E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	690.50	709.50	19.00	2.8%	770.00
High	723.75	711.75	-12.00	-1.7%	786.50
Low	681.50	676.25	-5.25	-0.8%	729.50
Close	708.50	686.00	-22.50	-3.2%	734.25
Range	42.25	35.50	-6.75	-16.0%	57.00
ATR	30.91	31.23	0.33	1.1%	0.00
Volume	3,131,092	3,168,491	37,399	1.2%	14,333,617

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	797.75	777.50	705.50
R3	762.25	742.00	695.75
R2	726.75	726.75	692.50
R1	706.50	706.50	689.25	699.00
PP	691.25	691.25	691.25	687.50
S1	671.00	671.00	682.75	663.50
S2	655.75	655.75	679.50
S3	620.25	635.50	676.25
S4	584.75	600.00	666.50

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	921.00	884.75	765.50
R3	864.00	827.75	750.00
R2	807.00	807.00	744.75
R1	770.75	770.75	739.50	760.50
PP	750.00	750.00	750.00	745.00
S1	713.75	713.75	729.00	703.50
S2	693.00	693.00	723.75
S3	636.00	656.75	718.50
S4	579.00	599.75	703.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	756.00	676.25	79.75	11.6%	33.25	4.8%	12%	False	True	2,941,778
10	786.50	676.25	110.25	16.1%	32.75	4.8%	9%	False	True	2,895,069
20	873.00	676.25	196.75	28.7%	30.25	4.4%	5%	False	True	2,721,027
40	931.75	676.25	255.50	37.2%	31.00	4.5%	4%	False	True	2,535,505
60	942.75	676.25	266.50	38.8%	30.75	4.5%	4%	False	True	2,096,821
80	960.25	676.25	284.00	41.4%	36.75	5.4%	3%	False	True	1,576,022
100	1,066.50	676.25	390.25	56.9%	43.75	6.4%	2%	False	True	1,261,684
120	1,281.75	676.25	605.50	88.3%	46.00	6.7%	2%	False	True	1,052,139

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	862.50
2.618	804.75
1.618	769.25
1.000	747.25
0.618	733.75
HIGH	711.75
0.618	698.25
0.500	694.00
0.382	689.75
LOW	676.25
0.618	654.25
1.000	640.75
1.618	618.75
2.618	583.25
4.250	525.50

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	694.00	700.00
PP	691.25	695.25
S1	688.75	690.75

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

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