E-mini NASDAQ-100 Future March 2007

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

Day Change Summary
	Previous	Current
	14-Feb-2007	15-Feb-2007	Change	Change %	Previous Week
Open	1,795.75	1,822.75	27.00	1.5%	1,807.00
High	1,826.25	1,832.00	5.75	0.3%	1,828.00
Low	1,793.50	1,818.25	24.75	1.4%	1,784.75
Close	1,822.75	1,831.00	8.25	0.5%	1,792.50
Range	32.75	13.75	-19.00	-58.0%	43.25
ATR	24.03	23.30	-0.73	-3.1%	0.00
Volume	313,179	413,696	100,517	32.1%	1,506,550

Daily Pivots for day following 15-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,868.25	1,863.50	1,838.50
R3	1,854.50	1,849.75	1,834.75
R2	1,840.75	1,840.75	1,833.50
R1	1,836.00	1,836.00	1,832.25	1,838.50
PP	1,827.00	1,827.00	1,827.00	1,828.25
S1	1,822.25	1,822.25	1,829.75	1,824.50
S2	1,813.25	1,813.25	1,828.50
S3	1,799.50	1,808.50	1,827.25
S4	1,785.75	1,794.75	1,823.50

Weekly Pivots for week ending 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,931.50	1,905.25	1,816.25
R3	1,888.25	1,862.00	1,804.50
R2	1,845.00	1,845.00	1,800.50
R1	1,818.75	1,818.75	1,796.50	1,810.25
PP	1,801.75	1,801.75	1,801.75	1,797.50
S1	1,775.50	1,775.50	1,788.50	1,767.00
S2	1,758.50	1,758.50	1,784.50
S3	1,715.25	1,732.25	1,780.50
S4	1,672.00	1,689.00	1,768.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,832.00	1,781.25	50.75	2.8%	22.75	1.2%	98%	True	False	336,023
10	1,832.00	1,781.25	50.75	2.8%	20.75	1.1%	98%	True	False	328,600
20	1,832.00	1,773.00	59.00	3.2%	23.00	1.3%	98%	True	False	342,326
40	1,867.75	1,747.00	120.75	6.6%	25.25	1.4%	70%	False	False	304,607
60	1,867.75	1,747.00	120.75	6.6%	24.25	1.3%	70%	False	False	236,856
80	1,867.75	1,722.75	145.00	7.9%	24.25	1.3%	75%	False	False	177,702
100	1,867.75	1,652.25	215.50	11.8%	23.75	1.3%	83%	False	False	142,182

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	3.68
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,890.50
2.618	1,868.00
1.618	1,854.25
1.000	1,845.75
0.618	1,840.50
HIGH	1,832.00
0.618	1,826.75
0.500	1,825.00
0.382	1,823.50
LOW	1,818.25
0.618	1,809.75
1.000	1,804.50
1.618	1,796.00
2.618	1,782.25
4.250	1,759.75

Fisher Pivots for day following 15-Feb-2007
Pivot	1 day	3 day
R1	1,829.00	1,823.50
PP	1,827.00	1,816.00
S1	1,825.00	1,808.50

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

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