E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 18-Feb-2009

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	814.00	786.75	-27.25	-3.3%	868.00
High	818.75	796.25	-22.50	-2.7%	873.00
Low	785.50	776.50	-9.00	-1.1%	805.50
Close	785.50	779.50	-6.00	-0.8%	820.00
Range	33.25	19.75	-13.50	-40.6%	67.50
ATR	30.60	29.83	-0.78	-2.5%	0.00
Volume	2,032,708	2,998,314	965,606	47.5%	12,876,958

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	843.25	831.25	790.25
R3	823.50	811.50	785.00
R2	803.75	803.75	783.00
R1	791.75	791.75	781.25	788.00
PP	784.00	784.00	784.00	782.25
S1	772.00	772.00	777.75	768.00
S2	764.25	764.25	776.00
S3	744.50	752.25	774.00
S4	724.75	732.50	768.75

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,035.25	995.25	857.00
R3	967.75	927.75	838.50
R2	900.25	900.25	832.50
R1	860.25	860.25	826.25	846.50
PP	832.75	832.75	832.75	826.00
S1	792.75	792.75	813.75	779.00
S2	765.25	765.25	807.50
S3	697.75	725.25	801.50
S4	630.25	657.75	783.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	840.50	776.50	64.00	8.2%	24.50	3.1%	5%	False	True	2,745,812
10	873.00	776.50	96.50	12.4%	27.75	3.6%	3%	False	True	2,483,031
20	876.00	776.50	99.50	12.8%	29.50	3.8%	3%	False	True	2,457,873
40	942.75	776.50	166.25	21.3%	28.25	3.6%	2%	False	True	2,032,456
60	942.75	737.25	205.50	26.4%	35.00	4.5%	21%	False	False	1,572,393
80	1,006.50	737.25	269.25	34.5%	40.75	5.2%	16%	False	False	1,180,453
100	1,227.25	737.25	490.00	62.9%	47.75	6.1%	9%	False	False	945,666
120	1,303.75	737.25	566.50	72.7%	45.25	5.8%	7%	False	False	788,111

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	6.33
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	880.25
2.618	848.00
1.618	828.25
1.000	816.00
0.618	808.50
HIGH	796.25
0.618	788.75
0.500	786.50
0.382	784.00
LOW	776.50
0.618	764.25
1.000	756.75
1.618	744.50
2.618	724.75
4.250	692.50

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	786.50	808.50
PP	784.00	798.75
S1	781.75	789.25

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

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