475.75	27.8%	49.50	2.9%	3%	False	False	406,160
80	2,174.00	1,698.25	475.75	27.8%	48.50	2.8%	3%	False	False	304,822
100	2,276.25	1,698.25	578.00	33.7%	47.75	2.8%	3%	False	False	243,875

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.48
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	2,036.50
2.618	1,935.25
1.618	1,873.25
1.000	1,835.00
0.618	1,811.25
HIGH	1,773.00
0.618	1,749.25
0.500	1,742.00
0.382	1,734.75
LOW	1,711.00
0.618	1,672.75
1.000	1,649.00
1.618	1,610.75
2.618	1,548.75
4.250	1,447.50

Fisher Pivots for day following 06-Mar-2008
Pivot	1 day	3 day
R1	1,742.00	1,741.00
PP	1,732.75	1,732.00
S1	1,723.50	1,723.00

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

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