E-mini NASDAQ-100 Future December 2007

Trading Metrics calculated at close of trading on 03-Dec-2007

Day Change Summary
	Previous	Current
	30-Nov-2007	03-Dec-2007	Change	Change %	Previous Week
Open	2,097.75	2,092.75	-5.00	-0.2%	2,031.75
High	2,129.25	2,103.25	-26.00	-1.2%	2,129.25
Low	2,075.50	2,069.75	-5.75	-0.3%	1,992.50
Close	2,094.50	2,075.00	-19.50	-0.9%	2,094.50
Range	53.75	33.50	-20.25	-37.7%	136.75
ATR	52.21	50.88	-1.34	-2.6%	0.00
Volume	394,851	488,760	93,909	23.8%	2,120,835

Daily Pivots for day following 03-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,183.25	2,162.50	2,093.50
R3	2,149.75	2,129.00	2,084.25
R2	2,116.25	2,116.25	2,081.25
R1	2,095.50	2,095.50	2,078.00	2,089.00
PP	2,082.75	2,082.75	2,082.75	2,079.50
S1	2,062.00	2,062.00	2,072.00	2,055.50
S2	2,049.25	2,049.25	2,068.75
S3	2,015.75	2,028.50	2,065.75
S4	1,982.25	1,995.00	2,056.50

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,482.25	2,425.25	2,169.75
R3	2,345.50	2,288.50	2,132.00
R2	2,208.75	2,208.75	2,119.50
R1	2,151.75	2,151.75	2,107.00	2,180.25
PP	2,072.00	2,072.00	2,072.00	2,086.50
S1	2,015.00	2,015.00	2,082.00	2,043.50
S2	1,935.25	1,935.25	2,069.50
S3	1,798.50	1,878.25	2,057.00
S4	1,661.75	1,741.50	2,019.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,129.25	1,995.25	134.00	6.5%	48.75	2.3%	60%	False	False	494,371
10	2,129.25	1,992.00	137.25	6.6%	51.50	2.5%	60%	False	False	469,504
20	2,236.00	1,982.25	253.75	12.2%	56.75	2.7%	37%	False	False	533,220
40	2,256.25	1,982.25	274.00	13.2%	48.50	2.3%	34%	False	False	475,110
60	2,256.25	1,971.00	285.25	13.7%	41.25	2.0%	36%	False	False	395,161
80	2,256.25	1,835.25	421.00	20.3%	40.50	2.0%	57%	False	False	296,597
100	2,256.25	1,835.25	421.00	20.3%	40.00	1.9%	57%	False	False	237,300

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,245.50
2.618	2,191.00
1.618	2,157.50
1.000	2,136.75
0.618	2,124.00
HIGH	2,103.25
0.618	2,090.50
0.500	2,086.50
0.382	2,082.50
LOW	2,069.75
0.618	2,049.00
1.000	2,036.25
1.618	2,015.50
2.618	1,982.00
4.250	1,927.50

Fisher Pivots for day following 03-Dec-2007
Pivot	1 day	3 day
R1	2,086.50	2,099.50
PP	2,082.75	2,091.25
S1	2,078.75	2,083.25

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

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