E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	823.50	833.50	10.00	1.2%	851.75
High	849.50	847.50	-2.00	-0.2%	865.75
Low	810.75	831.25	20.50	2.5%	797.50
Close	830.75	839.25	8.50	1.0%	823.50
Range	38.75	16.25	-22.50	-58.1%	68.25
ATR	35.19	33.87	-1.32	-3.7%	0.00
Volume	2,596,504	2,254,244	-342,260	-13.2%	11,580,006

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	888.00	880.00	848.25
R3	871.75	863.75	843.75
R2	855.50	855.50	842.25
R1	847.50	847.50	840.75	851.50
PP	839.25	839.25	839.25	841.50
S1	831.25	831.25	837.75	835.25
S2	823.00	823.00	836.25
S3	806.75	815.00	834.75
S4	790.50	798.75	830.25

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,033.75	996.75	861.00
R3	965.50	928.50	842.25
R2	897.25	897.25	836.00
R1	860.25	860.25	829.75	844.50
PP	829.00	829.00	829.00	821.00
S1	792.00	792.00	817.25	776.50
S2	760.75	760.75	811.00
S3	692.50	723.75	804.75
S4	624.25	655.50	786.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	849.50	799.50	50.00	6.0%	33.25	4.0%	80%	False	False	2,722,511
10	875.00	797.50	77.50	9.2%	36.00	4.3%	54%	False	False	2,649,020
20	942.75	797.50	145.25	17.3%	30.25	3.6%	29%	False	False	1,970,376
40	942.75	797.50	145.25	17.3%	34.00	4.1%	29%	False	False	1,468,212
60	1,006.50	737.25	269.25	32.1%	40.50	4.8%	38%	False	False	981,161
80	1,175.00	737.25	437.75	52.2%	51.00	6.1%	23%	False	False	737,380
100	1,285.50	737.25	548.25	65.3%	49.25	5.9%	19%	False	False	590,284

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.03
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	916.50
2.618	890.00
1.618	873.75
1.000	863.75
0.618	857.50
HIGH	847.50
0.618	841.25
0.500	839.50
0.382	837.50
LOW	831.25
0.618	821.25
1.000	815.00
1.618	805.00
2.618	788.75
4.250	762.25

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	839.50	834.25
PP	839.25	829.50
S1	839.25	824.50

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

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