E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 28-Nov-2008

Day Change Summary
	Previous	Current
	26-Nov-2008	28-Nov-2008	Change	Change %	Previous Week
Open	853.00	877.25	24.25	2.8%	801.00
High	887.75	897.00	9.25	1.0%	897.00
Low	829.50	875.00	45.50	5.5%	783.25
Close	886.25	895.25	9.00	1.0%	895.25
Range	58.25	22.00	-36.25	-62.2%	113.75
ATR	60.92	58.14	-2.78	-4.6%	0.00
Volume	3,116,154	2,177,331	-938,823	-30.1%	12,985,730

Daily Pivots for day following 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	955.00	947.25	907.25
R3	933.00	925.25	901.25
R2	911.00	911.00	899.25
R1	903.25	903.25	897.25	907.00
PP	889.00	889.00	889.00	891.00
S1	881.25	881.25	893.25	885.00
S2	867.00	867.00	891.25
S3	845.00	859.25	889.25
S4	823.00	837.25	883.25

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,199.75	1,161.25	957.75
R3	1,086.00	1,047.50	926.50
R2	972.25	972.25	916.00
R1	933.75	933.75	905.75	953.00
PP	858.50	858.50	858.50	868.00
S1	820.00	820.00	884.75	839.25
S2	744.75	744.75	874.50
S3	631.00	706.25	864.00
S4	517.25	592.50	832.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	897.00	739.00	158.00	17.6%	53.50	6.0%	99%	True	False	3,491,437
10	918.00	739.00	179.00	20.0%	54.00	6.0%	87%	False	False	3,478,569
20	1,008.50	739.00	269.50	30.1%	53.50	6.0%	58%	False	False	3,054,107
40	1,161.00	739.00	422.00	47.1%	67.75	7.6%	37%	False	False	3,425,553
60	1,291.25	739.00	552.25	61.7%	61.75	6.9%	28%	False	False	3,147,678
80	1,315.25	739.00	576.25	64.4%	52.00	5.8%	27%	False	False	2,363,325
100	1,315.25	739.00	576.25	64.4%	46.75	5.2%	27%	False	False	1,891,455
120	1,371.75	739.00	632.75	70.7%	42.75	4.8%	25%	False	False	1,576,529

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	12.28
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	990.50
2.618	954.50
1.618	932.50
1.000	919.00
0.618	910.50
HIGH	897.00
0.618	888.50
0.500	886.00
0.382	883.50
LOW	875.00
0.618	861.50
1.000	853.00
1.618	839.50
2.618	817.50
4.250	781.50

Fisher Pivots for day following 28-Nov-2008
Pivot	1 day	3 day
R1	892.25	884.50
PP	889.00	874.00
S1	886.00	863.25

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

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