F8 KI Z0-60 min 11/24/2000 - 12/26/2000 Date Time Type Cnts Price Signal Name Entry P/L Cumulative 12/01/2000 3:00pm Sell 1 731.50 12/01/2000 4:00pm SExit 1 734.20 $ -3.90 $ -3.90 12/01/2000 4:00pm Buy 1 734.20 12/04/2000 10:00am LExit 1 745.00 $ 9.60 $ 5.70 12/04/2000 10:00am Sell 1 745.00 12/04/2000 12:00pm SExit 1 740.50 $ 3.30 $ 9.00 12/04/2000 12:00pm Buy 1 740.50 12/04/2000 4:00pm LExit 1 735.00 $ -6.70 $ 2.30 12/04/2000 4:00pm Sell 1 735.00 12/05/2000 9:00am SExit 1 736.00 $ -2.20 $ 0.10 12/05/2000 9:00am Buy 1 736.00 12/06/2000 3:00pm LExit 1 751.00 $ 13.80 $ 13.90 12/06/2000 3:00pm Sell 1 751.00 12/07/2000 3:00pm SExit 1 741.80 $ 8.00 $ 21.90 12/07/2000 3:00pm Buy 1 741.80 12/08/2000 4:00pm LExit 1 746.50 $ 3.50 $ 25.40 12/08/2000 4:00pm Sell 1 746.50 12/11/2000 9:00am SExit 1 747.20 $ -1.90 $ 23.50 12/11/2000 9:00am Buy 1 747.20 12/12/2000 11:00am LExit 1 752.30 $ 3.90 $ 27.40 12/12/2000 11:00am Sell 1 752.30 12/13/2000 1:00pm SExit 1 737.50 $ 13.60 $ 41.00 12/13/2000 1:00pm Buy 1 737.50 12/14/2000 12:00pm LExit 1 733.50 $ -5.20 $ 35.80 12/14/2000 12:00pm Sell 1 733.50 12/14/2000 1:00pm SExit 1 733.80 $ -1.50 $ 34.30 12/14/2000 1:00pm Buy 1 733.80 12/14/2000 5:00pm LExit 1 725.50 $ -9.50 $ 24.80 12/14/2000 5:00pm Sell 1 725.50 12/18/2000 11:00am SExit 1 699.10 $ 25.20 $ 50.00 12/18/2000 11:00am Buy 1 699.10 12/18/2000 3:00pm LExit 1 713.00 $ 12.70 $ 62.70 12/18/2000 3:00pm Sell 1 713.00 12/18/2000 4:00pm SExit 1 712.00 $ -0.20 $ 62.50 12/18/2000 4:00pm Buy 1 712.00 12/22/2000 12:00pm LExit 1 712.00 $ -1.20 $ 61.30 12/22/2000 12:00pm Sell 1 712.00 12/26/2000 9:00am SExit 1 708.50 $ 2.30 $ 63.60 12/26/2000 9:00am Buy 1 708.50 12/26/2000 4:00pm LExit 1 702.00 $ -7.70 $ 55.90 12/26/2000 4:00pm Sell 1 702.00