E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 12-Sep-2007

Day Change Summary
	Previous	Current
	11-Sep-2007	12-Sep-2007	Change	Change %	Previous Week
Open	1,968.50	1,993.25	24.75	1.3%	1,994.75
High	1,995.00	2,009.25	14.25	0.7%	2,038.50
Low	1,966.50	1,984.00	17.50	0.9%	1,952.75
Close	1,993.50	1,996.25	2.75	0.1%	1,970.50
Range	28.50	25.25	-3.25	-11.4%	85.75
ATR	38.99	38.01	-0.98	-2.5%	0.00
Volume	408,332	333,519	-74,813	-18.3%	1,320,827

Daily Pivots for day following 12-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,072.25	2,059.50	2,010.25
R3	2,047.00	2,034.25	2,003.25
R2	2,021.75	2,021.75	2,001.00
R1	2,009.00	2,009.00	1,998.50	2,015.50
PP	1,996.50	1,996.50	1,996.50	1,999.75
S1	1,983.75	1,983.75	1,994.00	1,990.00
S2	1,971.25	1,971.25	1,991.50
S3	1,946.00	1,958.50	1,989.25
S4	1,920.75	1,933.25	1,982.25

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	2,011.00	1,947.00	64.00	3.2%	33.50	1.7%	77%	False	False	374,425
10	2,038.50	1,906.00	132.50	6.6%	37.75	1.9%	68%	False	False	361,795
20	2,038.50	1,813.75	224.75	11.3%	40.50	2.0%	81%	False	False	401,314
40	2,077.75	1,813.75	264.00	13.2%	40.50	2.0%	69%	False	False	453,423
60	2,077.75	1,813.75	264.00	13.2%	34.75	1.7%	69%	False	False	405,603
80	2,077.75	1,813.75	264.00	13.2%	32.00	1.6%	69%	False	False	340,486
100	2,077.75	1,813.75	264.00	13.2%	29.75	1.5%	69%	False	False	272,404
120	2,077.75	1,794.00	283.75	14.2%	27.75	1.4%	71%	False	False	227,009

Crabel Price Patterns
NR	True
NR4	True
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	6.55
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,116.50
2.618	2,075.25
1.618	2,050.00
1.000	2,034.50
0.618	2,024.75
HIGH	2,009.25
0.618	1,999.50
0.500	1,996.50
0.382	1,993.75
LOW	1,984.00
0.618	1,968.50
1.000	1,958.75
1.618	1,943.25
2.618	1,918.00
4.250	1,876.75

Fisher Pivots for day following 12-Sep-2007
Pivot	1 day	3 day
R1	1,996.50	1,990.25
PP	1,996.50	1,984.25
S1	1,996.50	1,978.00

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

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