E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 30-Oct-2008

Day Change Summary
	Previous	Current
	29-Oct-2008	30-Oct-2008	Change	Change %	Previous Week
Open	938.75	927.75	-11.00	-1.2%	937.50
High	971.25	968.50	-2.75	-0.3%	992.75
Low	914.25	926.75	12.50	1.4%	840.25
Close	927.00	961.50	34.50	3.7%	866.00
Range	57.00	41.75	-15.25	-26.8%	152.50
ATR	73.82	71.53	-2.29	-3.1%	0.00
Volume	3,768,414	3,240,110	-528,304	-14.0%	16,242,050

Daily Pivots for day following 30-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,077.50	1,061.25	984.50
R3	1,035.75	1,019.50	973.00
R2	994.00	994.00	969.25
R1	977.75	977.75	965.25	986.00
PP	952.25	952.25	952.25	956.25
S1	936.00	936.00	957.75	944.00
S2	910.50	910.50	953.75
S3	868.75	894.25	950.00
S4	827.00	852.50	938.50

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	15.2%	72.00	7.5%	93%	False	False	3,461,871
10	992.75	825.00	167.75	17.4%	71.25	7.4%	81%	False	False	3,456,710
20	1,161.00	825.00	336.00	34.9%	81.75	8.5%	41%	False	False	3,796,998
40	1,291.25	825.00	466.25	48.5%	65.75	6.8%	29%	False	False	3,194,463
60	1,315.25	825.00	490.25	51.0%	51.50	5.4%	28%	False	False	2,133,064
80	1,315.25	825.00	490.25	51.0%	45.25	4.7%	28%	False	False	1,600,792
100	1,371.75	825.00	546.75	56.9%	40.50	4.2%	25%	False	False	1,281,014
120	1,443.50	825.00	618.50	64.3%	36.25	3.8%	22%	False	False	1,067,554

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.18
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,146.00
2.618	1,077.75
1.618	1,036.00
1.000	1,010.25
0.618	994.25
HIGH	968.50
0.618	952.50
0.500	947.50
0.382	942.75
LOW	926.75
0.618	901.00
1.000	885.00
1.618	859.25
2.618	817.50
4.250	749.25

Fisher Pivots for day following 30-Oct-2008
Pivot	1 day	3 day
R1	957.00	940.75
PP	952.25	920.00
S1	947.50	899.25

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

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