E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 29-Oct-2008

Day Change Summary
	Previous	Current
	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	832.25	936.50	104.25	12.5%	937.50
High	941.25	970.00	28.75	3.1%	992.00
Low	827.00	912.50	85.50	10.3%	830.00
Close	937.75	926.00	-11.75	-1.3%	865.00
Range	114.25	57.50	-56.75	-49.7%	162.00
ATR	74.26	73.06	-1.20	-1.6%	0.00
Volume	1,370	4,244	2,874	209.8%	20,737

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,108.75	1,074.75	957.50
R3	1,051.25	1,017.25	941.75
R2	993.75	993.75	936.50
R1	959.75	959.75	931.25	948.00
PP	936.25	936.25	936.25	930.25
S1	902.25	902.25	920.75	890.50
S2	878.75	878.75	915.50
S3	821.25	844.75	910.25
S4	763.75	787.25	894.50

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	970.00	824.75	145.25	15.7%	79.75	8.6%	70%	True	False	4,331
10	992.00	824.75	167.25	18.1%	76.25	8.2%	61%	False	False	4,585
20	1,175.00	824.75	350.25	37.8%	82.00	8.9%	29%	False	False	6,037
40	1,285.50	824.75	460.75	49.8%	62.25	6.7%	22%	False	False	3,968

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	16.55
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,214.50
2.618	1,120.50
1.618	1,063.00
1.000	1,027.50
0.618	1,005.50
HIGH	970.00
0.618	948.00
0.500	941.25
0.382	934.50
LOW	912.50
0.618	877.00
1.000	855.00
1.618	819.50
2.618	762.00
4.250	668.00

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	941.25	916.50
PP	936.25	907.00
S1	931.00	897.50

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

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