E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 01-Oct-2008

Day Change Summary
	Previous	Current
	30-Sep-2008	01-Oct-2008	Change	Change %	Previous Week
Open	1,118.25	1,167.50	49.25	4.4%	1,244.00
High	1,175.75	1,173.00	-2.75	-0.2%	1,250.25
Low	1,112.00	1,143.75	31.75	2.9%	1,180.25
Close	1,167.50	1,168.50	1.00	0.1%	1,214.50
Range	63.75	29.25	-34.50	-54.1%	70.00
ATR	46.69	45.45	-1.25	-2.7%	0.00
Volume	3,948,082	2,929,451	-1,018,631	-25.8%	15,007,798

Daily Pivots for day following 01-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,249.50	1,238.25	1,184.50
R3	1,220.25	1,209.00	1,176.50
R2	1,191.00	1,191.00	1,173.75
R1	1,179.75	1,179.75	1,171.25	1,185.50
PP	1,161.75	1,161.75	1,161.75	1,164.50
S1	1,150.50	1,150.50	1,165.75	1,156.00
S2	1,132.50	1,132.50	1,163.25
S3	1,103.25	1,121.25	1,160.50
S4	1,074.00	1,092.00	1,152.50

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	1,112.00	112.75	9.6%	55.25	4.7%	50%	False	False	2,849,277
10	1,291.25	1,112.00	179.25	15.3%	56.00	4.8%	32%	False	False	3,515,905
20	1,291.25	1,112.00	179.25	15.3%	49.00	4.2%	32%	False	False	2,468,349
40	1,315.25	1,112.00	203.25	17.4%	35.50	3.0%	28%	False	False	1,238,569
60	1,315.25	1,112.00	203.25	17.4%	32.50	2.8%	28%	False	False	827,016
80	1,371.75	1,112.00	259.75	22.2%	30.00	2.6%	22%	False	False	620,723
100	1,443.50	1,112.00	331.50	28.4%	26.75	2.3%	17%	False	False	496,630
120	1,443.50	1,112.00	331.50	28.4%	23.75	2.0%	17%	False	False	413,863

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.35
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,297.25
2.618	1,249.50
1.618	1,220.25
1.000	1,202.25
0.618	1,191.00
HIGH	1,173.00
0.618	1,161.75
0.500	1,158.50
0.382	1,155.00
LOW	1,143.75
0.618	1,125.75
1.000	1,114.50
1.618	1,096.50
2.618	1,067.25
4.250	1,019.50

Fisher Pivots for day following 01-Oct-2008
Pivot	1 day	3 day
R1	1,165.00	1,168.00
PP	1,161.75	1,167.25
S1	1,158.50	1,166.50

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

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