E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 10-Dec-2008

Day Change Summary
	Previous	Current
	09-Dec-2008	10-Dec-2008	Change	Change %	Previous Week
Open	1,213.75	1,217.75	4.00	0.3%	1,185.75
High	1,252.50	1,240.25	-12.25	-1.0%	1,188.25
Low	1,200.50	1,203.25	2.75	0.2%	1,089.50
Close	1,217.00	1,217.00	0.00	0.0%	1,178.00
Range	52.00	37.00	-15.00	-28.8%	98.75
ATR	73.20	70.61	-2.59	-3.5%	0.00
Volume	383,648	373,552	-10,096	-2.6%	1,602,765

Daily Pivots for day following 10-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,331.25	1,311.00	1,237.25
R3	1,294.25	1,274.00	1,227.25
R2	1,257.25	1,257.25	1,223.75
R1	1,237.00	1,237.00	1,220.50	1,228.50
PP	1,220.25	1,220.25	1,220.25	1,216.00
S1	1,200.00	1,200.00	1,213.50	1,191.50
S2	1,183.25	1,183.25	1,210.25
S3	1,146.25	1,163.00	1,206.75
S4	1,109.25	1,126.00	1,196.75

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%	60.50	5.0%	77%	False	False	400,256
10	1,252.50	1,089.50	163.00	13.4%	61.75	5.1%	78%	False	False	349,347
20	1,252.50	1,017.75	234.75	19.3%	71.50	5.9%	85%	False	False	400,323
40	1,391.25	1,017.75	373.50	30.7%	79.50	6.5%	53%	False	False	429,290
60	1,801.50	1,017.75	783.75	64.4%	86.50	7.1%	25%	False	False	470,700
80	1,984.25	1,017.75	966.50	79.4%	76.25	6.3%	21%	False	False	369,850
100	1,985.25	1,017.75	967.50	79.5%	69.25	5.7%	21%	False	False	295,963
120	1,985.25	1,017.75	967.50	79.5%	65.50	5.4%	21%	False	False	246,711

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.75
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,397.50
2.618	1,337.00
1.618	1,300.00
1.000	1,277.25
0.618	1,263.00
HIGH	1,240.25
0.618	1,226.00
0.500	1,221.75
0.382	1,217.50
LOW	1,203.25
0.618	1,180.50
1.000	1,166.25
1.618	1,143.50
2.618	1,106.50
4.250	1,046.00

Fisher Pivots for day following 10-Dec-2008
Pivot	1 day	3 day
R1	1,221.75	1,215.25
PP	1,220.25	1,213.50
S1	1,218.50	1,211.50

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

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