E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 28-Oct-2008

Day Change Summary
	Previous	Current
	27-Oct-2008	28-Oct-2008	Change	Change %	Previous Week
Open	860.00	832.25	-27.75	-3.2%	937.50
High	892.50	941.25	48.75	5.5%	992.00
Low	824.75	827.00	2.25	0.3%	830.00
Close	833.75	937.75	104.00	12.5%	865.00
Range	67.75	114.25	46.50	68.6%	162.00
ATR	71.18	74.26	3.08	4.3%	0.00
Volume	2,507	1,370	-1,137	-45.4%	20,737

Daily Pivots for day following 28-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,244.75	1,205.50	1,000.50
R3	1,130.50	1,091.25	969.25
R2	1,016.25	1,016.25	958.75
R1	977.00	977.00	948.25	996.50
PP	902.00	902.00	902.00	911.75
S1	862.75	862.75	927.25	882.50
S2	787.75	787.75	916.75
S3	673.50	748.50	906.25
S4	559.25	634.25	875.00

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,381.75	1,285.25	954.00
R3	1,219.75	1,123.25	909.50
R2	1,057.75	1,057.75	894.75
R1	961.25	961.25	879.75	928.50
PP	895.75	895.75	895.75	879.25
S1	799.25	799.25	850.25	766.50
S2	733.75	733.75	835.25
S3	571.75	637.25	820.50
S4	409.75	475.25	776.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	967.75	824.75	143.00	15.2%	87.25	9.3%	79%	False	False	4,018
10	1,007.75	824.75	183.00	19.5%	81.50	8.7%	62%	False	False	4,755
20	1,175.00	824.75	350.25	37.4%	80.75	8.6%	32%	False	False	6,196
40	1,285.50	824.75	460.75	49.1%	61.25	6.5%	25%	False	False	3,862

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.43
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	1,426.75
2.618	1,240.25
1.618	1,126.00
1.000	1,055.50
0.618	1,011.75
HIGH	941.25
0.618	897.50
0.500	884.00
0.382	870.75
LOW	827.00
0.618	756.50
1.000	712.75
1.618	642.25
2.618	528.00
4.250	341.50

Fisher Pivots for day following 28-Oct-2008
Pivot	1 day	3 day
R1	920.00	919.50
PP	902.00	901.25
S1	884.00	883.00

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

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