E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 04-Dec-2008

Day Change Summary
	Previous	Current
	03-Dec-2008	04-Dec-2008	Change	Change %	Previous Week
Open	848.50	869.00	20.50	2.4%	801.00
High	873.75	875.50	1.75	0.2%	897.00
Low	826.00	832.00	6.00	0.7%	783.25
Close	868.50	847.50	-21.00	-2.4%	895.25
Range	47.75	43.50	-4.25	-8.9%	113.75
ATR	57.67	56.66	-1.01	-1.8%	0.00
Volume	3,242,501	3,332,111	89,610	2.8%	12,985,730

Daily Pivots for day following 04-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	982.25	958.25	871.50
R3	938.75	914.75	859.50
R2	895.25	895.25	855.50
R1	871.25	871.25	851.50	861.50
PP	851.75	851.75	851.75	846.75
S1	827.75	827.75	843.50	818.00
S2	808.25	808.25	839.50
S3	764.75	784.25	835.50
S4	721.25	740.75	823.50

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	897.50	813.00	84.50	10.0%	47.00	5.6%	41%	False	False	2,454,450
10	897.50	739.00	158.50	18.7%	55.50	6.6%	68%	False	False	3,098,214
20	962.50	739.00	223.50	26.4%	55.75	6.6%	49%	False	False	3,082,023
40	1,067.00	739.00	328.00	38.7%	65.00	7.7%	33%	False	False	3,310,311
60	1,291.25	739.00	552.25	65.2%	63.00	7.4%	20%	False	False	3,309,818
80	1,307.25	739.00	568.25	67.1%	53.25	6.3%	19%	False	False	2,489,296
100	1,315.25	739.00	576.25	68.0%	47.75	5.6%	19%	False	False	1,992,205
120	1,354.75	739.00	615.75	72.7%	44.00	5.2%	18%	False	False	1,660,649

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,060.50
2.618	989.50
1.618	946.00
1.000	919.00
0.618	902.50
HIGH	875.50
0.618	859.00
0.500	853.75
0.382	848.50
LOW	832.00
0.618	805.00
1.000	788.50
1.618	761.50
2.618	718.00
4.250	647.00

Fisher Pivots for day following 04-Dec-2008
Pivot	1 day	3 day
R1	853.75	846.50
PP	851.75	845.25
S1	849.50	844.25

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

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