E-mini NASDAQ-100 Future December 2007

Trading Metrics calculated at close of trading on 19-Dec-2007

Day Change Summary
	Previous	Current
	18-Dec-2007	19-Dec-2007	Change	Change %	Previous Week
Open	2,029.00	2,029.00	0.00	0.0%	2,130.75
High	2,048.75	2,040.25	-8.50	-0.4%	2,151.25
Low	2,000.00	2,016.75	16.75	0.8%	2,070.75
Close	2,033.00	2,036.00	3.00	0.1%	2,072.50
Range	48.75	23.50	-25.25	-51.8%	80.50
ATR	46.14	44.52	-1.62	-3.5%	0.00
Volume	121,281	86,905	-34,376	-28.3%	1,608,960

Daily Pivots for day following 19-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2,101.50	2,092.25	2,049.00
R3	2,078.00	2,068.75	2,042.50
R2	2,054.50	2,054.50	2,040.25
R1	2,045.25	2,045.25	2,038.25	2,050.00
PP	2,031.00	2,031.00	2,031.00	2,033.25
S1	2,021.75	2,021.75	2,033.75	2,026.50
S2	2,007.50	2,007.50	2,031.75
S3	1,984.00	1,998.25	2,029.50
S4	1,960.50	1,974.75	2,023.00

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	2,108.00	2,000.00	108.00	5.3%	39.00	1.9%	33%	False	False	204,241
10	2,151.25	2,000.00	151.25	7.4%	39.75	2.0%	24%	False	False	262,299
20	2,151.25	1,992.00	159.25	7.8%	43.25	2.1%	28%	False	False	351,244
40	2,256.25	1,982.25	274.00	13.5%	48.50	2.4%	20%	False	False	435,010
60	2,256.25	1,982.25	274.00	13.5%	43.50	2.1%	20%	False	False	406,017
80	2,256.25	1,929.25	327.00	16.1%	40.50	2.0%	33%	False	False	337,556
100	2,256.25	1,835.25	421.00	20.7%	40.75	2.0%	48%	False	False	270,069
120	2,256.25	1,835.25	421.00	20.7%	38.50	1.9%	48%	False	False	225,074

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.88
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,140.00
2.618	2,101.75
1.618	2,078.25
1.000	2,063.75
0.618	2,054.75
HIGH	2,040.25
0.618	2,031.25
0.500	2,028.50
0.382	2,025.75
LOW	2,016.75
0.618	2,002.25
1.000	1,993.25
1.618	1,978.75
2.618	1,955.25
4.250	1,917.00

Fisher Pivots for day following 19-Dec-2007
Pivot	1 day	3 day
R1	2,033.50	2,041.00
PP	2,031.00	2,039.25
S1	2,028.50	2,037.50

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

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