E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 11-Sep-2007

Day Change Summary
	Previous	Current
	10-Sep-2007	11-Sep-2007	Change	Change %	Previous Week
Open	1,968.75	1,968.50	-0.25	0.0%	1,994.75
High	1,986.75	1,995.00	8.25	0.4%	2,038.50
Low	1,947.00	1,966.50	19.50	1.0%	1,952.75
Close	1,968.25	1,993.50	25.25	1.3%	1,970.50
Range	39.75	28.50	-11.25	-28.3%	85.75
ATR	39.80	38.99	-0.81	-2.0%	0.00
Volume	457,589	408,332	-49,257	-10.8%	1,320,827

Daily Pivots for day following 11-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,070.50	2,060.50	2,009.25
R3	2,042.00	2,032.00	2,001.25
R2	2,013.50	2,013.50	1,998.75
R1	2,003.50	2,003.50	1,996.00	2,008.50
PP	1,985.00	1,985.00	1,985.00	1,987.50
S1	1,975.00	1,975.00	1,991.00	1,980.00
S2	1,956.50	1,956.50	1,988.25
S3	1,928.00	1,946.50	1,985.75
S4	1,899.50	1,918.00	1,977.75

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	2,025.50	1,947.00	78.50	3.9%	35.25	1.8%	59%	False	False	379,463
10	2,038.50	1,905.50	133.00	6.7%	40.00	2.0%	66%	False	False	349,158
20	2,038.50	1,813.75	224.75	11.3%	41.25	2.1%	80%	False	False	402,308
40	2,077.75	1,813.75	264.00	13.2%	40.50	2.0%	68%	False	False	451,449
60	2,077.75	1,813.75	264.00	13.2%	34.50	1.7%	68%	False	False	405,615
80	2,077.75	1,813.75	264.00	13.2%	31.75	1.6%	68%	False	False	336,320
100	2,077.75	1,813.75	264.00	13.2%	29.75	1.5%	68%	False	False	269,069
120	2,077.75	1,794.00	283.75	14.2%	27.75	1.4%	70%	False	False	224,230

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	5.75
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,116.00
2.618	2,069.50
1.618	2,041.00
1.000	2,023.50
0.618	2,012.50
HIGH	1,995.00
0.618	1,984.00
0.500	1,980.75
0.382	1,977.50
LOW	1,966.50
0.618	1,949.00
1.000	1,938.00
1.618	1,920.50
2.618	1,892.00
4.250	1,845.50

Fisher Pivots for day following 11-Sep-2007
Pivot	1 day	3 day
R1	1,989.25	1,987.50
PP	1,985.00	1,981.50
S1	1,980.75	1,975.50

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

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