E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	1,155.50	1,131.00	-24.50	-2.1%	1,174.50
High	1,175.00	1,138.75	-36.25	-3.1%	1,196.00
Low	1,126.75	1,107.25	-19.50	-1.7%	1,107.25
Close	1,132.25	1,117.00	-15.25	-1.3%	1,117.00
Range	48.25	31.50	-16.75	-34.7%	88.75
ATR	44.92	43.96	-0.96	-2.1%	0.00
Volume	419,637	364,112	-55,525	-13.2%	1,994,283

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,215.50	1,197.75	1,134.25
R3	1,184.00	1,166.25	1,125.75
R2	1,152.50	1,152.50	1,122.75
R1	1,134.75	1,134.75	1,120.00	1,128.00
PP	1,121.00	1,121.00	1,121.00	1,117.50
S1	1,103.25	1,103.25	1,114.00	1,096.50
S2	1,089.50	1,089.50	1,111.25
S3	1,058.00	1,071.75	1,108.25
S4	1,026.50	1,040.25	1,099.75

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,406.25	1,350.50	1,165.75
R3	1,317.50	1,261.75	1,141.50
R2	1,228.75	1,228.75	1,133.25
R1	1,173.00	1,173.00	1,125.25	1,156.50
PP	1,140.00	1,140.00	1,140.00	1,132.00
S1	1,084.25	1,084.25	1,108.75	1,067.75
S2	1,051.25	1,051.25	1,100.75
S3	962.50	995.50	1,092.50
S4	873.75	906.75	1,068.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,196.00	1,107.25	88.75	7.9%	47.25	4.2%	11%	False	True	398,856
10	1,255.00	1,107.25	147.75	13.2%	41.50	3.7%	7%	False	True	377,165
20	1,286.00	1,107.25	178.75	16.0%	43.25	3.9%	5%	False	True	347,492
40	1,287.00	1,107.25	179.75	16.1%	44.25	4.0%	5%	False	True	309,015
60	1,287.00	1,093.50	193.50	17.3%	45.50	4.1%	12%	False	False	250,442
80	1,392.00	1,021.00	371.00	33.2%	51.25	4.6%	26%	False	False	187,879
100	1,501.75	1,021.00	480.75	43.0%	61.75	5.5%	20%	False	False	150,332

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	12.53
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,272.50
2.618	1,221.25
1.618	1,189.75
1.000	1,170.25
0.618	1,158.25
HIGH	1,138.75
0.618	1,126.75
0.500	1,123.00
0.382	1,119.25
LOW	1,107.25
0.618	1,087.75
1.000	1,075.75
1.618	1,056.25
2.618	1,024.75
4.250	973.50

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	1,123.00	1,145.75
PP	1,121.00	1,136.25
S1	1,119.00	1,126.50

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

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