E-mini S&P 500 Future December 2007

Trading Metrics calculated at close of trading on 20-Dec-2007

Day Change Summary
	Previous	Current
	19-Dec-2007	20-Dec-2007	Change	Change %	Previous Week
Open	1,455.50	1,453.00	-2.50	-0.2%	1,506.50
High	1,464.50	1,464.50	0.00	0.0%	1,527.00
Low	1,445.00	1,447.00	2.00	0.1%	1,467.50
Close	1,454.00	1,464.00	10.00	0.7%	1,468.00
Range	19.50	17.50	-2.00	-10.3%	59.50
ATR	27.53	26.81	-0.72	-2.6%	0.00
Volume	570,950	411,034	-159,916	-28.0%	9,177,850

Daily Pivots for day following 20-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,511.00	1,505.00	1,473.50
R3	1,493.50	1,487.50	1,468.75
R2	1,476.00	1,476.00	1,467.25
R1	1,470.00	1,470.00	1,465.50	1,473.00
PP	1,458.50	1,458.50	1,458.50	1,460.00
S1	1,452.50	1,452.50	1,462.50	1,455.50
S2	1,441.00	1,441.00	1,460.75
S3	1,423.50	1,435.00	1,459.25
S4	1,406.00	1,417.50	1,454.50

Weekly Pivots for week ending 14-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,666.00	1,626.50	1,500.75
R3	1,606.50	1,567.00	1,484.25
R2	1,547.00	1,547.00	1,479.00
R1	1,507.50	1,507.50	1,473.50	1,497.50
PP	1,487.50	1,487.50	1,487.50	1,482.50
S1	1,448.00	1,448.00	1,462.50	1,438.00
S2	1,428.00	1,428.00	1,457.00
S3	1,368.50	1,388.50	1,451.75
S4	1,309.00	1,329.00	1,435.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,494.00	1,435.50	58.50	4.0%	22.50	1.5%	49%	False	False	734,489
10	1,527.00	1,435.50	91.50	6.3%	27.00	1.8%	31%	False	False	1,316,954
20	1,527.00	1,406.25	120.75	8.2%	27.25	1.9%	48%	False	False	1,578,924
40	1,558.75	1,406.25	152.50	10.4%	28.25	1.9%	38%	False	False	1,862,773
60	1,586.75	1,406.25	180.50	12.3%	25.25	1.7%	32%	False	False	1,789,749
80	1,586.75	1,406.25	180.50	12.3%	24.00	1.6%	32%	False	False	1,548,041
100	1,586.75	1,385.00	201.75	13.8%	26.00	1.8%	39%	False	False	1,240,392
120	1,586.75	1,385.00	201.75	13.8%	25.25	1.7%	39%	False	False	1,033,968

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.33
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,539.00
2.618	1,510.25
1.618	1,492.75
1.000	1,482.00
0.618	1,475.25
HIGH	1,464.50
0.618	1,457.75
0.500	1,455.75
0.382	1,453.75
LOW	1,447.00
0.618	1,436.25
1.000	1,429.50
1.618	1,418.75
2.618	1,401.25
4.250	1,372.50

Fisher Pivots for day following 20-Dec-2007
Pivot	1 day	3 day
R1	1,461.25	1,459.25
PP	1,458.50	1,454.75
S1	1,455.75	1,450.00

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

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