E-mini S&P 500 Future December 2007

Trading Metrics calculated at close of trading on 04-Dec-2007

Day Change Summary
	Previous	Current
	03-Dec-2007	04-Dec-2007	Change	Change %	Previous Week
Open	1,484.00	1,474.75	-9.25	-0.6%	1,442.00
High	1,486.25	1,476.00	-10.25	-0.7%	1,492.25
Low	1,472.00	1,462.50	-9.50	-0.6%	1,406.25
Close	1,475.50	1,463.25	-12.25	-0.8%	1,483.75
Range	14.25	13.50	-0.75	-5.3%	86.00
ATR	28.58	27.51	-1.08	-3.8%	0.00
Volume	2,018,633	1,471,676	-546,957	-27.1%	9,807,728

Daily Pivots for day following 04-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,507.75	1,499.00	1,470.75
R3	1,494.25	1,485.50	1,467.00
R2	1,480.75	1,480.75	1,465.75
R1	1,472.00	1,472.00	1,464.50	1,469.50
PP	1,467.25	1,467.25	1,467.25	1,466.00
S1	1,458.50	1,458.50	1,462.00	1,456.00
S2	1,453.75	1,453.75	1,460.75
S3	1,440.25	1,445.00	1,459.50
S4	1,426.75	1,431.50	1,455.75

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,718.75	1,687.25	1,531.00
R3	1,632.75	1,601.25	1,507.50
R2	1,546.75	1,546.75	1,499.50
R1	1,515.25	1,515.25	1,491.75	1,531.00
PP	1,460.75	1,460.75	1,460.75	1,468.50
S1	1,429.25	1,429.25	1,475.75	1,445.00
S2	1,374.75	1,374.75	1,468.00
S3	1,288.75	1,343.25	1,460.00
S4	1,202.75	1,257.25	1,436.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,492.25	1,420.50	71.75	4.9%	24.50	1.7%	60%	False	False	2,056,305
10	1,492.25	1,406.25	86.00	5.9%	28.75	2.0%	66%	False	False	2,036,771
20	1,526.00	1,406.25	119.75	8.2%	30.75	2.1%	48%	False	False	2,136,304
40	1,586.75	1,406.25	180.50	12.3%	27.00	1.8%	32%	False	False	1,991,500
60	1,586.75	1,406.25	180.50	12.3%	23.50	1.6%	32%	False	False	1,787,924
80	1,586.75	1,385.00	201.75	13.8%	24.75	1.7%	39%	False	False	1,346,574
100	1,586.75	1,385.00	201.75	13.8%	25.75	1.8%	39%	False	False	1,077,850

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	5.38
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1,533.50
2.618	1,511.25
1.618	1,497.75
1.000	1,489.50
0.618	1,484.25
HIGH	1,476.00
0.618	1,470.75
0.500	1,469.25
0.382	1,467.75
LOW	1,462.50
0.618	1,454.25
1.000	1,449.00
1.618	1,440.75
2.618	1,427.25
4.250	1,405.00

Fisher Pivots for day following 04-Dec-2007
Pivot	1 day	3 day
R1	1,469.25	1,477.50
PP	1,467.25	1,472.75
S1	1,465.25	1,468.00

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

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