E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 27-Oct-2008

Day Change Summary
	Previous	Current
	24-Oct-2008	27-Oct-2008	Change	Change %	Previous Week
Open	914.50	864.25	-50.25	-5.5%	937.50
High	917.25	894.00	-23.25	-2.5%	992.75
Low	840.25	825.00	-15.25	-1.8%	840.25
Close	866.00	834.75	-31.25	-3.6%	866.00
Range	77.00	69.00	-8.00	-10.4%	152.50
ATR	72.24	72.01	-0.23	-0.3%	0.00
Volume	4,058,789	3,315,060	-743,729	-18.3%	16,242,050

Daily Pivots for day following 27-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,058.25	1,015.50	872.75
R3	989.25	946.50	853.75
R2	920.25	920.25	847.50
R1	877.50	877.50	841.00	864.50
PP	851.25	851.25	851.25	844.75
S1	808.50	808.50	828.50	795.50
S2	782.25	782.25	822.00
S3	713.25	739.50	815.75
S4	644.25	670.50	796.75

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,357.25	1,264.00	950.00
R3	1,204.75	1,111.50	908.00
R2	1,052.25	1,052.25	894.00
R1	959.00	959.00	880.00	929.50
PP	899.75	899.75	899.75	884.75
S1	806.50	806.50	852.00	777.00
S2	747.25	747.25	838.00
S3	594.75	654.00	824.00
S4	442.25	501.50	782.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	992.75	825.00	167.75	20.1%	70.25	8.4%	6%	False	True	3,147,284
10	1,067.00	825.00	242.00	29.0%	78.75	9.4%	4%	False	True	3,591,589
20	1,175.75	825.00	350.75	42.0%	78.50	9.4%	3%	False	True	3,769,277
40	1,305.25	825.00	480.25	57.5%	62.75	7.5%	2%	False	True	2,947,636
60	1,315.25	825.00	490.25	58.7%	49.00	5.9%	2%	False	True	1,967,614
80	1,315.25	825.00	490.25	58.7%	43.75	5.2%	2%	False	True	1,476,655
100	1,374.00	825.00	549.00	65.8%	39.00	4.7%	2%	False	True	1,181,665
120	1,443.50	825.00	618.50	74.1%	34.75	4.2%	2%	False	True	984,758

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	18.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,187.25
2.618	1,074.75
1.618	1,005.75
1.000	963.00
0.618	936.75
HIGH	894.00
0.618	867.75
0.500	859.50
0.382	851.25
LOW	825.00
0.618	782.25
1.000	756.00
1.618	713.25
2.618	644.25
4.250	531.75

Fisher Pivots for day following 27-Oct-2008
Pivot	1 day	3 day
R1	859.50	874.00
PP	851.25	861.00
S1	843.00	848.00

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

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