E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 02-Jul-2007

Day Change Summary
	Previous	Current
	29-Jun-2007	02-Jul-2007	Change	Change %	Previous Week
Open	1,957.00	1,955.00	-2.00	-0.1%	1,947.75
High	1,969.25	1,975.25	6.00	0.3%	1,969.25
Low	1,941.50	1,954.75	13.25	0.7%	1,918.00
Close	1,956.00	1,972.00	16.00	0.8%	1,956.00
Range	27.75	20.50	-7.25	-26.1%	51.25
ATR	24.78	24.47	-0.31	-1.2%	0.00
Volume	295,135	311,324	16,189	5.5%	1,835,039

Daily Pivots for day following 02-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,028.75	2,021.00	1,983.25
R3	2,008.25	2,000.50	1,977.75
R2	1,987.75	1,987.75	1,975.75
R1	1,980.00	1,980.00	1,974.00	1,984.00
PP	1,967.25	1,967.25	1,967.25	1,969.25
S1	1,959.50	1,959.50	1,970.00	1,963.50
S2	1,946.75	1,946.75	1,968.25
S3	1,926.25	1,939.00	1,966.25
S4	1,905.75	1,918.50	1,960.75

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,101.50	2,080.00	1,984.25
R3	2,050.25	2,028.75	1,970.00
R2	1,999.00	1,999.00	1,965.50
R1	1,977.50	1,977.50	1,960.75	1,988.25
PP	1,947.75	1,947.75	1,947.75	1,953.00
S1	1,926.25	1,926.25	1,951.25	1,937.00
S2	1,896.50	1,896.50	1,946.50
S3	1,845.25	1,875.00	1,942.00
S4	1,794.00	1,823.75	1,927.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,975.25	1,918.00	57.25	2.9%	25.75	1.3%	94%	True	False	353,311
10	1,975.25	1,918.00	57.25	2.9%	26.00	1.3%	94%	True	False	343,326
20	1,975.25	1,898.00	77.25	3.9%	25.50	1.3%	96%	True	False	316,561
40	1,975.25	1,898.00	77.25	3.9%	24.25	1.2%	96%	True	False	158,425
60	1,975.25	1,826.00	149.25	7.6%	22.25	1.1%	98%	True	False	105,632

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	6.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,062.50
2.618	2,029.00
1.618	2,008.50
1.000	1,995.75
0.618	1,988.00
HIGH	1,975.25
0.618	1,967.50
0.500	1,965.00
0.382	1,962.50
LOW	1,954.75
0.618	1,942.00
1.000	1,934.25
1.618	1,921.50
2.618	1,901.00
4.250	1,867.50

Fisher Pivots for day following 02-Jul-2007
Pivot	1 day	3 day
R1	1,969.75	1,967.50
PP	1,967.25	1,963.00
S1	1,965.00	1,958.50

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

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