E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 08-Jan-2009

Day Change Summary
	Previous	Current
	07-Jan-2009	08-Jan-2009	Change	Change %	Previous Week
Open	930.25	905.00	-25.25	-2.7%	869.00
High	931.75	907.75	-24.00	-2.6%	932.75
Low	898.75	891.50	-7.25	-0.8%	853.25
Close	905.25	906.75	1.50	0.2%	925.50
Range	33.00	16.25	-16.75	-50.8%	79.50
ATR	33.47	32.24	-1.23	-3.7%	0.00
Volume	1,912,293	1,961,214	48,921	2.6%	2,513,607

Daily Pivots for day following 08-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	950.75	945.00	915.75
R3	934.50	928.75	911.25
R2	918.25	918.25	909.75
R1	912.50	912.50	908.25	915.50
PP	902.00	902.00	902.00	903.50
S1	896.25	896.25	905.25	899.00
S2	885.75	885.75	903.75
S3	869.50	880.00	902.25
S4	853.25	863.75	897.75

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,142.25	1,113.50	969.25
R3	1,062.75	1,034.00	947.25
R2	983.25	983.25	940.00
R1	954.50	954.50	932.75	969.00
PP	903.75	903.75	903.75	911.00
S1	875.00	875.00	918.25	889.50
S2	824.25	824.25	911.00
S3	744.75	795.50	903.75
S4	665.25	716.00	881.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	942.75	891.50	51.25	5.7%	24.50	2.7%	30%	False	True	1,499,163
10	942.75	853.25	89.50	9.9%	20.50	2.2%	60%	False	False	1,032,414
20	942.75	828.75	114.00	12.6%	28.25	3.1%	68%	False	False	1,405,643
40	942.75	737.25	205.50	22.7%	41.50	4.6%	82%	False	False	713,130
60	1,066.50	737.25	329.25	36.3%	49.75	5.5%	51%	False	False	476,784
80	1,281.75	737.25	544.50	60.0%	53.50	5.9%	31%	False	False	358,874
100	1,303.75	737.25	566.50	62.5%	46.25	5.1%	30%	False	False	287,101

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	3.43
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	976.75
2.618	950.25
1.618	934.00
1.000	924.00
0.618	917.75
HIGH	907.75
0.618	901.50
0.500	899.50
0.382	897.75
LOW	891.50
0.618	881.50
1.000	875.25
1.618	865.25
2.618	849.00
4.250	822.50

Fisher Pivots for day following 08-Jan-2009
Pivot	1 day	3 day
R1	904.50	917.00
PP	902.00	913.75
S1	899.50	910.25

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

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