E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 10-Aug-2007

Day Change Summary
	Previous	Current
	09-Aug-2007	10-Aug-2007	Change	Change %	Previous Week
Open	1,997.50	1,945.25	-52.25	-2.6%	1,935.50
High	2,002.25	1,955.75	-46.50	-2.3%	2,006.75
Low	1,942.50	1,906.75	-35.75	-1.8%	1,906.75
Close	1,945.50	1,929.00	-16.50	-0.8%	1,929.00
Range	59.75	49.00	-10.75	-18.0%	100.00
ATR	37.40	38.23	0.83	2.2%	0.00
Volume	459,139	600,458	141,319	30.8%	2,545,658

Daily Pivots for day following 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,077.50	2,052.25	1,956.00
R3	2,028.50	2,003.25	1,942.50
R2	1,979.50	1,979.50	1,938.00
R1	1,954.25	1,954.25	1,933.50	1,942.50
PP	1,930.50	1,930.50	1,930.50	1,924.50
S1	1,905.25	1,905.25	1,924.50	1,893.50
S2	1,881.50	1,881.50	1,920.00
S3	1,832.50	1,856.25	1,915.50
S4	1,783.50	1,807.25	1,902.00

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,247.50	2,188.25	1,984.00
R3	2,147.50	2,088.25	1,956.50
R2	2,047.50	2,047.50	1,947.25
R1	1,988.25	1,988.25	1,938.25	1,968.00
PP	1,947.50	1,947.50	1,947.50	1,937.25
S1	1,888.25	1,888.25	1,919.75	1,868.00
S2	1,847.50	1,847.50	1,910.75
S3	1,747.50	1,788.25	1,901.50
S4	1,647.50	1,688.25	1,874.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,006.75	1,906.75	100.00	5.2%	46.50	2.4%	22%	False	True	509,131
10	2,011.50	1,906.75	104.75	5.4%	46.50	2.4%	21%	False	True	525,016
20	2,077.75	1,906.75	171.00	8.9%	39.00	2.0%	13%	False	True	479,001
40	2,077.75	1,906.75	171.00	8.9%	31.00	1.6%	13%	False	True	398,769
60	2,077.75	1,898.00	179.75	9.3%	28.50	1.5%	17%	False	False	302,553
80	2,077.75	1,855.50	222.25	11.5%	26.75	1.4%	33%	False	False	226,931
100	2,077.75	1,794.00	283.75	14.7%	25.00	1.3%	48%	False	False	181,551

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	10.05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,164.00
2.618	2,084.00
1.618	2,035.00
1.000	2,004.75
0.618	1,986.00
HIGH	1,955.75
0.618	1,937.00
0.500	1,931.25
0.382	1,925.50
LOW	1,906.75
0.618	1,876.50
1.000	1,857.75
1.618	1,827.50
2.618	1,778.50
4.250	1,698.50

Fisher Pivots for day following 10-Aug-2007
Pivot	1 day	3 day
R1	1,931.25	1,956.75
PP	1,930.50	1,947.50
S1	1,929.75	1,938.25

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

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