E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	843.00	823.75	-19.25	-2.3%	823.50
High	849.00	827.50	-21.50	-2.5%	876.00
Low	817.50	806.25	-11.25	-1.4%	810.75
Close	822.50	821.25	-1.25	-0.2%	822.50
Range	31.50	21.25	-10.25	-32.5%	65.25
ATR	33.81	32.91	-0.90	-2.7%	0.00
Volume	2,044,480	2,467,501	423,021	20.7%	11,126,765

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	882.00	873.00	833.00
R3	860.75	851.75	827.00
R2	839.50	839.50	825.25
R1	830.50	830.50	823.25	824.50
PP	818.25	818.25	818.25	815.25
S1	809.25	809.25	819.25	803.00
S2	797.00	797.00	817.25
S3	775.75	788.00	815.50
S4	754.50	766.75	809.50

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,032.25	992.50	858.50
R3	967.00	927.25	840.50
R2	901.75	901.75	834.50
R1	862.00	862.00	828.50	849.25
PP	836.50	836.50	836.50	830.00
S1	796.75	796.75	816.50	784.00
S2	771.25	771.25	810.50
S3	706.00	731.50	804.50
S4	640.75	666.25	786.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	876.00	806.25	69.75	8.5%	27.75	3.4%	22%	False	True	2,199,552
10	876.00	797.50	78.50	9.6%	35.75	4.3%	30%	False	False	2,517,427
20	942.75	797.50	145.25	17.7%	31.25	3.8%	16%	False	False	2,281,871
40	942.75	797.50	145.25	17.7%	32.25	3.9%	16%	False	False	1,685,311
60	1,006.50	737.25	269.25	32.8%	40.25	4.9%	31%	False	False	1,126,706
80	1,066.50	737.25	329.25	40.1%	49.00	6.0%	26%	False	False	846,216
100	1,281.75	737.25	544.50	66.3%	49.25	6.0%	15%	False	False	677,718
120	1,309.75	737.25	572.50	69.7%	43.25	5.3%	15%	False	False	564,767

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	6.65
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	917.75
2.618	883.25
1.618	862.00
1.000	848.75
0.618	840.75
HIGH	827.50
0.618	819.50
0.500	817.00
0.382	814.25
LOW	806.25
0.618	793.00
1.000	785.00
1.618	771.75
2.618	750.50
4.250	716.00

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	819.75	839.00
PP	818.25	833.00
S1	817.00	827.25

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

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