E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 15-Dec-2008

Day Change Summary
	Previous	Current
	12-Dec-2008	15-Dec-2008	Change	Change %	Previous Week
Open	1,185.25	1,213.50	28.25	2.4%	1,177.00
High	1,215.00	1,222.75	7.75	0.6%	1,252.50
Low	1,134.00	1,166.75	32.75	2.9%	1,134.00
Close	1,213.50	1,193.50	-20.00	-1.6%	1,213.50
Range	81.00	56.00	-25.00	-30.9%	118.50
ATR	70.25	69.24	-1.02	-1.4%	0.00
Volume	182,020	135,271	-46,749	-25.7%	1,718,514

Daily Pivots for day following 15-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,362.25	1,334.00	1,224.25
R3	1,306.25	1,278.00	1,209.00
R2	1,250.25	1,250.25	1,203.75
R1	1,222.00	1,222.00	1,198.75	1,208.00
PP	1,194.25	1,194.25	1,194.25	1,187.50
S1	1,166.00	1,166.00	1,188.25	1,152.00
S2	1,138.25	1,138.25	1,183.25
S3	1,082.25	1,110.00	1,178.00
S4	1,026.25	1,054.00	1,162.75

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,555.50	1,503.00	1,278.75
R3	1,437.00	1,384.50	1,246.00
R2	1,318.50	1,318.50	1,235.25
R1	1,266.00	1,266.00	1,224.25	1,292.25
PP	1,200.00	1,200.00	1,200.00	1,213.00
S1	1,147.50	1,147.50	1,202.75	1,173.75
S2	1,081.50	1,081.50	1,191.75
S3	963.00	1,029.00	1,181.00
S4	844.50	910.50	1,148.25

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	1,134.00	118.50	9.9%	56.00	4.7%	50%	False	False	282,725
10	1,252.50	1,089.50	163.00	13.7%	61.00	5.1%	64%	False	False	336,955
20	1,252.50	1,017.75	234.75	19.7%	66.00	5.5%	75%	False	False	368,583
40	1,389.00	1,017.75	371.25	31.1%	74.25	6.2%	47%	False	False	396,307
60	1,752.00	1,017.75	734.25	61.5%	84.50	7.1%	24%	False	False	440,180
80	1,950.00	1,017.75	932.25	78.1%	77.00	6.5%	19%	False	False	378,039
100	1,985.25	1,017.75	967.50	81.1%	70.00	5.9%	18%	False	False	302,504
120	1,985.25	1,017.75	967.50	81.1%	66.25	5.5%	18%	False	False	252,169

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	17.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,460.75
2.618	1,369.25
1.618	1,313.25
1.000	1,278.75
0.618	1,257.25
HIGH	1,222.75
0.618	1,201.25
0.500	1,194.75
0.382	1,188.25
LOW	1,166.75
0.618	1,132.25
1.000	1,110.75
1.618	1,076.25
2.618	1,020.25
4.250	928.75

Fisher Pivots for day following 15-Dec-2008
Pivot	1 day	3 day
R1	1,194.75	1,189.50
PP	1,194.25	1,185.75
S1	1,194.00	1,181.75

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

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