E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 05-Mar-2007

Day Change Summary
	Previous	Current
	02-Mar-2007	05-Mar-2007	Change	Change %	Previous Week
Open	1,757.25	1,726.00	-31.25	-1.8%	1,845.75
High	1,763.00	1,742.25	-20.75	-1.2%	1,855.50
Low	1,724.25	1,704.75	-19.50	-1.1%	1,720.00
Close	1,726.25	1,713.75	-12.50	-0.7%	1,726.25
Range	38.75	37.50	-1.25	-3.2%	135.50
ATR	31.19	31.64	0.45	1.4%	0.00
Volume	662,241	463,644	-198,597	-30.0%	2,603,683

Daily Pivots for day following 05-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,832.75	1,810.75	1,734.50
R3	1,795.25	1,773.25	1,724.00
R2	1,757.75	1,757.75	1,720.50
R1	1,735.75	1,735.75	1,717.25	1,728.00
PP	1,720.25	1,720.25	1,720.25	1,716.50
S1	1,698.25	1,698.25	1,710.25	1,690.50
S2	1,682.75	1,682.75	1,707.00
S3	1,645.25	1,660.75	1,703.50
S4	1,607.75	1,623.25	1,693.00

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,173.75	2,085.50	1,800.75
R3	2,038.25	1,950.00	1,763.50
R2	1,902.75	1,902.75	1,751.00
R1	1,814.50	1,814.50	1,738.75	1,791.00
PP	1,767.25	1,767.25	1,767.25	1,755.50
S1	1,679.00	1,679.00	1,713.75	1,655.50
S2	1,631.75	1,631.75	1,701.50
S3	1,496.25	1,543.50	1,689.00
S4	1,360.75	1,408.00	1,651.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,838.25	1,704.75	133.50	7.8%	53.25	3.1%	7%	False	True	555,561
10	1,857.50	1,704.75	152.75	8.9%	38.25	2.2%	6%	False	True	424,065
20	1,857.50	1,704.75	152.75	8.9%	29.25	1.7%	6%	False	True	373,060
40	1,867.75	1,704.75	163.00	9.5%	27.25	1.6%	6%	False	True	360,452
60	1,867.75	1,704.75	163.00	9.5%	27.00	1.6%	6%	False	True	311,955
80	1,867.75	1,704.75	163.00	9.5%	25.75	1.5%	6%	False	True	234,144
100	1,867.75	1,704.75	163.00	9.5%	25.25	1.5%	6%	False	True	187,343

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	7.95
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,901.50
2.618	1,840.50
1.618	1,803.00
1.000	1,779.75
0.618	1,765.50
HIGH	1,742.25
0.618	1,728.00
0.500	1,723.50
0.382	1,719.00
LOW	1,704.75
0.618	1,681.50
1.000	1,667.25
1.618	1,644.00
2.618	1,606.50
4.250	1,545.50

Fisher Pivots for day following 05-Mar-2007
Pivot	1 day	3 day
R1	1,723.50	1,740.50
PP	1,720.25	1,731.50
S1	1,717.00	1,722.50

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

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