E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 30-Oct-2008

Day Change Summary
	Previous	Current
	29-Oct-2008	30-Oct-2008	Change	Change %	Previous Week
Open	936.50	929.25	-7.25	-0.8%	937.50
High	970.00	966.25	-3.75	-0.4%	992.00
Low	912.50	926.00	13.50	1.5%	830.00
Close	926.00	960.50	34.50	3.7%	865.00
Range	57.50	40.25	-17.25	-30.0%	162.00
ATR	73.06	70.72	-2.34	-3.2%	0.00
Volume	4,244	1,708	-2,536	-59.8%	20,737

Daily Pivots for day following 30-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,071.75	1,056.25	982.75
R3	1,031.50	1,016.00	971.50
R2	991.25	991.25	968.00
R1	975.75	975.75	964.25	983.50
PP	951.00	951.00	951.00	954.75
S1	935.50	935.50	956.75	943.25
S2	910.75	910.75	953.00
S3	870.50	895.25	949.50
S4	830.25	855.00	938.25

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	15.1%	74.50	7.7%	93%	False	False	3,316
10	992.00	824.75	167.25	17.4%	71.75	7.5%	81%	False	False	3,879
20	1,161.75	824.75	337.00	35.1%	81.25	8.5%	40%	False	False	5,908
40	1,285.50	824.75	460.75	48.0%	62.75	6.5%	29%	False	False	4,010

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.58
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1,137.25
2.618	1,071.50
1.618	1,031.25
1.000	1,006.50
0.618	991.00
HIGH	966.25
0.618	950.75
0.500	946.00
0.382	941.50
LOW	926.00
0.618	901.25
1.000	885.75
1.618	861.00
2.618	820.75
4.250	755.00

Fisher Pivots for day following 30-Oct-2008
Pivot	1 day	3 day
R1	955.75	939.75
PP	951.00	919.25
S1	946.00	898.50

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

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