E-mini NASDAQ-100 Future December 2007

Trading Metrics calculated at close of trading on 13-Dec-2007

Day Change Summary
	Previous	Current
	12-Dec-2007	13-Dec-2007	Change	Change %	Previous Week
Open	2,090.50	2,108.00	17.50	0.8%	2,092.75
High	2,133.25	2,108.00	-25.25	-1.2%	2,139.25
Low	2,071.00	2,074.25	3.25	0.2%	2,052.00
Close	2,107.75	2,092.75	-15.00	-0.7%	2,132.00
Range	62.25	33.75	-28.50	-45.8%	87.25
ATR	47.05	46.10	-0.95	-2.0%	0.00
Volume	408,517	500,002	91,485	22.4%	1,847,760

Daily Pivots for day following 13-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,193.00	2,176.50	2,111.25
R3	2,159.25	2,142.75	2,102.00
R2	2,125.50	2,125.50	2,099.00
R1	2,109.00	2,109.00	2,095.75	2,100.50
PP	2,091.75	2,091.75	2,091.75	2,087.25
S1	2,075.25	2,075.25	2,089.75	2,066.50
S2	2,058.00	2,058.00	2,086.50
S3	2,024.25	2,041.50	2,083.50
S4	1,990.50	2,007.75	2,074.25

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,369.50	2,338.00	2,180.00
R3	2,282.25	2,250.75	2,156.00
R2	2,195.00	2,195.00	2,148.00
R1	2,163.50	2,163.50	2,140.00	2,179.25
PP	2,107.75	2,107.75	2,107.75	2,115.50
S1	2,076.25	2,076.25	2,124.00	2,092.00
S2	2,020.50	2,020.50	2,116.00
S3	1,933.25	1,989.00	2,108.00
S4	1,846.00	1,901.75	2,084.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,151.25	2,071.00	80.25	3.8%	40.75	1.9%	27%	False	False	348,404
10	2,151.25	2,052.00	99.25	4.7%	40.00	1.9%	41%	False	False	364,073
20	2,151.25	1,992.00	159.25	7.6%	46.25	2.2%	63%	False	False	434,020
40	2,256.25	1,982.25	274.00	13.1%	49.50	2.4%	40%	False	False	471,635
60	2,256.25	1,982.25	274.00	13.1%	42.50	2.0%	40%	False	False	419,713
80	2,256.25	1,928.50	327.75	15.7%	40.25	1.9%	50%	False	False	331,049
100	2,256.25	1,835.25	421.00	20.1%	41.25	2.0%	61%	False	False	264,863
120	2,256.25	1,835.25	421.00	20.1%	38.00	1.8%	61%	False	False	220,731

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	10.08
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,251.50
2.618	2,196.25
1.618	2,162.50
1.000	2,141.75
0.618	2,128.75
HIGH	2,108.00
0.618	2,095.00
0.500	2,091.00
0.382	2,087.25
LOW	2,074.25
0.618	2,053.50
1.000	2,040.50
1.618	2,019.75
2.618	1,986.00
4.250	1,930.75

Fisher Pivots for day following 13-Dec-2007
Pivot	1 day	3 day
R1	2,092.25	2,111.00
PP	2,091.75	2,105.00
S1	2,091.00	2,099.00

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

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