E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	1,165.25	1,166.25	1.00	0.1%	1,151.00
High	1,169.25	1,172.95	3.70	0.3%	1,172.95
Low	1,161.00	1,164.75	3.75	0.3%	1,141.25
Close	1,166.00	1,172.95	6.95	0.6%	1,172.95
Range	8.25	8.20	-0.05	-0.6%	31.70
ATR	13.18	12.82	-0.36	-2.7%	0.00
Volume	382,975	323,112	-59,863	-15.6%	2,610,008

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,194.75	1,192.00	1,177.50
R3	1,186.50	1,184.00	1,175.25
R2	1,178.50	1,178.50	1,174.50
R1	1,175.75	1,175.75	1,173.75	1,177.00
PP	1,170.25	1,170.25	1,170.25	1,171.00
S1	1,167.50	1,167.50	1,172.25	1,168.75
S2	1,162.00	1,162.00	1,171.50
S3	1,153.75	1,159.25	1,170.75
S4	1,145.50	1,151.00	1,168.50

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,257.50	1,247.00	1,190.50
R3	1,225.75	1,215.25	1,181.75
R2	1,194.00	1,194.00	1,178.75
R1	1,183.50	1,183.50	1,175.75	1,188.75
PP	1,162.50	1,162.50	1,162.50	1,165.00
S1	1,151.75	1,151.75	1,170.00	1,157.00
S2	1,130.75	1,130.75	1,167.25
S3	1,099.00	1,120.00	1,164.25
S4	1,067.25	1,088.50	1,155.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,172.95	1,141.25	31.70	2.7%	9.75	0.8%	100%	True	False	522,001
10	1,172.95	1,131.50	41.45	3.5%	10.25	0.9%	100%	True	False	1,117,294
20	1,172.95	1,084.50	88.45	7.5%	11.75	1.0%	100%	True	False	1,476,419
40	1,172.95	1,040.75	132.20	11.3%	16.00	1.4%	100%	True	False	2,013,041
60	1,172.95	1,040.75	132.20	11.3%	15.00	1.3%	100%	True	False	1,772,452
80	1,172.95	1,040.75	132.20	11.3%	15.25	1.3%	100%	True	False	1,485,053
100	1,172.95	1,021.00	151.95	13.0%	16.00	1.4%	100%	True	False	1,189,052
120	1,172.95	1,007.25	165.70	14.1%	16.00	1.4%	100%	True	False	991,206

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	2.65
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,207.75
2.618	1,194.50
1.618	1,186.25
1.000	1,181.25
0.618	1,178.00
HIGH	1,173.00
0.618	1,169.75
0.500	1,168.75
0.382	1,168.00
LOW	1,164.75
0.618	1,159.75
1.000	1,156.50
1.618	1,151.50
2.618	1,143.25
4.250	1,130.00

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	1,171.50	1,170.50
PP	1,170.25	1,168.25
S1	1,168.75	1,165.75

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

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