E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 30-Jan-2007

Day Change Summary
	Previous	Current
	29-Jan-2007	30-Jan-2007	Change	Change %	Previous Week
Open	1,781.00	1,787.75	6.75	0.4%	1,807.00
High	1,798.25	1,794.50	-3.75	-0.2%	1,823.50
Low	1,775.25	1,782.00	6.75	0.4%	1,773.00
Close	1,786.75	1,789.25	2.50	0.1%	1,779.25
Range	23.00	12.50	-10.50	-45.7%	50.50
ATR	26.55	25.54	-1.00	-3.8%	0.00
Volume	373,952	309,420	-64,532	-17.3%	1,687,843

Daily Pivots for day following 30-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,826.00	1,820.25	1,796.00
R3	1,813.50	1,807.75	1,792.75
R2	1,801.00	1,801.00	1,791.50
R1	1,795.25	1,795.25	1,790.50	1,798.00
PP	1,788.50	1,788.50	1,788.50	1,790.00
S1	1,782.75	1,782.75	1,788.00	1,785.50
S2	1,776.00	1,776.00	1,787.00
S3	1,763.50	1,770.25	1,785.75
S4	1,751.00	1,757.75	1,782.50

Weekly Pivots for week ending 26-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,943.50	1,911.75	1,807.00
R3	1,893.00	1,861.25	1,793.25
R2	1,842.50	1,842.50	1,788.50
R1	1,810.75	1,810.75	1,784.00	1,801.50
PP	1,792.00	1,792.00	1,792.00	1,787.25
S1	1,760.25	1,760.25	1,774.50	1,751.00
S2	1,741.50	1,741.50	1,770.00
S3	1,691.00	1,709.75	1,765.25
S4	1,640.50	1,659.25	1,751.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,823.50	1,773.00	50.50	2.8%	25.50	1.4%	32%	False	False	348,547
10	1,857.75	1,773.00	84.75	4.7%	25.75	1.4%	19%	False	False	362,177
20	1,867.75	1,747.00	120.75	6.7%	28.25	1.6%	35%	False	False	331,401
40	1,867.75	1,747.00	120.75	6.7%	26.25	1.5%	35%	False	False	257,672
60	1,867.75	1,722.75	145.00	8.1%	24.50	1.4%	46%	False	False	171,928
80	1,867.75	1,708.50	159.25	8.9%	24.00	1.3%	51%	False	False	128,979

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	4.65
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1,847.50
2.618	1,827.25
1.618	1,814.75
1.000	1,807.00
0.618	1,802.25
HIGH	1,794.50
0.618	1,789.75
0.500	1,788.25
0.382	1,786.75
LOW	1,782.00
0.618	1,774.25
1.000	1,769.50
1.618	1,761.75
2.618	1,749.25
4.250	1,729.00

Fisher Pivots for day following 30-Jan-2007
Pivot	1 day	3 day
R1	1,789.00	1,788.00
PP	1,788.50	1,786.75
S1	1,788.25	1,785.50

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

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