E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 10-Dec-2008

Day Change Summary
	Previous	Current
	09-Dec-2008	10-Dec-2008	Change	Change %	Previous Week
Open	906.25	890.50	-15.75	-1.7%	897.50
High	916.25	908.75	-7.50	-0.8%	897.50
Low	884.50	884.50	0.00	0.0%	813.00
Close	889.50	895.75	6.25	0.7%	872.50
Range	31.75	24.25	-7.50	-23.6%	84.50
ATR	54.91	52.72	-2.19	-4.0%	0.00
Volume	2,646,329	2,629,268	-17,061	-0.6%	12,929,040

Daily Pivots for day following 10-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	969.00	956.75	909.00
R3	944.75	932.50	902.50
R2	920.50	920.50	900.25
R1	908.25	908.25	898.00	914.50
PP	896.25	896.25	896.25	899.50
S1	884.00	884.00	893.50	890.00
S2	872.00	872.00	891.25
S3	847.75	859.75	889.00
S4	823.50	835.50	882.50

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,114.50	1,078.00	919.00
R3	1,030.00	993.50	895.75
R2	945.50	945.50	888.00
R1	909.00	909.00	880.25	885.00
PP	861.00	861.00	861.00	849.00
S1	824.50	824.50	864.75	800.50
S2	776.50	776.50	857.00
S3	692.00	740.00	849.25
S4	607.50	655.50	826.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	919.25	817.00	102.25	11.4%	42.75	4.8%	77%	False	False	2,932,666
10	919.25	813.00	106.25	11.9%	46.50	5.2%	78%	False	False	2,671,962
20	919.25	739.00	180.25	20.1%	54.25	6.1%	87%	False	False	3,094,623
40	1,008.50	739.00	269.50	30.1%	59.00	6.6%	58%	False	False	3,125,025
60	1,291.25	739.00	552.25	61.7%	63.00	7.0%	28%	False	False	3,350,499
80	1,305.25	739.00	566.25	63.2%	54.50	6.1%	28%	False	False	2,630,765
100	1,315.25	739.00	576.25	64.3%	48.25	5.4%	27%	False	False	2,105,311
120	1,340.25	739.00	601.25	67.1%	44.75	5.0%	26%	False	False	1,755,067

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.90
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,011.75
2.618	972.25
1.618	948.00
1.000	933.00
0.618	923.75
HIGH	908.75
0.618	899.50
0.500	896.50
0.382	893.75
LOW	884.50
0.618	869.50
1.000	860.25
1.618	845.25
2.618	821.00
4.250	781.50

Fisher Pivots for day following 10-Dec-2008
Pivot	1 day	3 day
R1	896.50	895.00
PP	896.25	894.25
S1	896.00	893.50

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

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