E-mini NASDAQ-100 Future June 2007

Trading Metrics calculated at close of trading on 14-May-2007

Day Change Summary
	Previous	Current
	11-May-2007	14-May-2007	Change	Change %	Previous Week
Open	1,886.50	1,910.25	23.75	1.3%	1,907.25
High	1,911.75	1,925.75	14.00	0.7%	1,918.75
Low	1,882.25	1,886.25	4.00	0.2%	1,882.00
Close	1,910.50	1,896.25	-14.25	-0.7%	1,910.50
Range	29.50	39.50	10.00	33.9%	36.75
ATR	21.42	22.72	1.29	6.0%	0.00
Volume	448,685	317,294	-131,391	-29.3%	1,427,368

Daily Pivots for day following 14-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,021.25	1,998.25	1,918.00
R3	1,981.75	1,958.75	1,907.00
R2	1,942.25	1,942.25	1,903.50
R1	1,919.25	1,919.25	1,899.75	1,911.00
PP	1,902.75	1,902.75	1,902.75	1,898.50
S1	1,879.75	1,879.75	1,892.75	1,871.50
S2	1,863.25	1,863.25	1,889.00
S3	1,823.75	1,840.25	1,885.50
S4	1,784.25	1,800.75	1,874.50

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,014.00	1,999.00	1,930.75
R3	1,977.25	1,962.25	1,920.50
R2	1,940.50	1,940.50	1,917.25
R1	1,925.50	1,925.50	1,913.75	1,933.00
PP	1,903.75	1,903.75	1,903.75	1,907.50
S1	1,888.75	1,888.75	1,907.25	1,896.25
S2	1,867.00	1,867.00	1,903.75
S3	1,830.25	1,852.00	1,900.50
S4	1,793.50	1,815.25	1,890.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,925.75	1,882.00	43.75	2.3%	28.25	1.5%	33%	True	False	297,080
10	1,925.75	1,868.00	57.75	3.0%	23.00	1.2%	49%	True	False	280,304
20	1,925.75	1,831.25	94.50	5.0%	21.00	1.1%	69%	True	False	273,896
40	1,925.75	1,770.25	155.50	8.2%	21.25	1.1%	81%	True	False	255,694
60	1,925.75	1,707.00	218.75	11.5%	25.25	1.3%	87%	True	False	214,859
80	1,925.75	1,707.00	218.75	11.5%	24.25	1.3%	87%	True	False	161,179
100	1,925.75	1,707.00	218.75	11.5%	24.25	1.3%	87%	True	False	128,953

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	5.63
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	2,093.50
2.618	2,029.25
1.618	1,989.75
1.000	1,965.25
0.618	1,950.25
HIGH	1,925.75
0.618	1,910.75
0.500	1,906.00
0.382	1,901.25
LOW	1,886.25
0.618	1,861.75
1.000	1,846.75
1.618	1,822.25
2.618	1,782.75
4.250	1,718.50

Fisher Pivots for day following 14-May-2007
Pivot	1 day	3 day
R1	1,906.00	1,904.00
PP	1,902.75	1,901.25
S1	1,899.50	1,898.75

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

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