E-mini NASDAQ-100 Future March 2007

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Trading Metrics calculated at close of trading on 06-Oct-2006
Day Change Summary Previous Current 05-Oct-2006 06-Oct-2006 Change Change % Previous Week Open 1,715.75 1,719.25 3.50 0.2% 1,670.00 High 1,726.25 1,726.00 -0.25 0.0% 1,726.25 Low 1,711.75 1,713.25 1.50 0.1% 1,658.75 Close 1,721.75 1,720.00 -1.75 -0.1% 1,720.00 Range 14.50 12.75 -1.75 -12.1% 67.50 ATR 24.94 24.07 -0.87 -3.5% 0.00 Volume 143 90 -53 -37.1% 281
Daily Pivots for day following 06-Oct-2006 Classic Woodie Camarilla DeMark R4 1,758.00 1,751.75 1,727.00 R3 1,745.25 1,739.00 1,723.50 R2 1,732.50 1,732.50 1,722.25 R1 1,726.25 1,726.25 1,721.25 1,729.50 PP 1,719.75 1,719.75 1,719.75 1,721.25 S1 1,713.50 1,713.50 1,718.75 1,716.50 S2 1,707.00 1,707.00 1,717.75 S3 1,694.25 1,700.75 1,716.50 S4 1,681.50 1,688.00 1,713.00	Weekly Pivots for week ending 06-Oct-2006 Classic Woodie Camarilla DeMark R4 1,904.25 1,879.50 1,757.00 R3 1,836.75 1,812.00 1,738.50 R2 1,769.25 1,769.25 1,732.50 R1 1,744.50 1,744.50 1,726.25 1,757.00 PP 1,701.75 1,701.75 1,701.75 1,707.75 S1 1,677.00 1,677.00 1,713.75 1,689.50 S2 1,634.25 1,634.25 1,707.50 S3 1,566.75 1,609.50 1,701.50 S4 1,499.25 1,542.00 1,683.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,726.25 1,658.75 67.50 3.9% 25.00 1.5% 91% False False 56 10 1,726.25 1,652.25 74.00 4.3% 22.50 1.3% 92% False False 43
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 5.38 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1,780.25 2.618 1,759.50 1.618 1,746.75 1.000 1,738.75 0.618 1,734.00 HIGH 1,726.00 0.618 1,721.25 0.500 1,719.50 0.382 1,718.00 LOW 1,713.25 0.618 1,705.25 1.000 1,700.50 1.618 1,692.50 2.618 1,679.75 4.250 1,659.00
Fisher Pivots for day following 06-Oct-2006 Pivot 1 day 3 day R1 1,720.00 1,712.50 PP 1,719.75 1,705.00 S1 1,719.50 1,697.50

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