E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 28-Feb-2008

Day Change Summary
	Previous	Current
	27-Feb-2008	28-Feb-2008	Change	Change %	Previous Week
Open	1,795.75	1,801.00	5.25	0.3%	1,782.75
High	1,809.75	1,812.25	2.50	0.1%	1,821.00
Low	1,777.25	1,782.75	5.50	0.3%	1,742.00
Close	1,800.25	1,784.25	-16.00	-0.9%	1,781.00
Range	32.50	29.50	-3.00	-9.2%	79.00
ATR	47.45	46.17	-1.28	-2.7%	0.00
Volume	437,185	364,965	-72,220	-16.5%	1,413,903

Daily Pivots for day following 28-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,881.50	1,862.50	1,800.50
R3	1,852.00	1,833.00	1,792.25
R2	1,822.50	1,822.50	1,789.75
R1	1,803.50	1,803.50	1,787.00	1,798.25
PP	1,793.00	1,793.00	1,793.00	1,790.50
S1	1,774.00	1,774.00	1,781.50	1,768.75
S2	1,763.50	1,763.50	1,778.75
S3	1,734.00	1,744.50	1,776.25
S4	1,704.50	1,715.00	1,768.00

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	2,018.25	1,978.75	1,824.50
R3	1,939.25	1,899.75	1,802.75
R2	1,860.25	1,860.25	1,795.50
R1	1,820.75	1,820.75	1,788.25	1,801.00
PP	1,781.25	1,781.25	1,781.25	1,771.50
S1	1,741.75	1,741.75	1,773.75	1,722.00
S2	1,702.25	1,702.25	1,766.50
S3	1,623.25	1,662.75	1,759.25
S4	1,544.25	1,583.75	1,737.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,812.25	1,742.00	70.25	3.9%	36.00	2.0%	60%	True	False	387,392
10	1,831.25	1,742.00	89.25	5.0%	40.00	2.2%	47%	False	False	379,658
20	1,879.00	1,713.00	166.00	9.3%	46.50	2.6%	43%	False	False	418,983
40	2,117.00	1,698.25	418.75	23.5%	54.50	3.0%	21%	False	False	474,878
60	2,174.00	1,698.25	475.75	26.7%	48.50	2.7%	18%	False	False	369,983
80	2,258.25	1,698.25	560.00	31.4%	49.50	2.8%	15%	False	False	277,613
100	2,276.25	1,698.25	578.00	32.4%	47.25	2.7%	15%	False	False	222,101

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.93
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1,937.50
2.618	1,889.50
1.618	1,860.00
1.000	1,841.75
0.618	1,830.50
HIGH	1,812.25
0.618	1,801.00
0.500	1,797.50
0.382	1,794.00
LOW	1,782.75
0.618	1,764.50
1.000	1,753.25
1.618	1,735.00
2.618	1,705.50
4.250	1,657.50

Fisher Pivots for day following 28-Feb-2008
Pivot	1 day	3 day
R1	1,797.50	1,789.00
PP	1,793.00	1,787.50
S1	1,788.75	1,785.75

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

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