E-mini NASDAQ-100 Future December 2008

Trading Metrics calculated at close of trading on 18-Dec-2008

Day Change Summary
	Previous	Current
	17-Dec-2008	18-Dec-2008	Change	Change %	Previous Week
Open	1,235.00	1,229.00	-6.00	-0.5%	1,177.00
High	1,242.25	1,235.50	-6.75	-0.5%	1,252.50
Low	1,203.75	1,193.00	-10.75	-0.9%	1,134.00
Close	1,227.00	1,224.00	-3.00	-0.2%	1,213.50
Range	38.50	42.50	4.00	10.4%	118.50
ATR	66.29	64.60	-1.70	-2.6%	0.00
Volume	78,663	45,421	-33,242	-42.3%	1,718,514

Daily Pivots for day following 18-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,345.00	1,327.00	1,247.50
R3	1,302.50	1,284.50	1,235.75
R2	1,260.00	1,260.00	1,231.75
R1	1,242.00	1,242.00	1,228.00	1,229.75
PP	1,217.50	1,217.50	1,217.50	1,211.50
S1	1,199.50	1,199.50	1,220.00	1,187.25
S2	1,175.00	1,175.00	1,216.25
S3	1,132.50	1,157.00	1,212.25
S4	1,090.00	1,114.50	1,200.50

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	9.2%	55.25	4.5%	80%	False	False	107,455
10	1,252.50	1,095.00	157.50	12.9%	57.25	4.7%	82%	False	False	245,537
20	1,252.50	1,017.75	234.75	19.2%	62.75	5.1%	88%	False	False	317,529
40	1,389.00	1,017.75	371.25	30.3%	70.75	5.8%	56%	False	False	366,901
60	1,714.25	1,017.75	696.50	56.9%	84.00	6.9%	30%	False	False	421,286
80	1,930.75	1,017.75	913.00	74.6%	77.50	6.3%	23%	False	False	380,760
100	1,985.25	1,017.75	967.50	79.0%	70.00	5.7%	21%	False	False	304,695
120	1,985.25	1,017.75	967.50	79.0%	66.25	5.4%	21%	False	False	253,989

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,416.00
2.618	1,346.75
1.618	1,304.25
1.000	1,278.00
0.618	1,261.75
HIGH	1,235.50
0.618	1,219.25
0.500	1,214.25
0.382	1,209.25
LOW	1,193.00
0.618	1,166.75
1.000	1,150.50
1.618	1,124.25
2.618	1,081.75
4.250	1,012.50

Fisher Pivots for day following 18-Dec-2008
Pivot	1 day	3 day
R1	1,220.75	1,221.75
PP	1,217.50	1,219.25
S1	1,214.25	1,217.00

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

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