F8 KI X0-60 min 10/24/2000 - 11/30/2000 Date Time Type Cnts Price Signal Name Entry P/L Cumulative 11/01/2000 4:00pm Sell 1 760.00 11/01/2000 5:00pm SExit 1 762.00 $ -3.20 $ -3.20 11/01/2000 5:00pm Buy 1 762.00 11/02/2000 11:00am LExit 1 762.10 $ -1.10 $ -4.30 11/02/2000 11:00am Sell 1 762.10 11/03/2000 10:00am SExit 1 757.20 $ 3.70 $ -0.60 11/03/2000 10:00am Buy 1 757.20 11/06/2000 9:00am LExit 1 774.30 $ 15.90 $ 15.30 11/06/2000 9:00am Sell 1 774.30 11/06/2000 3:00pm SExit 1 781.50 $ -8.40 $ 6.90 11/06/2000 3:00pm Buy 1 781.50 11/06/2000 4:00pm LExit 1 776.00 $ -6.70 $ 0.20 11/06/2000 4:00pm Sell 1 776.00 11/06/2000 5:00pm SExit 1 777.00 $ -2.20 $ -2.00 11/06/2000 5:00pm Buy 1 777.00 11/06/2000 5:15pm LExit 1 773.50 $ -4.70 $ -6.70 11/06/2000 5:15pm Sell 1 773.50 11/08/2000 10:00am SExit 1 769.00 $ 3.30 $ -3.40 11/08/2000 10:00am Buy 1 769.00 11/08/2000 11:00am LExit 1 761.00 $ -9.20 $ -12.60 11/08/2000 11:00am Sell 1 761.00 11/08/2000 1:00pm SExit 1 767.50 $ -7.70 $ -20.30 11/08/2000 1:00pm Buy 1 767.50 11/08/2000 5:00pm LExit 1 769.20 $ 0.50 $ -19.80 11/08/2000 5:00pm Sell 1 769.20 11/08/2000 5:15pm SExit 1 770.00 $ -2.00 $ -21.80 11/08/2000 5:15pm Buy 1 770.00 11/09/2000 9:00am LExit 1 763.00 $ -8.20 $ -30.00 11/09/2000 9:00am Sell 1 763.00 11/09/2000 4:00pm SExit 1 763.20 $ -1.40 $ -31.40 11/09/2000 4:00pm Buy 1 763.20 11/10/2000 9:00am LExit 1 758.30 $ -6.10 $ -37.50 11/10/2000 9:00am Sell 1 758.30 11/10/2000 11:00am SExit 1 758.60 $ -1.50 $ -39.00 11/10/2000 11:00am Buy 1 758.60 11/10/2000 12:00pm LExit 1 758.80 $ -1.00 $ -40.00 11/10/2000 12:00pm Sell 1 758.80 11/10/2000 3:00pm SExit 1 757.00 $ 0.60 $ -39.40 11/10/2000 3:00pm Buy 1 757.00 11/13/2000 9:00am LExit 1 748.10 $ -10.10 $ -49.50 11/13/2000 9:00am Sell 1 748.10 11/13/2000 4:00pm SExit 1 745.10 $ 1.80 $ -47.70 11/13/2000 4:00pm Buy 1 745.10 11/15/2000 12:00pm LExit 1 747.80 $ 1.50 $ -46.20 11/15/2000 12:00pm Sell 1 747.80 11/16/2000 1:00pm SExit 1 735.60 $ 11.00 $ -35.20 11/16/2000 1:00pm Buy 1 735.60 11/17/2000 5:15pm LExit 1 743.00 $ 6.20 $ -29.00 11/17/2000 5:15pm Sell 1 743.00 11/20/2000 10:00am SExit 1 743.00 $ -1.20 $ -30.20 11/20/2000 10:00am Buy 1 743.00 11/20/2000 11:00am LExit 1 741.00 $ -3.20 $ -33.40 11/20/2000 11:00am Sell 1 741.00 11/20/2000 12:00pm SExit 1 745.00 $ -5.20 $ -38.60 11/20/2000 12:00pm Buy 1 745.00 11/21/2000 9:00am LExit 1 741.00 $ -5.20 $ -43.80 11/21/2000 9:00am Sell 1 741.00 11/21/2000 5:15pm SExit 1 735.10 $ 4.70 $ -39.10 11/21/2000 5:15pm Buy 1 735.10 11/22/2000 12:00pm LExit 1 731.00 $ -5.30 $ -44.40 11/22/2000 12:00pm Sell 1 731.00 11/22/2000 4:00pm SExit 1 729.00 $ 0.80 $ -43.60 11/22/2000 4:00pm Buy 1 729.00 11/22/2000 5:00pm LExit 1 723.50 $ -6.70 $ -50.30 11/22/2000 5:00pm Sell 1 723.50 11/23/2000 4:00pm SExit 1 715.00 $ 7.30 $ -43.00 11/23/2000 4:00pm Buy 1 715.00 11/28/2000 10:00am LExit 1 742.70 $ 26.50 $ -16.50 11/28/2000 10:00am Sell 1 742.70 11/28/2000 11:00am SExit 1 750.00 $ -8.50 $ -25.00 11/28/2000 11:00am Buy 1 750.00 11/28/2000 1:00pm LExit 1 744.50 $ -6.70 $ -31.70 11/28/2000 1:00pm Sell 1 744.50 11/29/2000 3:00pm SExit 1 731.70 $ 11.60 $ -20.10 11/29/2000 3:00pm Buy 1 731.70 11/29/2000 5:00pm LExit 1 729.00 $ -3.90 $ -24.00 11/29/2000 5:00pm Sell 1 729.00 11/29/2000 5:15pm SExit 1 729.00 $ -1.20 $ -25.20 11/29/2000 5:15pm Buy 1 729.00 11/30/2000 5:15pm LExit 1 727.40 $ -2.80 $ -28.00 11/30/2000 5:15pm Sell 1 727.40