E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	745.00	769.00	24.00	3.2%	814.00
High	774.75	779.50	4.75	0.6%	818.75
Low	743.25	751.25	8.00	1.1%	752.50
Close	768.75	761.50	-7.25	-0.9%	769.50
Range	31.50	28.25	-3.25	-10.3%	66.25
ATR	30.43	30.28	-0.16	-0.5%	0.00
Volume	2,743,651	2,750,323	6,672	0.2%	10,171,344

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	848.75	833.50	777.00
R3	820.50	805.25	769.25
R2	792.25	792.25	766.75
R1	777.00	777.00	764.00	770.50
PP	764.00	764.00	764.00	761.00
S1	748.75	748.75	759.00	742.25
S2	735.75	735.75	756.25
S3	707.50	720.50	753.75
S4	679.25	692.25	746.00

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	7.5%	31.00	4.1%	38%	False	False	2,755,272
10	840.50	739.75	100.75	13.2%	27.75	3.7%	22%	False	False	2,750,542
20	876.00	739.75	136.25	17.9%	29.00	3.8%	16%	False	False	2,466,063
40	942.75	739.75	203.00	26.7%	29.50	3.9%	11%	False	False	2,218,219
60	942.75	739.75	203.00	26.7%	32.25	4.2%	11%	False	False	1,800,829
80	1,006.50	737.25	269.25	35.4%	37.75	4.9%	9%	False	False	1,352,387
100	1,175.00	737.25	437.75	57.5%	46.50	6.1%	6%	False	False	1,083,117
120	1,285.50	737.25	548.25	72.0%	45.75	6.0%	4%	False	False	902,914

Crabel Price Patterns
NR	True
NR4	False
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	6.75
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	899.50
2.618	853.50
1.618	825.25
1.000	807.75
0.618	797.00
HIGH	779.50
0.618	768.75
0.500	765.50
0.382	762.00
LOW	751.25
0.618	733.75
1.000	723.00
1.618	705.50
2.618	677.25
4.250	631.25

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	765.50	763.00
PP	764.00	762.50
S1	762.75	762.00

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

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