E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	937.50	992.75	55.25	5.9%	909.50
High	992.75	992.75	0.00	0.0%	1,067.00
Low	925.50	951.00	25.50	2.8%	865.25
Close	990.50	959.25	-31.25	-3.2%	933.50
Range	67.25	41.75	-25.50	-37.9%	201.75
ATR	72.55	70.35	-2.20	-3.0%	0.00
Volume	3,820,686	2,435,954	-1,384,732	-36.2%	22,257,840

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,093.00	1,067.75	982.25
R3	1,051.25	1,026.00	970.75
R2	1,009.50	1,009.50	967.00
R1	984.25	984.25	963.00	976.00
PP	967.75	967.75	967.75	963.50
S1	942.50	942.50	955.50	934.25
S2	926.00	926.00	951.50
S3	884.25	900.75	947.75
S4	842.50	859.00	936.25

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,560.50	1,448.75	1,044.50
R3	1,358.75	1,247.00	989.00
R2	1,157.00	1,157.00	970.50
R1	1,045.25	1,045.25	952.00	1,101.00
PP	955.25	955.25	955.25	983.25
S1	843.50	843.50	915.00	899.50
S2	753.50	753.50	896.50
S3	551.75	641.75	878.00
S4	350.00	440.00	822.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,008.50	865.25	143.25	14.9%	77.00	8.0%	66%	False	False	3,851,350
10	1,067.00	837.00	230.00	24.0%	87.75	9.2%	53%	False	False	4,229,571
20	1,224.75	837.00	387.75	40.4%	73.75	7.7%	32%	False	False	3,627,601
40	1,305.25	837.00	468.25	48.8%	56.75	5.9%	26%	False	False	2,617,206
60	1,315.25	837.00	478.25	49.9%	45.50	4.8%	26%	False	False	1,746,147
80	1,315.25	837.00	478.25	49.9%	41.00	4.3%	26%	False	False	1,310,541
100	1,410.25	837.00	573.25	59.8%	37.00	3.9%	21%	False	False	1,048,698
120	1,443.50	837.00	606.50	63.2%	32.50	3.4%	20%	False	False	873,926

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	22.50
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,170.25
2.618	1,102.00
1.618	1,060.25
1.000	1,034.50
0.618	1,018.50
HIGH	992.75
0.618	976.75
0.500	972.00
0.382	967.00
LOW	951.00
0.618	925.25
1.000	909.25
1.618	883.50
2.618	841.75
4.250	773.50

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	972.00	956.25
PP	967.75	953.25
S1	963.50	950.50

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

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