E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 06-Sep-2007

Day Change Summary
	Previous	Current
	05-Sep-2007	06-Sep-2007	Change	Change %	Previous Week
Open	2,024.75	2,002.50	-22.25	-1.1%	1,969.50
High	2,025.50	2,011.00	-14.50	-0.7%	2,000.75
Low	1,991.25	1,988.75	-2.50	-0.1%	1,905.50
Close	2,003.25	2,003.75	0.50	0.0%	1,994.75
Range	34.25	22.25	-12.00	-35.0%	95.25
ATR	40.18	38.90	-1.28	-3.2%	0.00
Volume	358,709	359,771	1,062	0.3%	1,561,015

Daily Pivots for day following 06-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,068.00	2,058.00	2,016.00
R3	2,045.75	2,035.75	2,009.75
R2	2,023.50	2,023.50	2,007.75
R1	2,013.50	2,013.50	2,005.75	2,018.50
PP	2,001.25	2,001.25	2,001.25	2,003.50
S1	1,991.25	1,991.25	2,001.75	1,996.25
S2	1,979.00	1,979.00	1,999.75
S3	1,956.75	1,969.00	1,997.75
S4	1,934.50	1,946.75	1,991.50

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,252.75	2,219.00	2,047.25
R3	2,157.50	2,123.75	2,021.00
R2	2,062.25	2,062.25	2,012.25
R1	2,028.50	2,028.50	2,003.50	2,045.50
PP	1,967.00	1,967.00	1,967.00	1,975.50
S1	1,933.25	1,933.25	1,986.00	1,950.00
S2	1,871.75	1,871.75	1,977.25
S3	1,776.50	1,838.00	1,968.50
S4	1,681.25	1,742.75	1,942.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,038.50	1,946.75	91.75	4.6%	35.25	1.8%	62%	False	False	358,013
10	2,038.50	1,905.50	133.00	6.6%	37.25	1.9%	74%	False	False	320,391
20	2,038.50	1,813.75	224.75	11.2%	42.00	2.1%	85%	False	False	431,661
40	2,077.75	1,813.75	264.00	13.2%	39.00	1.9%	72%	False	False	447,644
60	2,077.75	1,813.75	264.00	13.2%	33.75	1.7%	72%	False	False	406,486
80	2,077.75	1,813.75	264.00	13.2%	31.25	1.6%	72%	False	False	321,588
100	2,077.75	1,813.75	264.00	13.2%	29.00	1.4%	72%	False	False	257,282
120	2,077.75	1,794.00	283.75	14.2%	27.25	1.4%	74%	False	False	214,406

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.13
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,105.50
2.618	2,069.25
1.618	2,047.00
1.000	2,033.25
0.618	2,024.75
HIGH	2,011.00
0.618	2,002.50
0.500	2,000.00
0.382	1,997.25
LOW	1,988.75
0.618	1,975.00
1.000	1,966.50
1.618	1,952.75
2.618	1,930.50
4.250	1,894.25

Fisher Pivots for day following 06-Sep-2007
Pivot	1 day	3 day
R1	2,002.50	2,012.50
PP	2,001.25	2,009.75
S1	2,000.00	2,006.75

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

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