E-mini NASDAQ-100 Future March 2008

Trading Metrics calculated at close of trading on 12-Mar-2008

Day Change Summary
	Previous	Current
	11-Mar-2008	12-Mar-2008	Change	Change %	Previous Week
Open	1,678.75	1,751.00	72.25	4.3%	1,748.00
High	1,753.50	1,766.25	12.75	0.7%	1,773.00
Low	1,668.75	1,731.50	62.75	3.8%	1,682.25
Close	1,750.50	1,734.75	-15.75	-0.9%	1,708.75
Range	84.75	34.75	-50.00	-59.0%	90.75
ATR	48.42	47.45	-0.98	-2.0%	0.00
Volume	378,869	510,675	131,806	34.8%	2,249,692

Daily Pivots for day following 12-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,848.50	1,826.25	1,753.75
R3	1,813.75	1,791.50	1,744.25
R2	1,779.00	1,779.00	1,741.00
R1	1,756.75	1,756.75	1,738.00	1,750.50
PP	1,744.25	1,744.25	1,744.25	1,741.00
S1	1,722.00	1,722.00	1,731.50	1,715.75
S2	1,709.50	1,709.50	1,728.50
S3	1,674.75	1,687.25	1,725.25
S4	1,640.00	1,652.50	1,715.75

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,993.50	1,942.00	1,758.75
R3	1,902.75	1,851.25	1,733.75
R2	1,812.00	1,812.00	1,725.50
R1	1,760.50	1,760.50	1,717.00	1,741.00
PP	1,721.25	1,721.25	1,721.25	1,711.50
S1	1,669.75	1,669.75	1,700.50	1,650.00
S2	1,630.50	1,630.50	1,692.00
S3	1,539.75	1,579.00	1,683.75
S4	1,449.00	1,488.25	1,658.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,773.00	1,668.75	104.25	6.0%	55.50	3.2%	63%	False	False	459,657
10	1,812.25	1,668.75	143.50	8.3%	46.00	2.6%	46%	False	False	439,881
20	1,831.25	1,668.75	162.50	9.4%	43.75	2.5%	41%	False	False	412,097
40	1,959.50	1,668.75	290.75	16.8%	51.75	3.0%	23%	False	False	468,078
60	2,165.00	1,668.75	496.25	28.6%	50.00	2.9%	13%	False	False	436,196
80	2,174.00	1,668.75	505.25	29.1%	48.00	2.8%	13%	False	False	327,996
100	2,276.25	1,668.75	607.50	35.0%	48.50	2.8%	11%	False	False	262,437

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	False
Stretch	10.33
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,914.00
2.618	1,857.25
1.618	1,822.50
1.000	1,801.00
0.618	1,787.75
HIGH	1,766.25
0.618	1,753.00
0.500	1,749.00
0.382	1,744.75
LOW	1,731.50
0.618	1,710.00
1.000	1,696.75
1.618	1,675.25
2.618	1,640.50
4.250	1,583.75

Fisher Pivots for day following 12-Mar-2008
Pivot	1 day	3 day
R1	1,749.00	1,729.00
PP	1,744.25	1,723.25
S1	1,739.50	1,717.50

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

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