E-mini NASDAQ-100 Future June 2007

Trading Metrics calculated at close of trading on 10-May-2007

Day Change Summary
	Previous	Current
	09-May-2007	10-May-2007	Change	Change %	Previous Week
Open	1,905.75	1,912.50	6.75	0.4%	1,905.50
High	1,918.75	1,912.50	-6.25	-0.3%	1,922.50
Low	1,897.00	1,882.00	-15.00	-0.8%	1,868.00
Close	1,912.25	1,886.50	-25.75	-1.3%	1,908.50
Range	21.75	30.50	8.75	40.2%	54.50
ATR	20.06	20.80	0.75	3.7%	0.00
Volume	290,241	285,425	-4,816	-1.7%	1,292,442

Daily Pivots for day following 10-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,985.25	1,966.25	1,903.25
R3	1,954.75	1,935.75	1,895.00
R2	1,924.25	1,924.25	1,892.00
R1	1,905.25	1,905.25	1,889.25	1,899.50
PP	1,893.75	1,893.75	1,893.75	1,890.75
S1	1,874.75	1,874.75	1,883.75	1,869.00
S2	1,863.25	1,863.25	1,881.00
S3	1,832.75	1,844.25	1,878.00
S4	1,802.25	1,813.75	1,869.75

Weekly Pivots for week ending 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,063.25	2,040.25	1,938.50
R3	2,008.75	1,985.75	1,923.50
R2	1,954.25	1,954.25	1,918.50
R1	1,931.25	1,931.25	1,913.50	1,942.75
PP	1,899.75	1,899.75	1,899.75	1,905.50
S1	1,876.75	1,876.75	1,903.50	1,888.25
S2	1,845.25	1,845.25	1,898.50
S3	1,790.75	1,822.25	1,893.50
S4	1,736.25	1,767.75	1,878.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,922.50	1,882.00	40.50	2.1%	21.25	1.1%	11%	False	True	239,925
10	1,922.50	1,868.00	54.50	2.9%	20.25	1.1%	34%	False	False	253,357
20	1,922.50	1,815.50	107.00	5.7%	19.50	1.0%	66%	False	False	262,665
40	1,922.50	1,753.25	169.25	9.0%	20.50	1.1%	79%	False	False	252,176
60	1,922.50	1,707.00	215.50	11.4%	24.50	1.3%	83%	False	False	202,102
80	1,922.50	1,707.00	215.50	11.4%	24.00	1.3%	83%	False	False	151,606
100	1,922.50	1,707.00	215.50	11.4%	24.25	1.3%	83%	False	False	121,293

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	4.15
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	2,042.00
2.618	1,992.25
1.618	1,961.75
1.000	1,943.00
0.618	1,931.25
HIGH	1,912.50
0.618	1,900.75
0.500	1,897.25
0.382	1,893.75
LOW	1,882.00
0.618	1,863.25
1.000	1,851.50
1.618	1,832.75
2.618	1,802.25
4.250	1,752.50

Fisher Pivots for day following 10-May-2007
Pivot	1 day	3 day
R1	1,897.25	1,900.50
PP	1,893.75	1,895.75
S1	1,890.00	1,891.00

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

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