E-mini NASDAQ-100 Future June 2007

Trading Metrics calculated at close of trading on 17-May-2007

Day Change Summary
	Previous	Current
	16-May-2007	17-May-2007	Change	Change %	Previous Week
Open	1,883.25	1,900.75	17.50	0.9%	1,907.25
High	1,901.50	1,901.00	-0.50	0.0%	1,918.75
Low	1,873.75	1,889.00	15.25	0.8%	1,882.00
Close	1,901.25	1,890.25	-11.00	-0.6%	1,910.50
Range	27.75	12.00	-15.75	-56.8%	36.75
ATR	23.52	22.72	-0.81	-3.4%	0.00
Volume	458,374	367,184	-91,190	-19.9%	1,427,368

Daily Pivots for day following 17-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,929.50	1,921.75	1,896.75
R3	1,917.50	1,909.75	1,893.50
R2	1,905.50	1,905.50	1,892.50
R1	1,897.75	1,897.75	1,891.25	1,895.50
PP	1,893.50	1,893.50	1,893.50	1,892.25
S1	1,885.75	1,885.75	1,889.25	1,883.50
S2	1,881.50	1,881.50	1,888.00
S3	1,869.50	1,873.75	1,887.00
S4	1,857.50	1,861.75	1,883.75

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	1,873.75	52.00	2.8%	27.75	1.5%	32%	False	False	380,028
10	1,925.75	1,873.75	52.00	2.8%	24.50	1.3%	32%	False	False	309,976
20	1,925.75	1,846.75	79.00	4.2%	22.00	1.2%	55%	False	False	294,120
40	1,925.75	1,770.25	155.50	8.2%	21.00	1.1%	77%	False	False	261,910
60	1,925.75	1,707.00	218.75	11.6%	25.50	1.3%	84%	False	False	233,753
80	1,925.75	1,707.00	218.75	11.6%	24.00	1.3%	84%	False	False	175,353
100	1,925.75	1,707.00	218.75	11.6%	24.25	1.3%	84%	False	False	140,294

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.68
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,952.00
2.618	1,932.50
1.618	1,920.50
1.000	1,913.00
0.618	1,908.50
HIGH	1,901.00
0.618	1,896.50
0.500	1,895.00
0.382	1,893.50
LOW	1,889.00
0.618	1,881.50
1.000	1,877.00
1.618	1,869.50
2.618	1,857.50
4.250	1,838.00

Fisher Pivots for day following 17-May-2007
Pivot	1 day	3 day
R1	1,895.00	1,890.50
PP	1,893.50	1,890.50
S1	1,891.75	1,890.25

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

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