E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	912.50	921.75	9.25	1.0%	1,104.75
High	941.75	1,017.50	75.75	8.0%	1,104.75
Low	837.50	914.25	76.75	9.2%	837.50
Close	890.75	1,017.00	126.25	14.2%	890.75
Range	104.25	103.25	-1.00	-1.0%	267.25
ATR	59.02	63.85	4.84	8.2%	0.00
Volume	7,607	7,046	-561	-7.4%	36,650

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,292.75	1,258.00	1,073.75
R3	1,189.50	1,154.75	1,045.50
R2	1,086.25	1,086.25	1,036.00
R1	1,051.50	1,051.50	1,026.50	1,069.00
PP	983.00	983.00	983.00	991.50
S1	948.25	948.25	1,007.50	965.50
S2	879.75	879.75	998.00
S3	776.50	845.00	988.50
S4	673.25	741.75	960.25

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,746.00	1,585.75	1,037.75
R3	1,478.75	1,318.50	964.25
R2	1,211.50	1,211.50	939.75
R1	1,051.25	1,051.25	915.25	997.75
PP	944.25	944.25	944.25	917.50
S1	784.00	784.00	866.25	730.50
S2	677.00	677.00	841.75
S3	409.75	516.75	817.25
S4	142.50	249.50	743.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,077.75	837.50	240.25	23.6%	93.50	9.2%	75%	False	False	7,500
10	1,177.25	837.50	339.75	33.4%	76.75	7.6%	53%	False	False	7,469
20	1,281.75	837.50	444.25	43.7%	65.00	6.4%	40%	False	False	5,143
40	1,303.75	837.50	466.25	45.8%	41.00	4.0%	38%	False	False	2,576

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	16.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,456.25
2.618	1,287.75
1.618	1,184.50
1.000	1,120.75
0.618	1,081.25
HIGH	1,017.50
0.618	978.00
0.500	966.00
0.382	953.75
LOW	914.25
0.618	850.50
1.000	811.00
1.618	747.25
2.618	644.00
4.250	475.50

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	1,000.00	987.25
PP	983.00	957.25
S1	966.00	927.50

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

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