E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 16-Aug-2007

Day Change Summary
	Previous	Current
	15-Aug-2007	16-Aug-2007	Change	Change %	Previous Week
Open	1,914.25	1,877.50	-36.75	-1.9%	1,935.50
High	1,923.75	1,878.75	-45.00	-2.3%	2,006.75
Low	1,872.75	1,813.75	-59.00	-3.2%	1,906.75
Close	1,878.50	1,856.50	-22.00	-1.2%	1,929.00
Range	51.00	65.00	14.00	27.5%	100.00
ATR	38.74	40.62	1.88	4.8%	0.00
Volume	419,134	588,210	169,076	40.3%	2,545,658

Daily Pivots for day following 16-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,044.75	2,015.50	1,892.25
R3	1,979.75	1,950.50	1,874.50
R2	1,914.75	1,914.75	1,868.50
R1	1,885.50	1,885.50	1,862.50	1,867.50
PP	1,849.75	1,849.75	1,849.75	1,840.75
S1	1,820.50	1,820.50	1,850.50	1,802.50
S2	1,784.75	1,784.75	1,844.50
S3	1,719.75	1,755.50	1,838.50
S4	1,654.75	1,690.50	1,820.75

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	1,957.25	1,813.75	143.50	7.7%	46.25	2.5%	30%	False	True	533,498
10	2,006.75	1,813.75	193.00	10.4%	46.75	2.5%	22%	False	True	506,323
20	2,065.50	1,813.75	251.75	13.6%	44.00	2.4%	17%	False	True	516,172
40	2,077.75	1,813.75	264.00	14.2%	33.75	1.8%	16%	False	True	420,530
60	2,077.75	1,813.75	264.00	14.2%	30.50	1.6%	16%	False	True	336,992
80	2,077.75	1,813.75	264.00	14.2%	28.25	1.5%	16%	False	True	252,767
100	2,077.75	1,794.00	283.75	15.3%	26.00	1.4%	22%	False	False	202,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.33
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2,155.00
2.618	2,049.00
1.618	1,984.00
1.000	1,943.75
0.618	1,919.00
HIGH	1,878.75
0.618	1,854.00
0.500	1,846.25
0.382	1,838.50
LOW	1,813.75
0.618	1,773.50
1.000	1,748.75
1.618	1,708.50
2.618	1,643.50
4.250	1,537.50

Fisher Pivots for day following 16-Aug-2007
Pivot	1 day	3 day
R1	1,853.00	1,882.75
PP	1,849.75	1,874.00
S1	1,846.25	1,865.25

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

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