E-mini NASDAQ-100 Future December 2007

Trading Metrics calculated at close of trading on 27-Nov-2007

Day Change Summary
	Previous	Current
	26-Nov-2007	27-Nov-2007	Change	Change %	Previous Week
Open	2,031.75	2,001.00	-30.75	-1.5%	2,055.75
High	2,053.75	2,040.00	-13.75	-0.7%	2,071.75
Low	1,992.50	1,995.25	2.75	0.1%	1,992.00
Close	2,000.00	2,032.50	32.50	1.6%	2,032.50
Range	61.25	44.75	-16.50	-26.9%	79.75
ATR	52.23	51.69	-0.53	-1.0%	0.00
Volume	137,737	471,147	333,410	242.1%	2,085,448

Daily Pivots for day following 27-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,156.75	2,139.50	2,057.00
R3	2,112.00	2,094.75	2,044.75
R2	2,067.25	2,067.25	2,040.75
R1	2,050.00	2,050.00	2,036.50	2,058.50
PP	2,022.50	2,022.50	2,022.50	2,027.00
S1	2,005.25	2,005.25	2,028.50	2,014.00
S2	1,977.75	1,977.75	2,024.25
S3	1,933.00	1,960.50	2,020.25
S4	1,888.25	1,915.75	2,008.00

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%	53.50	2.6%	51%	False	False	432,903
10	2,101.75	1,982.25	119.50	5.9%	56.75	2.8%	42%	False	False	518,197
20	2,256.25	1,982.25	274.00	13.5%	55.00	2.7%	18%	False	False	501,880
40	2,256.25	1,982.25	274.00	13.5%	46.25	2.3%	18%	False	False	451,272
60	2,256.25	1,971.00	285.25	14.0%	40.75	2.0%	22%	False	False	361,996
80	2,256.25	1,835.25	421.00	20.7%	40.50	2.0%	47%	False	False	271,593
100	2,256.25	1,835.25	421.00	20.7%	39.00	1.9%	47%	False	False	217,296

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,230.25
2.618	2,157.25
1.618	2,112.50
1.000	2,084.75
0.618	2,067.75
HIGH	2,040.00
0.618	2,023.00
0.500	2,017.50
0.382	2,012.25
LOW	1,995.25
0.618	1,967.50
1.000	1,950.50
1.618	1,922.75
2.618	1,878.00
4.250	1,805.00

Fisher Pivots for day following 27-Nov-2007
Pivot	1 day	3 day
R1	2,027.50	2,029.50
PP	2,022.50	2,026.25
S1	2,017.50	2,023.00

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

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