E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 07-Mar-2007

Day Change Summary
	Previous	Current
	06-Mar-2007	07-Mar-2007	Change	Change %	Previous Week
Open	1,714.75	1,744.75	30.00	1.7%	1,845.75
High	1,750.00	1,749.25	-0.75	0.0%	1,855.50
Low	1,711.00	1,735.50	24.50	1.4%	1,720.00
Close	1,745.00	1,737.50	-7.50	-0.4%	1,726.25
Range	39.00	13.75	-25.25	-64.7%	135.50
ATR	32.17	30.85	-1.32	-4.1%	0.00
Volume	572,960	422,567	-150,393	-26.2%	2,603,683

Daily Pivots for day following 07-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,782.00	1,773.50	1,745.00
R3	1,768.25	1,759.75	1,741.25
R2	1,754.50	1,754.50	1,740.00
R1	1,746.00	1,746.00	1,738.75	1,743.50
PP	1,740.75	1,740.75	1,740.75	1,739.50
S1	1,732.25	1,732.25	1,736.25	1,729.50
S2	1,727.00	1,727.00	1,735.00
S3	1,713.25	1,718.50	1,733.75
S4	1,699.50	1,704.75	1,730.00

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	1,776.00	1,704.75	71.25	4.1%	37.00	2.1%	46%	False	False	528,626
10	1,857.50	1,704.75	152.75	8.8%	39.00	2.2%	21%	False	False	469,434
20	1,857.50	1,704.75	152.75	8.8%	30.00	1.7%	21%	False	False	399,553
40	1,867.75	1,704.75	163.00	9.4%	27.25	1.6%	20%	False	False	367,319
60	1,867.75	1,704.75	163.00	9.4%	27.50	1.6%	20%	False	False	328,420
80	1,867.75	1,704.75	163.00	9.4%	25.75	1.5%	20%	False	False	246,582
100	1,867.75	1,704.75	163.00	9.4%	25.25	1.5%	20%	False	False	197,297

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	6.75
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,807.75
2.618	1,785.25
1.618	1,771.50
1.000	1,763.00
0.618	1,757.75
HIGH	1,749.25
0.618	1,744.00
0.500	1,742.50
0.382	1,740.75
LOW	1,735.50
0.618	1,727.00
1.000	1,721.75
1.618	1,713.25
2.618	1,699.50
4.250	1,677.00

Fisher Pivots for day following 07-Mar-2007
Pivot	1 day	3 day
R1	1,742.50	1,734.00
PP	1,740.75	1,730.75
S1	1,739.00	1,727.50

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

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