mini-sized Dow ($5) Future March 2007

Trading Metrics calculated at close of trading on 29-Sep-2006

Day Change Summary
	Previous	Current
	28-Sep-2006	29-Sep-2006	Change	Change %	Previous Week
Open	11,850	11,860	10	0.1%	11,740
High	11,859	11,870	11	0.1%	11,870
Low	11,820	11,860	40	0.3%	11,740
Close	11,849	11,829	-20	-0.2%	11,829
Range	39	10	-29	-74.4%	130
ATR	51	49	-2	-4.2%	0
Volume	6	9	3	50.0%	106

Daily Pivots for day following 29-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	11,883	11,866	11,835
R3	11,873	11,856	11,832
R2	11,863	11,863	11,831
R1	11,846	11,846	11,830	11,850
PP	11,853	11,853	11,853	11,855
S1	11,836	11,836	11,828	11,840
S2	11,843	11,843	11,827
S3	11,833	11,826	11,826
S4	11,823	11,816	11,824

Weekly Pivots for week ending 29-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	12,203	12,146	11,901
R3	12,073	12,016	11,865
R2	11,943	11,943	11,853
R1	11,886	11,886	11,841	11,915
PP	11,813	11,813	11,813	11,827
S1	11,756	11,756	11,817	11,785
S2	11,683	11,683	11,805
S3	11,553	11,626	11,793
S4	11,423	11,496	11,758

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,870	11,740	130	1.1%	33	0.3%	68%	True	False	21
10	11,870	11,677	193	1.6%	25	0.2%	79%	True	False	12
20	11,870	11,524	346	2.9%	18	0.2%	88%	True	False	7
40	11,870	11,267	603	5.1%	13	0.1%	93%	True	False	11
60	11,870	10,934	936	7.9%	9	0.1%	96%	True	False	7
80	11,870	10,928	942	8.0%	7	0.1%	96%	True	False	5
100	11,944	10,928	1,016	8.6%	5	0.0%	89%	False	False	4
120	11,944	10,928	1,016	8.6%	4	0.0%	89%	False	False	3

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	11,913
2.618	11,896
1.618	11,886
1.000	11,880
0.618	11,876
HIGH	11,870
0.618	11,866
0.500	11,865
0.382	11,864
LOW	11,860
0.618	11,854
1.000	11,850
1.618	11,844
2.618	11,834
4.250	11,818

Fisher Pivots for day following 29-Sep-2006
Pivot	1 day	3 day
R1	11,865	11,845
PP	11,853	11,840
S1	11,841	11,834

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

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