E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	801.00	847.25	46.25	5.8%	862.00
High	866.25	874.00	7.75	0.9%	881.75
Low	783.25	833.50	50.25	6.4%	739.00
Close	848.00	853.25	5.25	0.6%	792.00
Range	83.00	40.50	-42.50	-51.2%	142.75
ATR	62.71	61.13	-1.59	-2.5%	0.00
Volume	4,278,847	3,413,398	-865,449	-20.2%	17,350,681

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	975.00	954.75	875.50
R3	934.50	914.25	864.50
R2	894.00	894.00	860.75
R1	873.75	873.75	857.00	884.00
PP	853.50	853.50	853.50	858.75
S1	833.25	833.25	849.50	843.50
S2	813.00	813.00	845.75
S3	772.50	792.75	842.00
S4	732.00	752.25	831.00

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,232.50	1,155.00	870.50
R3	1,089.75	1,012.25	831.25
R2	947.00	947.00	818.25
R1	869.50	869.50	805.00	837.00
PP	804.25	804.25	804.25	788.00
S1	726.75	726.75	779.00	694.00
S2	661.50	661.50	765.75
S3	518.75	584.00	752.75
S4	376.00	441.25	713.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	874.00	739.00	135.00	15.8%	64.75	7.6%	85%	True	False	3,774,292
10	918.00	739.00	179.00	21.0%	62.00	7.3%	64%	False	False	3,517,285
20	1,008.50	739.00	269.50	31.6%	54.50	6.4%	42%	False	False	3,139,859
40	1,174.00	739.00	435.00	51.0%	67.75	7.9%	26%	False	False	3,429,040
60	1,291.25	739.00	552.25	64.7%	61.25	7.2%	21%	False	False	3,060,320
80	1,315.25	739.00	576.25	67.5%	51.75	6.1%	20%	False	False	2,297,212
100	1,315.25	739.00	576.25	67.5%	46.75	5.5%	20%	False	False	1,838,552
120	1,371.75	739.00	632.75	74.2%	42.50	5.0%	18%	False	False	1,532,421

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	15.18
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,046.00
2.618	980.00
1.618	939.50
1.000	914.50
0.618	899.00
HIGH	874.00
0.618	858.50
0.500	853.75
0.382	849.00
LOW	833.50
0.618	808.50
1.000	793.00
1.618	768.00
2.618	727.50
4.250	661.50

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	853.75	837.75
PP	853.50	822.00
S1	853.50	806.50

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

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