E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 03-Nov-2008

Day Change Summary
	Previous	Current
	31-Oct-2008	03-Nov-2008	Change	Change %	Previous Week
Open	958.00	962.75	4.75	0.5%	860.00
High	980.75	978.00	-2.75	-0.3%	980.75
Low	939.75	956.25	16.50	1.8%	824.75
Close	966.25	968.25	2.00	0.2%	966.25
Range	41.00	21.75	-19.25	-47.0%	156.00
ATR	68.59	65.25	-3.35	-4.9%	0.00
Volume	2,259	3,387	1,128	49.9%	12,088

Daily Pivots for day following 03-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,032.75	1,022.25	980.25
R3	1,011.00	1,000.50	974.25
R2	989.25	989.25	972.25
R1	978.75	978.75	970.25	984.00
PP	967.50	967.50	967.50	970.00
S1	957.00	957.00	966.25	962.25
S2	945.75	945.75	964.25
S3	924.00	935.25	962.25
S4	902.25	913.50	956.25

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,392.00	1,335.00	1,052.00
R3	1,236.00	1,179.00	1,009.25
R2	1,080.00	1,080.00	994.75
R1	1,023.00	1,023.00	980.50	1,051.50
PP	924.00	924.00	924.00	938.00
S1	867.00	867.00	952.00	895.50
S2	768.00	768.00	937.75
S3	612.00	711.00	923.25
S4	456.00	555.00	880.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	980.75	827.00	153.75	15.9%	55.00	5.7%	92%	False	False	2,593
10	991.50	824.75	166.75	17.2%	63.75	6.6%	86%	False	False	3,423
20	1,077.75	824.75	253.00	26.1%	76.75	7.9%	57%	False	False	5,029
40	1,281.75	824.75	457.00	47.2%	63.00	6.5%	31%	False	False	4,150

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.85
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1,070.50
2.618	1,035.00
1.618	1,013.25
1.000	999.75
0.618	991.50
HIGH	978.00
0.618	969.75
0.500	967.00
0.382	964.50
LOW	956.25
0.618	942.75
1.000	934.50
1.618	921.00
2.618	899.25
4.250	863.75

Fisher Pivots for day following 03-Nov-2008
Pivot	1 day	3 day
R1	968.00	963.25
PP	967.50	958.25
S1	967.00	953.50

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

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