E-mini NASDAQ-100 Future December 2007

Trading Metrics calculated at close of trading on 18-Dec-2007

Day Change Summary
	Previous	Current
	17-Dec-2007	18-Dec-2007	Change	Change %	Previous Week
Open	2,064.00	2,029.00	-35.00	-1.7%	2,130.75
High	2,081.75	2,048.75	-33.00	-1.6%	2,151.25
Low	2,022.00	2,000.00	-22.00	-1.1%	2,070.75
Close	2,028.50	2,033.00	4.50	0.2%	2,072.50
Range	59.75	48.75	-11.00	-18.4%	80.50
ATR	45.94	46.14	0.20	0.4%	0.00
Volume	102,180	121,281	19,101	18.7%	1,608,960

Daily Pivots for day following 18-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,173.50	2,152.00	2,059.75
R3	2,124.75	2,103.25	2,046.50
R2	2,076.00	2,076.00	2,042.00
R1	2,054.50	2,054.50	2,037.50	2,065.25
PP	2,027.25	2,027.25	2,027.25	2,032.50
S1	2,005.75	2,005.75	2,028.50	2,016.50
S2	1,978.50	1,978.50	2,024.00
S3	1,929.75	1,957.00	2,019.50
S4	1,881.00	1,908.25	2,006.25

Weekly Pivots for week ending 14-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,339.75	2,286.50	2,116.75
R3	2,259.25	2,206.00	2,094.75
R2	2,178.75	2,178.75	2,087.25
R1	2,125.50	2,125.50	2,080.00	2,112.00
PP	2,098.25	2,098.25	2,098.25	2,091.25
S1	2,045.00	2,045.00	2,065.00	2,031.50
S2	2,017.75	2,017.75	2,057.75
S3	1,937.25	1,964.50	2,050.25
S4	1,856.75	1,884.00	2,028.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,133.25	2,000.00	133.25	6.6%	46.75	2.3%	25%	False	True	268,563
10	2,151.25	2,000.00	151.25	7.4%	42.25	2.1%	22%	False	True	285,956
20	2,151.25	1,992.00	159.25	7.8%	46.00	2.3%	26%	False	False	367,832
40	2,256.25	1,982.25	274.00	13.5%	49.25	2.4%	19%	False	False	445,422
60	2,256.25	1,982.25	274.00	13.5%	43.75	2.1%	19%	False	False	410,021
80	2,256.25	1,928.50	327.75	16.1%	40.75	2.0%	32%	False	False	336,471
100	2,256.25	1,835.25	421.00	20.7%	41.00	2.0%	47%	False	False	269,201
120	2,256.25	1,835.25	421.00	20.7%	38.50	1.9%	47%	False	False	224,350

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	11.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,256.00
2.618	2,176.50
1.618	2,127.75
1.000	2,097.50
0.618	2,079.00
HIGH	2,048.75
0.618	2,030.25
0.500	2,024.50
0.382	2,018.50
LOW	2,000.00
0.618	1,969.75
1.000	1,951.25
1.618	1,921.00
2.618	1,872.25
4.250	1,792.75

Fisher Pivots for day following 18-Dec-2007
Pivot	1 day	3 day
R1	2,030.00	2,050.00
PP	2,027.25	2,044.25
S1	2,024.50	2,038.50

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

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