E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 08-Feb-2007

Day Change Summary
	Previous	Current
	07-Feb-2007	08-Feb-2007	Change	Change %	Previous Week
Open	1,802.50	1,822.00	19.50	1.1%	1,781.00
High	1,825.75	1,823.25	-2.50	-0.1%	1,817.00
Low	1,802.50	1,808.75	6.25	0.3%	1,773.50
Close	1,823.00	1,821.75	-1.25	-0.1%	1,807.25
Range	23.25	14.50	-8.75	-37.6%	43.50
ATR	24.43	23.72	-0.71	-2.9%	0.00
Volume	401,952	396,955	-4,997	-1.2%	1,638,431

Daily Pivots for day following 08-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,861.50	1,856.00	1,829.75
R3	1,847.00	1,841.50	1,825.75
R2	1,832.50	1,832.50	1,824.50
R1	1,827.00	1,827.00	1,823.00	1,822.50
PP	1,818.00	1,818.00	1,818.00	1,815.50
S1	1,812.50	1,812.50	1,820.50	1,808.00
S2	1,803.50	1,803.50	1,819.00
S3	1,789.00	1,798.00	1,817.75
S4	1,774.50	1,783.50	1,813.75

Weekly Pivots for week ending 02-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,929.75	1,912.00	1,831.25
R3	1,886.25	1,868.50	1,819.25
R2	1,842.75	1,842.75	1,815.25
R1	1,825.00	1,825.00	1,811.25	1,834.00
PP	1,799.25	1,799.25	1,799.25	1,803.75
S1	1,781.50	1,781.50	1,803.25	1,790.50
S2	1,755.75	1,755.75	1,799.25
S3	1,712.25	1,738.00	1,795.25
S4	1,668.75	1,694.50	1,783.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,825.75	1,784.75	41.00	2.3%	18.50	1.0%	90%	False	False	321,177
10	1,825.75	1,773.00	52.75	2.9%	21.00	1.1%	92%	False	False	329,936
20	1,867.75	1,773.00	94.75	5.2%	23.50	1.3%	51%	False	False	343,879
40	1,867.75	1,747.00	120.75	6.6%	25.50	1.4%	62%	False	False	304,271
60	1,867.75	1,747.00	120.75	6.6%	24.25	1.3%	62%	False	False	208,897
80	1,867.75	1,722.75	145.00	8.0%	24.25	1.3%	68%	False	False	156,707
100	1,867.75	1,648.00	219.75	12.1%	23.75	1.3%	79%	False	False	125,387

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	6.05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,885.00
2.618	1,861.25
1.618	1,846.75
1.000	1,837.75
0.618	1,832.25
HIGH	1,823.25
0.618	1,817.75
0.500	1,816.00
0.382	1,814.25
LOW	1,808.75
0.618	1,799.75
1.000	1,794.25
1.618	1,785.25
2.618	1,770.75
4.250	1,747.00

Fisher Pivots for day following 08-Feb-2007
Pivot	1 day	3 day
R1	1,819.75	1,816.25
PP	1,818.00	1,810.75
S1	1,816.00	1,805.25

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

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