E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	761.00	752.25	-8.75	-1.1%	770.00
High	779.00	756.00	-23.00	-3.0%	786.50
Low	750.25	729.50	-20.75	-2.8%	729.50
Close	752.00	734.25	-17.75	-2.4%	734.25
Range	28.75	26.50	-2.25	-7.8%	57.00
ATR	30.17	29.91	-0.26	-0.9%	0.00
Volume	3,198,201	2,499,376	-698,825	-21.9%	14,333,617

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	819.50	803.25	748.75
R3	793.00	776.75	741.50
R2	766.50	766.50	739.00
R1	750.25	750.25	736.75	745.00
PP	740.00	740.00	740.00	737.25
S1	723.75	723.75	731.75	718.50
S2	713.50	713.50	729.50
S3	687.00	697.25	727.00
S4	660.50	670.75	719.75

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	921.00	884.75	765.50
R3	864.00	827.75	750.00
R2	807.00	807.00	744.75
R1	770.75	770.75	739.50	760.50
PP	750.00	750.00	750.00	745.00
S1	713.75	713.75	729.00	703.50
S2	693.00	693.00	723.75
S3	636.00	656.75	718.50
S4	579.00	599.75	703.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	786.50	729.50	57.00	7.8%	32.25	4.4%	8%	False	True	2,866,723
10	840.50	729.50	111.00	15.1%	28.50	3.9%	4%	False	True	2,769,749
20	873.00	729.50	143.50	19.5%	28.25	3.8%	3%	False	True	2,539,365
40	942.75	729.50	213.25	29.0%	30.00	4.1%	2%	False	True	2,340,251
60	942.75	729.50	213.25	29.0%	31.50	4.3%	2%	False	True	1,895,669
80	1,006.50	729.50	277.00	37.7%	37.25	5.1%	2%	False	True	1,423,557
100	1,104.75	729.50	375.25	51.1%	46.00	6.3%	1%	False	True	1,139,879
120	1,285.50	729.50	556.00	75.7%	46.00	6.3%	1%	False	True	950,393

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	6.93
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	868.50
2.618	825.50
1.618	799.00
1.000	782.50
0.618	772.50
HIGH	756.00
0.618	746.00
0.500	742.75
0.382	739.50
LOW	729.50
0.618	713.00
1.000	703.00
1.618	686.50
2.618	660.00
4.250	617.00

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	742.75	754.50
PP	740.00	747.75
S1	737.00	741.00

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

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