E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 24-Sep-2008

Day Change Summary
	Previous	Current
	23-Sep-2008	24-Sep-2008	Change	Change %	Previous Week
Open	1,213.00	1,188.00	-25.00	-2.1%	1,235.00
High	1,222.75	1,210.25	-12.50	-1.0%	1,291.25
Low	1,185.50	1,180.25	-5.25	-0.4%	1,136.25
Close	1,187.00	1,193.00	6.00	0.5%	1,246.00
Range	37.25	30.00	-7.25	-19.5%	155.00
ATR	41.91	41.06	-0.85	-2.0%	0.00
Volume	2,758,953	3,098,102	339,149	12.3%	22,519,661

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,284.50	1,268.75	1,209.50
R3	1,254.50	1,238.75	1,201.25
R2	1,224.50	1,224.50	1,198.50
R1	1,208.75	1,208.75	1,195.75	1,216.50
PP	1,194.50	1,194.50	1,194.50	1,198.50
S1	1,178.75	1,178.75	1,190.25	1,186.50
S2	1,164.50	1,164.50	1,187.50
S3	1,134.50	1,148.75	1,184.75
S4	1,104.50	1,118.75	1,176.50

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,689.50	1,622.75	1,331.25
R3	1,534.50	1,467.75	1,288.50
R2	1,379.50	1,379.50	1,274.50
R1	1,312.75	1,312.75	1,260.25	1,346.00
PP	1,224.50	1,224.50	1,224.50	1,241.25
S1	1,157.75	1,157.75	1,231.75	1,191.00
S2	1,069.50	1,069.50	1,217.50
S3	914.50	1,002.75	1,203.50
S4	759.50	847.75	1,160.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,291.25	1,136.25	155.00	13.0%	56.75	4.8%	37%	False	False	4,182,533
10	1,291.25	1,136.25	155.00	13.0%	52.50	4.4%	37%	False	False	3,472,212
20	1,305.25	1,136.25	169.00	14.2%	40.50	3.4%	34%	False	False	1,761,521
40	1,315.25	1,136.25	179.00	15.0%	31.50	2.6%	32%	False	False	882,813
60	1,315.25	1,136.25	179.00	15.0%	30.25	2.5%	32%	False	False	589,804
80	1,410.25	1,136.25	274.00	23.0%	28.00	2.3%	21%	False	False	442,667
100	1,443.50	1,136.25	307.25	25.8%	24.25	2.0%	18%	False	False	354,171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	12.40
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,337.75
2.618	1,288.75
1.618	1,258.75
1.000	1,240.25
0.618	1,228.75
HIGH	1,210.25
0.618	1,198.75
0.500	1,195.25
0.382	1,191.75
LOW	1,180.25
0.618	1,161.75
1.000	1,150.25
1.618	1,131.75
2.618	1,101.75
4.250	1,052.75

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	1,195.25	1,215.25
PP	1,194.50	1,207.75
S1	1,193.75	1,200.50

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

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