E-mini NASDAQ-100 Future March 2007

Trading Metrics calculated at close of trading on 14-Mar-2007

Day Change Summary
	Previous	Current
	13-Mar-2007	14-Mar-2007	Change	Change %	Previous Week
Open	1,757.00	1,723.25	-33.75	-1.9%	1,726.00
High	1,760.00	1,748.75	-11.25	-0.6%	1,767.25
Low	1,718.75	1,711.25	-7.50	-0.4%	1,704.75
Close	1,724.25	1,748.25	24.00	1.4%	1,747.75
Range	41.25	37.50	-3.75	-9.1%	62.50
ATR	30.76	31.24	0.48	1.6%	0.00
Volume	84,457	95,167	10,710	12.7%	1,667,777

Daily Pivots for day following 14-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,848.50	1,836.00	1,769.00
R3	1,811.00	1,798.50	1,758.50
R2	1,773.50	1,773.50	1,755.00
R1	1,761.00	1,761.00	1,751.75	1,767.25
PP	1,736.00	1,736.00	1,736.00	1,739.25
S1	1,723.50	1,723.50	1,744.75	1,729.75
S2	1,698.50	1,698.50	1,741.50
S3	1,661.00	1,686.00	1,738.00
S4	1,623.50	1,648.50	1,727.50

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,927.50	1,900.00	1,782.00
R3	1,865.00	1,837.50	1,765.00
R2	1,802.50	1,802.50	1,759.25
R1	1,775.00	1,775.00	1,753.50	1,788.75
PP	1,740.00	1,740.00	1,740.00	1,746.75
S1	1,712.50	1,712.50	1,742.00	1,726.25
S2	1,677.50	1,677.50	1,736.25
S3	1,615.00	1,650.00	1,730.50
S4	1,552.50	1,587.50	1,713.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,767.25	1,711.25	56.00	3.2%	31.75	1.8%	66%	False	True	99,349
10	1,776.00	1,704.75	71.25	4.1%	34.25	2.0%	61%	False	False	313,987
20	1,857.50	1,704.75	152.75	8.7%	32.50	1.9%	28%	False	False	336,782
40	1,857.75	1,704.75	153.00	8.8%	28.25	1.6%	28%	False	False	338,257
60	1,867.75	1,704.75	163.00	9.3%	27.75	1.6%	27%	False	False	314,447
80	1,867.75	1,704.75	163.00	9.3%	26.25	1.5%	27%	False	False	252,761
100	1,867.75	1,704.75	163.00	9.3%	25.75	1.5%	27%	False	False	202,250
120	1,867.75	1,652.25	215.50	12.3%	25.25	1.4%	45%	False	False	168,563

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	8.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,908.00
2.618	1,847.00
1.618	1,809.50
1.000	1,786.25
0.618	1,772.00
HIGH	1,748.75
0.618	1,734.50
0.500	1,730.00
0.382	1,725.50
LOW	1,711.25
0.618	1,688.00
1.000	1,673.75
1.618	1,650.50
2.618	1,613.00
4.250	1,552.00

Fisher Pivots for day following 14-Mar-2007
Pivot	1 day	3 day
R1	1,742.25	1,744.00
PP	1,736.00	1,740.00
S1	1,730.00	1,736.00

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

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