E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 29-Sep-2008

Day Change Summary
	Previous	Current
	26-Sep-2008	29-Sep-2008	Change	Change %	Previous Week
Open	1,212.25	1,220.00	7.75	0.6%	1,244.00
High	1,221.25	1,221.25	0.00	0.0%	1,250.25
Low	1,184.75	1,113.50	-71.25	-6.0%	1,180.25
Close	1,214.50	1,118.75	-95.75	-7.9%	1,214.50
Range	36.50	107.75	71.25	195.2%	70.00
ATR	40.58	45.38	4.80	11.8%	0.00
Volume	2,740,073	2,225,525	-514,548	-18.8%	15,007,798

Daily Pivots for day following 29-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,474.50	1,404.25	1,178.00
R3	1,366.75	1,296.50	1,148.50
R2	1,259.00	1,259.00	1,138.50
R1	1,188.75	1,188.75	1,128.75	1,170.00
PP	1,151.25	1,151.25	1,151.25	1,141.75
S1	1,081.00	1,081.00	1,108.75	1,062.25
S2	1,043.50	1,043.50	1,099.00
S3	935.75	973.25	1,089.00
S4	828.00	865.50	1,059.50

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,425.00	1,389.75	1,253.00
R3	1,355.00	1,319.75	1,233.75
R2	1,285.00	1,285.00	1,227.25
R1	1,249.75	1,249.75	1,221.00	1,232.50
PP	1,215.00	1,215.00	1,215.00	1,206.25
S1	1,179.75	1,179.75	1,208.00	1,162.50
S2	1,145.00	1,145.00	1,201.75
S3	1,075.00	1,109.75	1,195.25
S4	1,005.00	1,039.75	1,176.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,224.75	1,113.50	111.25	9.9%	50.00	4.5%	5%	False	True	2,645,181
10	1,291.25	1,113.50	177.75	15.9%	59.75	5.3%	3%	False	True	3,719,422
20	1,305.25	1,113.50	191.75	17.1%	46.75	4.2%	3%	False	True	2,125,995
40	1,315.25	1,113.50	201.75	18.0%	34.25	3.1%	3%	False	True	1,066,783
60	1,315.25	1,113.50	201.75	18.0%	32.25	2.9%	3%	False	True	712,447
80	1,374.00	1,113.50	260.50	23.3%	29.25	2.6%	2%	False	True	534,761
100	1,443.50	1,113.50	330.00	29.5%	26.00	2.3%	2%	False	True	427,855
120	1,443.50	1,113.50	330.00	29.5%	23.00	2.1%	2%	False	True	356,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.90
Widest range in 123 trading days

Fibonacci Retracements and Extensions
4.250	1,679.25
2.618	1,503.25
1.618	1,395.50
1.000	1,329.00
0.618	1,287.75
HIGH	1,221.25
0.618	1,180.00
0.500	1,167.50
0.382	1,154.75
LOW	1,113.50
0.618	1,047.00
1.000	1,005.75
1.618	939.25
2.618	831.50
4.250	655.50

Fisher Pivots for day following 29-Sep-2008
Pivot	1 day	3 day
R1	1,167.50	1,169.00
PP	1,151.25	1,152.25
S1	1,135.00	1,135.50

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

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