E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 26-Dec-2006

Day Change Summary
	Previous	Current
	22-Dec-2006	26-Dec-2006	Change	Change %	Previous Week
Open	1,786.50	1,764.75	-21.75	-1.2%	1,828.50
High	1,790.25	1,775.25	-15.00	-0.8%	1,843.50
Low	1,763.25	1,763.75	0.50	0.0%	1,763.25
Close	1,764.00	1,773.50	9.50	0.5%	1,764.00
Range	27.00	11.50	-15.50	-57.4%	80.25
ATR	25.00	24.04	-0.96	-3.9%	0.00
Volume	216,445	192,988	-23,457	-10.8%	1,244,343

Daily Pivots for day following 26-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,805.25	1,801.00	1,779.75
R3	1,793.75	1,789.50	1,776.75
R2	1,782.25	1,782.25	1,775.50
R1	1,778.00	1,778.00	1,774.50	1,780.00
PP	1,770.75	1,770.75	1,770.75	1,772.00
S1	1,766.50	1,766.50	1,772.50	1,768.50
S2	1,759.25	1,759.25	1,771.50
S3	1,747.75	1,755.00	1,770.25
S4	1,736.25	1,743.50	1,767.25

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	2,031.00	1,977.75	1,808.25
R3	1,950.75	1,897.50	1,786.00
R2	1,870.50	1,870.50	1,778.75
R1	1,817.25	1,817.25	1,771.25	1,803.75
PP	1,790.25	1,790.25	1,790.25	1,783.50
S1	1,737.00	1,737.00	1,756.75	1,723.50
S2	1,710.00	1,710.00	1,749.25
S3	1,629.75	1,656.75	1,742.00
S4	1,549.50	1,576.50	1,719.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,816.00	1,763.25	52.75	3.0%	22.50	1.3%	19%	False	False	231,973
10	1,848.75	1,763.25	85.50	4.8%	25.00	1.4%	12%	False	False	272,349
20	1,848.75	1,763.25	85.50	4.8%	25.00	1.4%	12%	False	False	173,097
40	1,848.75	1,722.75	126.00	7.1%	23.25	1.3%	40%	False	False	86,721
60	1,848.75	1,658.75	190.00	10.7%	23.25	1.3%	60%	False	False	57,852

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	4.70
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1,824.00
2.618	1,805.25
1.618	1,793.75
1.000	1,786.75
0.618	1,782.25
HIGH	1,775.25
0.618	1,770.75
0.500	1,769.50
0.382	1,768.25
LOW	1,763.75
0.618	1,756.75
1.000	1,752.25
1.618	1,745.25
2.618	1,733.75
4.250	1,715.00

Fisher Pivots for day following 26-Dec-2006
Pivot	1 day	3 day
R1	1,772.25	1,783.50
PP	1,770.75	1,780.25
S1	1,769.50	1,777.00

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

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