E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	920.25	930.25	10.00	1.1%	871.50
High	936.25	934.00	-2.25	-0.2%	936.25
Low	917.00	924.00	7.00	0.8%	861.50
Close	931.25	932.50	1.25	0.1%	932.50
Range	19.25	10.00	-9.25	-48.1%	74.75
ATR	18.04	17.46	-0.57	-3.2%	0.00
Volume	1,234	1,237	3	0.2%	9,847

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	960.25	956.25	938.00
R3	950.25	946.25	935.25
R2	940.25	940.25	934.25
R1	936.25	936.25	933.50	938.25
PP	930.25	930.25	930.25	931.00
S1	926.25	926.25	931.50	928.25
S2	920.25	920.25	930.75
S3	910.25	916.25	929.75
S4	900.25	906.25	927.00

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,134.25	1,108.25	973.50
R3	1,059.50	1,033.50	953.00
R2	984.75	984.75	946.25
R1	958.75	958.75	939.25	971.75
PP	910.00	910.00	910.00	916.50
S1	884.00	884.00	925.75	897.00
S2	835.25	835.25	918.75
S3	760.50	809.25	912.00
S4	685.75	734.50	891.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	936.25	861.50	74.75	8.0%	19.50	2.1%	95%	False	False	1,969
10	936.25	861.25	75.00	8.0%	17.50	1.9%	95%	False	False	2,011
20	936.25	861.25	75.00	8.0%	17.50	1.9%	95%	False	False	1,880
40	948.00	861.25	86.75	9.3%	17.00	1.8%	82%	False	False	999
60	948.00	833.50	114.50	12.3%	17.75	1.9%	86%	False	False	677

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	3.40
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	976.50
2.618	960.25
1.618	950.25
1.000	944.00
0.618	940.25
HIGH	934.00
0.618	930.25
0.500	929.00
0.382	927.75
LOW	924.00
0.618	917.75
1.000	914.00
1.618	907.75
2.618	897.75
4.250	881.50

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	931.25	927.75
PP	930.25	922.75
S1	929.00	918.00

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

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