E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	1,024.25	1,025.75	1.50	0.1%	1,004.25
High	1,038.00	1,032.00	-6.00	-0.6%	1,027.00
Low	1,018.25	1,020.25	2.00	0.2%	975.50
Close	1,026.00	1,026.75	0.75	0.1%	1,025.25
Range	19.75	11.75	-8.00	-40.5%	51.50
ATR	19.16	18.63	-0.53	-2.8%	0.00
Volume	1,725,611	2,067,951	342,340	19.8%	9,558,712

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,061.50	1,056.00	1,033.25
R3	1,049.75	1,044.25	1,030.00
R2	1,038.00	1,038.00	1,029.00
R1	1,032.50	1,032.50	1,027.75	1,035.25
PP	1,026.25	1,026.25	1,026.25	1,027.75
S1	1,020.75	1,020.75	1,025.75	1,023.50
S2	1,014.50	1,014.50	1,024.50
S3	1,002.75	1,009.00	1,023.50
S4	991.00	997.25	1,020.25

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,163.75	1,146.00	1,053.50
R3	1,112.25	1,094.50	1,039.50
R2	1,060.75	1,060.75	1,034.75
R1	1,043.00	1,043.00	1,030.00	1,052.00
PP	1,009.25	1,009.25	1,009.25	1,013.75
S1	991.50	991.50	1,020.50	1,000.50
S2	957.75	957.75	1,015.75
S3	906.25	940.00	1,011.00
S4	854.75	888.50	997.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,038.00	994.25	43.75	4.3%	17.75	1.7%	74%	False	False	1,898,735
10	1,038.00	975.50	62.50	6.1%	19.50	1.9%	82%	False	False	1,915,405
20	1,038.00	973.50	64.50	6.3%	18.75	1.8%	83%	False	False	1,865,607
40	1,038.00	865.25	172.75	16.8%	18.00	1.8%	93%	False	False	1,886,306
60	1,038.00	865.25	172.75	16.8%	18.25	1.8%	93%	False	False	1,679,969
80	1,038.00	865.25	172.75	16.8%	19.25	1.9%	93%	False	False	1,262,289
100	1,038.00	799.25	238.75	23.3%	20.00	2.0%	95%	False	False	1,010,570
120	1,038.00	665.50	372.50	36.3%	21.50	2.1%	97%	False	False	842,278

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.40
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,082.00
2.618	1,062.75
1.618	1,051.00
1.000	1,043.75
0.618	1,039.25
HIGH	1,032.00
0.618	1,027.50
0.500	1,026.00
0.382	1,024.75
LOW	1,020.25
0.618	1,013.00
1.000	1,008.50
1.618	1,001.25
2.618	989.50
4.250	970.25

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	1,026.50	1,028.00
PP	1,026.25	1,027.75
S1	1,026.00	1,027.25

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

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