E-mini S&P 500 Future December 2008

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

Day Change Summary
	Previous	Current
	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	836.50	938.75	102.25	12.2%	937.50
High	942.75	971.25	28.50	3.0%	992.75
Low	827.25	914.25	87.00	10.5%	840.25
Close	938.75	927.00	-11.75	-1.3%	866.00
Range	115.50	57.00	-58.50	-50.6%	152.50
ATR	75.12	73.82	-1.29	-1.7%	0.00
Volume	2,926,986	3,768,414	841,428	28.7%	16,242,050

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,108.50	1,074.75	958.25
R3	1,051.50	1,017.75	942.75
R2	994.50	994.50	937.50
R1	960.75	960.75	932.25	949.00
PP	937.50	937.50	937.50	931.75
S1	903.75	903.75	921.75	892.00
S2	880.50	880.50	916.50
S3	823.50	846.75	911.25
S4	766.50	789.75	895.75

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	971.25	825.00	146.25	15.8%	77.25	8.3%	70%	True	False	3,471,468
10	992.75	825.00	167.75	18.1%	75.50	8.2%	61%	False	False	3,515,827
20	1,174.00	825.00	349.00	37.6%	82.50	8.9%	29%	False	False	3,760,170
40	1,291.25	825.00	466.25	50.3%	65.75	7.1%	22%	False	False	3,114,260
60	1,315.25	825.00	490.25	52.9%	51.00	5.5%	21%	False	False	2,079,103
80	1,315.25	825.00	490.25	52.9%	45.00	4.9%	21%	False	False	1,560,304
100	1,371.75	825.00	546.75	59.0%	40.50	4.4%	19%	False	False	1,248,613
120	1,443.50	825.00	618.50	66.7%	36.00	3.9%	16%	False	False	1,040,553

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	17.90
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,213.50
2.618	1,120.50
1.618	1,063.50
1.000	1,028.25
0.618	1,006.50
HIGH	971.25
0.618	949.50
0.500	942.75
0.382	936.00
LOW	914.25
0.618	879.00
1.000	857.25
1.618	822.00
2.618	765.00
4.250	672.00

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	942.75	917.50
PP	937.50	907.75
S1	932.25	898.00

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

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