E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 23-Oct-2008

Day Change Summary
	Previous	Current
	22-Oct-2008	23-Oct-2008	Change	Change %	Previous Week
Open	958.50	904.50	-54.00	-5.6%	909.50
High	969.25	923.25	-46.00	-4.7%	1,067.00
Low	872.50	856.00	-16.50	-1.9%	865.25
Close	902.75	915.25	12.50	1.4%	933.50
Range	96.75	67.25	-29.50	-30.5%	201.75
ATR	72.23	71.88	-0.36	-0.5%	0.00
Volume	2,638,526	3,288,095	649,569	24.6%	22,257,840

Daily Pivots for day following 23-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,100.00	1,074.75	952.25
R3	1,032.75	1,007.50	933.75
R2	965.50	965.50	927.50
R1	940.25	940.25	921.50	953.00
PP	898.25	898.25	898.25	904.50
S1	873.00	873.00	909.00	885.50
S2	831.00	831.00	903.00
S3	763.75	805.75	896.75
S4	696.50	738.50	878.25

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	992.75	856.00	136.75	14.9%	70.50	7.7%	43%	False	True	3,451,548
10	1,067.00	837.00	230.00	25.1%	85.50	9.3%	34%	False	False	3,861,224
20	1,221.25	837.00	384.25	42.0%	78.50	8.6%	20%	False	False	3,648,864
40	1,305.25	837.00	468.25	51.2%	60.00	6.6%	17%	False	False	2,764,325
60	1,315.25	837.00	478.25	52.3%	47.50	5.2%	16%	False	False	1,844,840
80	1,315.25	837.00	478.25	52.3%	42.50	4.6%	16%	False	False	1,384,530
100	1,410.25	837.00	573.25	62.6%	38.25	4.2%	14%	False	False	1,107,935
120	1,443.50	837.00	606.50	66.3%	33.75	3.7%	13%	False	False	923,314

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	18.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,209.00
2.618	1,099.25
1.618	1,032.00
1.000	990.50
0.618	964.75
HIGH	923.25
0.618	897.50
0.500	889.50
0.382	881.75
LOW	856.00
0.618	814.50
1.000	788.75
1.618	747.25
2.618	680.00
4.250	570.25

Fisher Pivots for day following 23-Oct-2008
Pivot	1 day	3 day
R1	906.75	924.50
PP	898.25	921.25
S1	889.50	918.25

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

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