E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 13-Sep-2007

Day Change Summary
	Previous	Current
	12-Sep-2007	13-Sep-2007	Change	Change %	Previous Week
Open	1,993.25	1,997.00	3.75	0.2%	1,994.75
High	2,009.25	2,008.50	-0.75	0.0%	2,038.50
Low	1,984.00	1,991.25	7.25	0.4%	1,952.75
Close	1,996.25	2,000.75	4.50	0.2%	1,970.50
Range	25.25	17.25	-8.00	-31.7%	85.75
ATR	38.01	36.53	-1.48	-3.9%	0.00
Volume	333,519	342,460	8,941	2.7%	1,320,827

Daily Pivots for day following 13-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,052.00	2,043.50	2,010.25
R3	2,034.75	2,026.25	2,005.50
R2	2,017.50	2,017.50	2,004.00
R1	2,009.00	2,009.00	2,002.25	2,013.25
PP	2,000.25	2,000.25	2,000.25	2,002.25
S1	1,991.75	1,991.75	1,999.25	1,996.00
S2	1,983.00	1,983.00	1,997.50
S3	1,965.75	1,974.50	1,996.00
S4	1,948.50	1,957.25	1,991.25

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	2,009.25	1,947.00	62.25	3.1%	32.50	1.6%	86%	False	False	370,963
10	2,038.50	1,946.75	91.75	4.6%	33.75	1.7%	59%	False	False	364,488
20	2,038.50	1,813.75	224.75	11.2%	38.75	1.9%	83%	False	False	397,480
40	2,077.75	1,813.75	264.00	13.2%	40.25	2.0%	71%	False	False	453,959
60	2,077.75	1,813.75	264.00	13.2%	34.75	1.7%	71%	False	False	407,775
80	2,077.75	1,813.75	264.00	13.2%	31.75	1.6%	71%	False	False	344,765
100	2,077.75	1,813.75	264.00	13.2%	29.75	1.5%	71%	False	False	275,828
120	2,077.75	1,794.00	283.75	14.2%	27.75	1.4%	73%	False	False	229,863

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.75
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	2,081.75
2.618	2,053.75
1.618	2,036.50
1.000	2,025.75
0.618	2,019.25
HIGH	2,008.50
0.618	2,002.00
0.500	2,000.00
0.382	1,997.75
LOW	1,991.25
0.618	1,980.50
1.000	1,974.00
1.618	1,963.25
2.618	1,946.00
4.250	1,918.00

Fisher Pivots for day following 13-Sep-2007
Pivot	1 day	3 day
R1	2,000.50	1,996.50
PP	2,000.25	1,992.25
S1	2,000.00	1,988.00

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

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