E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	731.25	705.00	-26.25	-3.6%	770.00
High	733.75	715.25	-18.50	-2.5%	786.50
Low	698.75	688.75	-10.00	-1.4%	729.50
Close	705.50	689.50	-16.00	-2.3%	734.25
Range	35.00	26.50	-8.50	-24.3%	57.00
ATR	30.31	30.03	-0.27	-0.9%	0.00
Volume	3,023,734	2,886,199	-137,535	-4.5%	14,333,617

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	777.25	760.00	704.00
R3	750.75	733.50	696.75
R2	724.25	724.25	694.25
R1	707.00	707.00	692.00	702.50
PP	697.75	697.75	697.75	695.50
S1	680.50	680.50	687.00	676.00
S2	671.25	671.25	684.75
S3	644.75	654.00	682.25
S4	618.25	627.50	675.00

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	779.50	688.75	90.75	13.2%	29.00	4.2%	1%	False	True	2,871,566
10	796.75	688.75	108.00	15.7%	29.25	4.2%	1%	False	True	2,838,218
20	873.00	688.75	184.25	26.7%	28.75	4.2%	0%	False	True	2,609,263
40	942.75	688.75	254.00	36.8%	30.00	4.4%	0%	False	True	2,445,567
60	942.75	688.75	254.00	36.8%	31.00	4.5%	0%	False	True	1,993,295
80	1,006.50	688.75	317.75	46.1%	37.25	5.4%	0%	False	True	1,497,345
100	1,066.50	688.75	377.75	54.8%	44.75	6.5%	0%	False	True	1,198,825
120	1,281.75	688.75	593.00	86.0%	46.00	6.7%	0%	False	True	999,642

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	7.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	828.00
2.618	784.75
1.618	758.25
1.000	741.75
0.618	731.75
HIGH	715.25
0.618	705.25
0.500	702.00
0.382	698.75
LOW	688.75
0.618	672.25
1.000	662.25
1.618	645.75
2.618	619.25
4.250	576.00

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	702.00	722.50
PP	697.75	711.50
S1	693.75	700.50

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

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