E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	841.25	868.00	26.75	3.2%	823.75
High	869.25	873.00	3.75	0.4%	869.25
Low	836.75	852.75	16.00	1.9%	806.25
Close	867.75	865.00	-2.75	-0.3%	867.75
Range	32.50	20.25	-12.25	-37.7%	63.00
ATR	31.74	30.92	-0.82	-2.6%	0.00
Volume	2,616,179	2,419,130	-197,049	-7.5%	11,360,914

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	924.25	915.00	876.25
R3	904.00	894.75	870.50
R2	883.75	883.75	868.75
R1	874.50	874.50	866.75	869.00
PP	863.50	863.50	863.50	861.00
S1	854.25	854.25	863.25	848.75
S2	843.25	843.25	861.25
S3	823.00	834.00	859.50
S4	802.75	813.75	853.75

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,036.75	1,015.25	902.50
R3	973.75	952.25	885.00
R2	910.75	910.75	879.25
R1	889.25	889.25	873.50	900.00
PP	847.75	847.75	847.75	853.00
S1	826.25	826.25	862.00	837.00
S2	784.75	784.75	856.25
S3	721.75	763.25	850.50
S4	658.75	700.25	833.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	873.00	816.00	57.00	6.6%	26.50	3.1%	86%	True	False	2,262,508
10	876.00	806.25	69.75	8.1%	27.00	3.1%	84%	False	False	2,231,030
20	885.50	797.50	88.00	10.2%	32.00	3.7%	77%	False	False	2,429,949
40	942.75	797.50	145.25	16.8%	30.25	3.5%	46%	False	False	1,957,932
60	942.75	737.25	205.50	23.8%	38.25	4.4%	62%	False	False	1,314,949
80	1,007.75	737.25	270.50	31.3%	44.50	5.1%	47%	False	False	987,219
100	1,281.75	737.25	544.50	62.9%	49.00	5.7%	23%	False	False	790,843
120	1,303.75	737.25	566.50	65.5%	44.25	5.1%	23%	False	False	659,037

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.95
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	959.00
2.618	926.00
1.618	905.75
1.000	893.25
0.618	885.50
HIGH	873.00
0.618	865.25
0.500	863.00
0.382	860.50
LOW	852.75
0.618	840.25
1.000	832.50
1.618	820.00
2.618	799.75
4.250	766.75

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	864.25	858.25
PP	863.50	851.50
S1	863.00	845.00

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

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