E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	770.00	745.00	-25.00	-3.2%	814.00
High	786.50	774.75	-11.75	-1.5%	818.75
Low	739.75	743.25	3.50	0.5%	752.50
Close	745.00	768.75	23.75	3.2%	769.50
Range	46.75	31.50	-15.25	-32.6%	66.25
ATR	30.35	30.43	0.08	0.3%	0.00
Volume	3,142,066	2,743,651	-398,415	-12.7%	10,171,344

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	856.75	844.25	786.00
R3	825.25	812.75	777.50
R2	793.75	793.75	774.50
R1	781.25	781.25	771.75	787.50
PP	762.25	762.25	762.25	765.50
S1	749.75	749.75	765.75	756.00
S2	730.75	730.75	763.00
S3	699.25	718.25	760.00
S4	667.75	686.75	751.50

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	979.00	940.50	806.00
R3	912.75	874.25	787.75
R2	846.50	846.50	781.75
R1	808.00	808.00	775.50	794.00
PP	780.25	780.25	780.25	773.25
S1	741.75	741.75	763.50	728.00
S2	714.00	714.00	757.25
S3	647.75	675.50	751.25
S4	581.50	609.25	733.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	796.75	739.75	57.00	7.4%	29.25	3.8%	51%	False	False	2,804,870
10	866.00	739.75	126.25	16.4%	29.50	3.9%	23%	False	False	2,651,488
20	876.00	739.75	136.25	17.7%	28.25	3.7%	21%	False	False	2,441,259
40	942.75	739.75	203.00	26.4%	29.00	3.8%	14%	False	False	2,155,439
60	942.75	739.75	203.00	26.4%	32.75	4.3%	14%	False	False	1,755,200
80	1,006.50	737.25	269.25	35.0%	38.00	5.0%	12%	False	False	1,318,061
100	1,175.00	737.25	437.75	56.9%	46.50	6.1%	7%	False	False	1,055,688
120	1,285.50	737.25	548.25	71.3%	45.75	6.0%	6%	False	False	879,994

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.88
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	908.50
2.618	857.25
1.618	825.75
1.000	806.25
0.618	794.25
HIGH	774.75
0.618	762.75
0.500	759.00
0.382	755.25
LOW	743.25
0.618	723.75
1.000	711.75
1.618	692.25
2.618	660.75
4.250	609.50

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	765.50	767.00
PP	762.25	765.00
S1	759.00	763.00

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

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