E-mini NASDAQ-100 Future June 2007

Trading Metrics calculated at close of trading on 15-Jun-2007

Day Change Summary
	Previous	Current
	14-Jun-2007	15-Jun-2007	Change	Change %	Previous Week
Open	1,912.50	1,926.50	14.00	0.7%	1,909.25
High	1,930.25	1,946.93	16.68	0.9%	1,946.93
Low	1,911.25	1,924.50	13.25	0.7%	1,887.75
Close	1,926.25	1,946.93	20.68	1.1%	1,946.93
Range	19.00	22.43	3.43	18.1%	59.18
ATR	24.01	23.90	-0.11	-0.5%	0.00
Volume	78,586	60,256	-18,330	-23.3%	472,011

Daily Pivots for day following 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,006.75	1,999.25	1,959.25
R3	1,984.25	1,976.75	1,953.00
R2	1,962.00	1,962.00	1,951.00
R1	1,954.50	1,954.50	1,949.00	1,958.25
PP	1,939.50	1,939.50	1,939.50	1,941.25
S1	1,932.00	1,932.00	1,944.75	1,935.75
S2	1,917.00	1,917.00	1,942.75
S3	1,894.50	1,909.50	1,940.75
S4	1,872.25	1,887.00	1,934.50

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,104.75	2,085.00	1,979.50
R3	2,045.50	2,025.75	1,963.25
R2	1,986.50	1,986.50	1,957.75
R1	1,966.75	1,966.75	1,952.25	1,976.50
PP	1,927.25	1,927.25	1,927.25	1,932.25
S1	1,907.50	1,907.50	1,941.50	1,917.25
S2	1,868.00	1,868.00	1,936.00
S3	1,808.75	1,848.25	1,930.75
S4	1,749.75	1,789.00	1,914.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,946.93	1,887.75	59.18	3.0%	21.75	1.1%	100%	True	False	94,402
10	1,946.93	1,874.00	72.93	3.7%	25.00	1.3%	100%	True	False	208,994
20	1,946.93	1,874.00	72.93	3.7%	24.00	1.2%	100%	True	False	273,815
40	1,946.93	1,846.75	100.18	5.1%	23.00	1.2%	100%	True	False	283,968
60	1,946.93	1,770.25	176.68	9.1%	22.00	1.1%	100%	True	False	265,878
80	1,946.93	1,707.00	239.93	12.3%	25.00	1.3%	100%	True	False	243,769
100	1,946.93	1,707.00	239.93	12.3%	24.00	1.2%	100%	True	False	195,045
120	1,946.93	1,707.00	239.93	12.3%	24.25	1.2%	100%	True	False	162,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,042.25
2.618	2,005.75
1.618	1,983.25
1.000	1,969.25
0.618	1,960.75
HIGH	1,947.00
0.618	1,938.25
0.500	1,935.75
0.382	1,933.00
LOW	1,924.50
0.618	1,910.75
1.000	1,902.00
1.618	1,888.25
2.618	1,865.75
4.250	1,829.25

Fisher Pivots for day following 15-Jun-2007
Pivot	1 day	3 day
R1	1,943.25	1,937.00
PP	1,939.50	1,927.25
S1	1,935.75	1,917.25

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

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