E-mini NASDAQ-100 Future December 2007

Trading Metrics calculated at close of trading on 23-Nov-2007

Day Change Summary
	Previous	Current
	21-Nov-2007	23-Nov-2007	Change	Change %	Previous Week
Open	2,036.75	2,008.75	-28.00	-1.4%	2,055.75
High	2,046.00	2,037.25	-8.75	-0.4%	2,071.75
Low	1,992.00	2,007.00	15.00	0.8%	1,992.00
Close	2,005.50	2,032.50	27.00	1.3%	2,032.50
Range	54.00	30.25	-23.75	-44.0%	79.75
ATR	53.06	51.53	-1.52	-2.9%	0.00
Volume	650,573	486,391	-164,182	-25.2%	2,085,448

Daily Pivots for day following 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,116.25	2,104.75	2,049.25
R3	2,086.00	2,074.50	2,040.75
R2	2,055.75	2,055.75	2,038.00
R1	2,044.25	2,044.25	2,035.25	2,050.00
PP	2,025.50	2,025.50	2,025.50	2,028.50
S1	2,014.00	2,014.00	2,029.75	2,019.75
S2	1,995.25	1,995.25	2,027.00
S3	1,965.00	1,983.75	2,024.25
S4	1,934.75	1,953.50	2,015.75

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,271.25	2,231.75	2,076.25
R3	2,191.50	2,152.00	2,054.50
R2	2,111.75	2,111.75	2,047.00
R1	2,072.25	2,072.25	2,039.75	2,052.00
PP	2,032.00	2,032.00	2,032.00	2,022.00
S1	1,992.50	1,992.50	2,025.25	1,972.50
S2	1,952.25	1,952.25	2,018.00
S3	1,872.50	1,912.75	2,010.50
S4	1,792.75	1,833.00	1,988.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,071.75	1,992.00	79.75	3.9%	51.25	2.5%	51%	False	False	539,918
10	2,115.25	1,982.25	133.00	6.5%	60.50	3.0%	38%	False	False	615,923
20	2,256.25	1,982.25	274.00	13.5%	52.50	2.6%	18%	False	False	517,968
40	2,256.25	1,982.25	274.00	13.5%	45.00	2.2%	18%	False	False	447,621
60	2,256.25	1,971.00	285.25	14.0%	39.50	1.9%	22%	False	False	351,915
80	2,256.25	1,835.25	421.00	20.7%	40.25	2.0%	47%	False	False	263,983
100	2,256.25	1,835.25	421.00	20.7%	38.25	1.9%	47%	False	False	211,208

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	14.35
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	2,165.75
2.618	2,116.50
1.618	2,086.25
1.000	2,067.50
0.618	2,056.00
HIGH	2,037.25
0.618	2,025.75
0.500	2,022.00
0.382	2,018.50
LOW	2,007.00
0.618	1,988.25
1.000	1,976.75
1.618	1,958.00
2.618	1,927.75
4.250	1,878.50

Fisher Pivots for day following 23-Nov-2007
Pivot	1 day	3 day
R1	2,029.00	2,032.25
PP	2,025.50	2,032.00
S1	2,022.00	2,032.00

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

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