E-mini NASDAQ-100 Future September 2007

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

Day Change Summary
	Previous	Current
	07-Sep-2007	10-Sep-2007	Change	Change %	Previous Week
Open	2,003.50	1,968.75	-34.75	-1.7%	1,994.75
High	2,004.25	1,986.75	-17.50	-0.9%	2,038.50
Low	1,952.75	1,947.00	-5.75	-0.3%	1,952.75
Close	1,970.50	1,968.25	-2.25	-0.1%	1,970.50
Range	51.50	39.75	-11.75	-22.8%	85.75
ATR	39.80	39.80	0.00	0.0%	0.00
Volume	312,916	457,589	144,673	46.2%	1,320,827

Daily Pivots for day following 10-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,086.50	2,067.25	1,990.00
R3	2,046.75	2,027.50	1,979.25
R2	2,007.00	2,007.00	1,975.50
R1	1,987.75	1,987.75	1,972.00	1,977.50
PP	1,967.25	1,967.25	1,967.25	1,962.25
S1	1,948.00	1,948.00	1,964.50	1,937.75
S2	1,927.50	1,927.50	1,961.00
S3	1,887.75	1,908.25	1,957.25
S4	1,848.00	1,868.50	1,946.50

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,244.50	2,193.25	2,017.75
R3	2,158.75	2,107.50	1,994.00
R2	2,073.00	2,073.00	1,986.25
R1	2,021.75	2,021.75	1,978.25	2,004.50
PP	1,987.25	1,987.25	1,987.25	1,978.50
S1	1,936.00	1,936.00	1,962.75	1,918.75
S2	1,901.50	1,901.50	1,954.75
S3	1,815.75	1,850.25	1,947.00
S4	1,730.00	1,764.50	1,923.25

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	1,947.00	91.50	4.6%	40.00	2.0%	23%	False	True	355,683
10	2,038.50	1,905.50	133.00	6.8%	39.25	2.0%	47%	False	False	333,943
20	2,038.50	1,813.75	224.75	11.4%	41.00	2.1%	69%	False	False	417,206
40	2,077.75	1,813.75	264.00	13.4%	40.00	2.0%	59%	False	False	448,104
60	2,077.75	1,813.75	264.00	13.4%	34.50	1.7%	59%	False	False	404,915
80	2,077.75	1,813.75	264.00	13.4%	31.50	1.6%	59%	False	False	331,216
100	2,077.75	1,813.75	264.00	13.4%	29.75	1.5%	59%	False	False	264,986
120	2,077.75	1,794.00	283.75	14.4%	27.50	1.4%	61%	False	False	220,827

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	5.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,155.75
2.618	2,090.75
1.618	2,051.00
1.000	2,026.50
0.618	2,011.25
HIGH	1,986.75
0.618	1,971.50
0.500	1,967.00
0.382	1,962.25
LOW	1,947.00
0.618	1,922.50
1.000	1,907.25
1.618	1,882.75
2.618	1,843.00
4.250	1,778.00

Fisher Pivots for day following 10-Sep-2007
Pivot	1 day	3 day
R1	1,967.75	1,979.00
PP	1,967.25	1,975.50
S1	1,967.00	1,971.75

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

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