E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 09-Dec-2008

Day Change Summary
	Previous	Current
	08-Dec-2008	09-Dec-2008	Change	Change %	Previous Week
Open	1,177.00	1,213.75	36.75	3.1%	1,185.75
High	1,237.75	1,252.50	14.75	1.2%	1,188.25
Low	1,170.75	1,200.50	29.75	2.5%	1,089.50
Close	1,212.00	1,217.00	5.00	0.4%	1,178.00
Range	67.00	52.00	-15.00	-22.4%	98.75
ATR	74.83	73.20	-1.63	-2.2%	0.00
Volume	440,158	383,648	-56,510	-12.8%	1,602,765

Daily Pivots for day following 09-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,379.25	1,350.25	1,245.50
R3	1,327.25	1,298.25	1,231.25
R2	1,275.25	1,275.25	1,226.50
R1	1,246.25	1,246.25	1,221.75	1,260.75
PP	1,223.25	1,223.25	1,223.25	1,230.50
S1	1,194.25	1,194.25	1,212.25	1,208.75
S2	1,171.25	1,171.25	1,207.50
S3	1,119.25	1,142.25	1,202.75
S4	1,067.25	1,090.25	1,188.50

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,448.25	1,411.75	1,232.25
R3	1,349.50	1,313.00	1,205.25
R2	1,250.75	1,250.75	1,196.00
R1	1,214.25	1,214.25	1,187.00	1,183.00
PP	1,152.00	1,152.00	1,152.00	1,136.25
S1	1,115.50	1,115.50	1,169.00	1,084.50
S2	1,053.25	1,053.25	1,160.00
S3	954.50	1,016.75	1,150.75
S4	855.75	918.00	1,123.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,252.50	1,095.00	157.50	12.9%	67.00	5.5%	77%	True	False	400,830
10	1,252.50	1,089.50	163.00	13.4%	63.75	5.2%	78%	True	False	353,517
20	1,262.00	1,017.75	244.25	20.1%	72.50	5.9%	82%	False	False	396,236
40	1,499.00	1,017.75	481.25	39.5%	82.25	6.8%	41%	False	False	432,043
60	1,801.50	1,017.75	783.75	64.4%	87.00	7.1%	25%	False	False	473,248
80	1,985.25	1,017.75	967.50	79.5%	76.00	6.2%	21%	False	False	365,185
100	1,985.25	1,017.75	967.50	79.5%	69.25	5.7%	21%	False	False	292,232
120	1,985.25	1,017.75	967.50	79.5%	65.25	5.4%	21%	False	False	243,599

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	16.10
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,473.50
2.618	1,388.75
1.618	1,336.75
1.000	1,304.50
0.618	1,284.75
HIGH	1,252.50
0.618	1,232.75
0.500	1,226.50
0.382	1,220.25
LOW	1,200.50
0.618	1,168.25
1.000	1,148.50
1.618	1,116.25
2.618	1,064.25
4.250	979.50

Fisher Pivots for day following 09-Dec-2008
Pivot	1 day	3 day
R1	1,226.50	1,202.50
PP	1,223.25	1,188.25
S1	1,220.25	1,173.75

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

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