E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	941.00	919.50	-21.50	-2.3%	965.75
High	962.50	927.25	-35.25	-3.7%	1,008.50
Low	905.50	882.75	-22.75	-2.5%	897.00
Close	921.50	893.00	-28.50	-3.1%	936.25
Range	57.00	44.50	-12.50	-21.9%	111.50
ATR	61.75	60.52	-1.23	-2.0%	0.00
Volume	2,698,265	2,130,841	-567,424	-21.0%	12,856,321

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,034.50	1,008.25	917.50
R3	990.00	963.75	905.25
R2	945.50	945.50	901.25
R1	919.25	919.25	897.00	910.00
PP	901.00	901.00	901.00	896.50
S1	874.75	874.75	889.00	865.50
S2	856.50	856.50	884.75
S3	812.00	830.25	880.75
S4	767.50	785.75	868.50

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,281.75	1,220.50	997.50
R3	1,170.25	1,109.00	967.00
R2	1,058.75	1,058.75	956.75
R1	997.50	997.50	946.50	972.50
PP	947.25	947.25	947.25	934.75
S1	886.00	886.00	926.00	861.00
S2	835.75	835.75	915.75
S3	724.25	774.50	905.50
S4	612.75	663.00	875.00

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	882.75	125.75	14.1%	52.00	5.8%	8%	False	True	2,681,122
10	1,008.50	882.75	125.75	14.1%	47.00	5.2%	8%	False	True	2,762,433
20	1,008.50	825.00	183.50	20.5%	64.00	7.2%	37%	False	False	3,155,427
40	1,291.25	825.00	466.25	52.2%	67.50	7.5%	15%	False	False	3,478,437
60	1,305.25	825.00	480.25	53.8%	54.50	6.1%	14%	False	False	2,476,145
80	1,315.25	825.00	490.25	54.9%	47.00	5.3%	14%	False	False	1,857,983
100	1,340.25	825.00	515.25	57.7%	43.00	4.8%	13%	False	False	1,487,156
120	1,410.25	825.00	585.25	65.5%	38.50	4.3%	12%	False	False	1,239,349

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	9.78
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,116.50
2.618	1,043.75
1.618	999.25
1.000	971.75
0.618	954.75
HIGH	927.25
0.618	910.25
0.500	905.00
0.382	899.75
LOW	882.75
0.618	855.25
1.000	838.25
1.618	810.75
2.618	766.25
4.250	693.50

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	905.00	922.50
PP	901.00	912.75
S1	897.00	903.00

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

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