E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 17-Aug-2007

Day Change Summary
	Previous	Current
	16-Aug-2007	17-Aug-2007	Change	Change %	Previous Week
Open	1,877.50	1,860.00	-17.50	-0.9%	1,933.25
High	1,878.75	1,913.00	34.25	1.8%	1,957.25
Low	1,813.75	1,829.25	15.50	0.9%	1,813.75
Close	1,856.50	1,892.25	35.75	1.9%	1,892.25
Range	65.00	83.75	18.75	28.8%	143.50
ATR	40.62	43.70	3.08	7.6%	0.00
Volume	588,210	982,573	394,363	67.0%	3,049,608

Daily Pivots for day following 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,129.50	2,094.50	1,938.25
R3	2,045.75	2,010.75	1,915.25
R2	1,962.00	1,962.00	1,907.50
R1	1,927.00	1,927.00	1,900.00	1,944.50
PP	1,878.25	1,878.25	1,878.25	1,887.00
S1	1,843.25	1,843.25	1,884.50	1,860.75
S2	1,794.50	1,794.50	1,877.00
S3	1,710.75	1,759.50	1,869.25
S4	1,627.00	1,675.75	1,846.25

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,318.25	2,248.75	1,971.25
R3	2,174.75	2,105.25	1,931.75
R2	2,031.25	2,031.25	1,918.50
R1	1,961.75	1,961.75	1,905.50	1,924.75
PP	1,887.75	1,887.75	1,887.75	1,869.25
S1	1,818.25	1,818.25	1,879.00	1,781.25
S2	1,744.25	1,744.25	1,866.00
S3	1,600.75	1,674.75	1,852.75
S4	1,457.25	1,531.25	1,813.25

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	7.6%	53.25	2.8%	55%	False	False	609,921
10	2,006.75	1,813.75	193.00	10.2%	50.00	2.6%	41%	False	False	559,526
20	2,063.00	1,813.75	249.25	13.2%	46.75	2.5%	31%	False	False	545,229
40	2,077.75	1,813.75	264.00	14.0%	35.00	1.9%	30%	False	False	436,245
60	2,077.75	1,813.75	264.00	14.0%	31.50	1.7%	30%	False	False	353,365
80	2,077.75	1,813.75	264.00	14.0%	29.00	1.5%	30%	False	False	265,049
100	2,077.75	1,794.00	283.75	15.0%	26.50	1.4%	35%	False	False	212,047

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	10.18
Widest range in 108 trading days

Fibonacci Retracements and Extensions
4.250	2,269.00
2.618	2,132.25
1.618	2,048.50
1.000	1,996.75
0.618	1,964.75
HIGH	1,913.00
0.618	1,881.00
0.500	1,871.00
0.382	1,861.25
LOW	1,829.25
0.618	1,777.50
1.000	1,745.50
1.618	1,693.75
2.618	1,610.00
4.250	1,473.25

Fisher Pivots for day following 17-Aug-2007
Pivot	1 day	3 day
R1	1,885.25	1,884.50
PP	1,878.25	1,876.50
S1	1,871.00	1,868.75

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

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