E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 16-Dec-2008

Day Change Summary
	Previous	Current
	15-Dec-2008	16-Dec-2008	Change	Change %	Previous Week
Open	1,213.50	1,191.75	-21.75	-1.8%	1,177.00
High	1,222.75	1,246.00	23.25	1.9%	1,252.50
Low	1,166.75	1,188.00	21.25	1.8%	1,134.00
Close	1,193.50	1,239.00	45.50	3.8%	1,213.50
Range	56.00	58.00	2.00	3.6%	118.50
ATR	69.24	68.43	-0.80	-1.2%	0.00
Volume	135,271	95,901	-39,370	-29.1%	1,718,514

Daily Pivots for day following 16-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,398.25	1,376.75	1,271.00
R3	1,340.25	1,318.75	1,255.00
R2	1,282.25	1,282.25	1,249.75
R1	1,260.75	1,260.75	1,244.25	1,271.50
PP	1,224.25	1,224.25	1,224.25	1,229.75
S1	1,202.75	1,202.75	1,233.75	1,213.50
S2	1,166.25	1,166.25	1,228.25
S3	1,108.25	1,144.75	1,223.00
S4	1,050.25	1,086.75	1,207.00

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	1,246.00	1,134.00	112.00	9.0%	57.25	4.6%	94%	True	False	225,176
10	1,252.50	1,095.00	157.50	12.7%	62.25	5.0%	91%	False	False	313,003
20	1,252.50	1,017.75	234.75	18.9%	66.25	5.4%	94%	False	False	351,411
40	1,389.00	1,017.75	371.25	30.0%	73.75	6.0%	60%	False	False	384,060
60	1,714.25	1,017.75	696.50	56.2%	84.00	6.8%	32%	False	False	432,833
80	1,950.00	1,017.75	932.25	75.2%	77.50	6.2%	24%	False	False	379,227
100	1,985.25	1,017.75	967.50	78.1%	70.25	5.7%	23%	False	False	303,459
120	1,985.25	1,017.75	967.50	78.1%	66.00	5.3%	23%	False	False	252,963

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	17.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,492.50
2.618	1,397.75
1.618	1,339.75
1.000	1,304.00
0.618	1,281.75
HIGH	1,246.00
0.618	1,223.75
0.500	1,217.00
0.382	1,210.25
LOW	1,188.00
0.618	1,152.25
1.000	1,130.00
1.618	1,094.25
2.618	1,036.25
4.250	941.50

Fisher Pivots for day following 16-Dec-2008
Pivot	1 day	3 day
R1	1,231.75	1,222.75
PP	1,224.25	1,206.25
S1	1,217.00	1,190.00

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

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