E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	864.25	826.50	-37.75	-4.4%	823.75
High	866.00	836.25	-29.75	-3.4%	869.25
Low	819.50	819.50	0.00	0.0%	806.25
Close	827.00	831.50	4.50	0.5%	867.75
Range	46.50	16.75	-29.75	-64.0%	63.00
ATR	32.03	30.94	-1.09	-3.4%	0.00
Volume	1,759,790	3,210,594	1,450,804	82.4%	11,360,914

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	879.25	872.25	840.75
R3	862.50	855.50	836.00
R2	845.75	845.75	834.50
R1	838.75	838.75	833.00	842.25
PP	829.00	829.00	829.00	831.00
S1	822.00	822.00	830.00	825.50
S2	812.25	812.25	828.50
S3	795.50	805.25	827.00
S4	778.75	788.50	822.25

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	816.75	56.25	6.8%	29.75	3.6%	26%	False	False	2,443,727
10	873.00	806.25	66.75	8.0%	28.00	3.4%	38%	False	False	2,310,063
20	876.00	797.50	78.50	9.4%	33.00	4.0%	43%	False	False	2,493,104
40	942.75	797.50	145.25	17.5%	29.50	3.6%	23%	False	False	2,021,493
60	942.75	737.25	205.50	24.7%	36.50	4.4%	46%	False	False	1,397,638
80	1,006.50	737.25	269.25	32.4%	43.00	5.2%	35%	False	False	1,049,165
100	1,281.75	737.25	544.50	65.5%	48.25	5.8%	17%	False	False	840,545
120	1,303.75	737.25	566.50	68.1%	44.75	5.4%	17%	False	False	700,457

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	5.35
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	907.50
2.618	880.00
1.618	863.25
1.000	853.00
0.618	846.50
HIGH	836.25
0.618	829.75
0.500	828.00
0.382	826.00
LOW	819.50
0.618	809.25
1.000	802.75
1.618	792.50
2.618	775.75
4.250	748.25

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	830.25	846.25
PP	829.00	841.25
S1	828.00	836.50

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

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