E-mini NASDAQ-100 Future September 2007

Trading Metrics calculated at close of trading on 14-Sep-2007

Day Change Summary
	Previous	Current
	13-Sep-2007	14-Sep-2007	Change	Change %	Previous Week
Open	1,997.00	2,003.00	6.00	0.3%	1,968.75
High	2,008.50	2,006.50	-2.00	-0.1%	2,009.25
Low	1,991.25	1,981.25	-10.00	-0.5%	1,947.00
Close	2,000.75	2,001.25	0.50	0.0%	2,001.25
Range	17.25	25.25	8.00	46.4%	62.25
ATR	36.53	35.72	-0.81	-2.2%	0.00
Volume	342,460	166,789	-175,671	-51.3%	1,708,689

Daily Pivots for day following 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,072.00	2,062.00	2,015.25
R3	2,046.75	2,036.75	2,008.25
R2	2,021.50	2,021.50	2,006.00
R1	2,011.50	2,011.50	2,003.50	2,004.00
PP	1,996.25	1,996.25	1,996.25	1,992.50
S1	1,986.25	1,986.25	1,999.00	1,978.50
S2	1,971.00	1,971.00	1,996.50
S3	1,945.75	1,961.00	1,994.25
S4	1,920.50	1,935.75	1,987.25

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,172.50	2,149.25	2,035.50
R3	2,110.25	2,087.00	2,018.25
R2	2,048.00	2,048.00	2,012.75
R1	2,024.75	2,024.75	2,007.00	2,036.50
PP	1,985.75	1,985.75	1,985.75	1,991.75
S1	1,962.50	1,962.50	1,995.50	1,974.00
S2	1,923.50	1,923.50	1,989.75
S3	1,861.25	1,900.25	1,984.25
S4	1,799.00	1,838.00	1,967.00

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%	27.25	1.4%	87%	False	False	341,737
10	2,038.50	1,947.00	91.50	4.6%	32.25	1.6%	59%	False	False	344,184
20	2,038.50	1,829.25	209.25	10.5%	36.75	1.8%	82%	False	False	376,409
40	2,065.50	1,813.75	251.75	12.6%	40.25	2.0%	74%	False	False	446,291
60	2,077.75	1,813.75	264.00	13.2%	34.75	1.7%	71%	False	False	405,823
80	2,077.75	1,813.75	264.00	13.2%	32.00	1.6%	71%	False	False	346,846
100	2,077.75	1,813.75	264.00	13.2%	30.00	1.5%	71%	False	False	277,496
120	2,077.75	1,794.00	283.75	14.2%	27.75	1.4%	73%	False	False	231,253

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.65
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,113.75
2.618	2,072.50
1.618	2,047.25
1.000	2,031.75
0.618	2,022.00
HIGH	2,006.50
0.618	1,996.75
0.500	1,994.00
0.382	1,991.00
LOW	1,981.25
0.618	1,965.75
1.000	1,956.00
1.618	1,940.50
2.618	1,915.25
4.250	1,874.00

Fisher Pivots for day following 14-Sep-2007
Pivot	1 day	3 day
R1	1,998.75	1,999.25
PP	1,996.25	1,997.25
S1	1,994.00	1,995.25

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

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