E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 06-Mar-2009

Day Change Summary
	Previous	Current
	05-Mar-2009	06-Mar-2009	Change	Change %	Previous Week
Open	709.50	686.25	-23.25	-3.3%	731.25
High	711.75	699.25	-12.50	-1.8%	733.75
Low	676.25	665.75	-10.50	-1.6%	665.75
Close	686.00	687.75	1.75	0.3%	687.75
Range	35.50	33.50	-2.00	-5.6%	68.00
ATR	31.23	31.40	0.16	0.5%	0.00
Volume	3,168,491	3,338,389	169,898	5.4%	15,547,905

Daily Pivots for day following 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	784.75	769.75	706.25
R3	751.25	736.25	697.00
R2	717.75	717.75	694.00
R1	702.75	702.75	690.75	710.25
PP	684.25	684.25	684.25	688.00
S1	669.25	669.25	684.75	676.75
S2	650.75	650.75	681.50
S3	617.25	635.75	678.50
S4	583.75	602.25	669.25

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	899.75	861.75	725.25
R3	831.75	793.75	706.50
R2	763.75	763.75	700.25
R1	725.75	725.75	694.00	710.75
PP	695.75	695.75	695.75	688.25
S1	657.75	657.75	681.50	642.75
S2	627.75	627.75	675.25
S3	559.75	589.75	669.00
S4	491.75	521.75	650.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	733.75	665.75	68.00	9.9%	34.50	5.0%	32%	False	True	3,109,581
10	786.50	665.75	120.75	17.6%	33.50	4.9%	18%	False	True	2,988,152
20	873.00	665.75	207.25	30.1%	30.25	4.4%	11%	False	True	2,777,300
40	914.75	665.75	249.00	36.2%	31.00	4.5%	9%	False	True	2,571,158
60	942.75	665.75	277.00	40.3%	30.25	4.4%	8%	False	True	2,151,519
80	960.25	665.75	294.50	42.8%	36.75	5.3%	7%	False	True	1,617,693
100	1,066.50	665.75	400.75	58.3%	43.00	6.3%	5%	False	True	1,294,992
120	1,281.75	665.75	616.00	89.6%	46.25	6.7%	4%	False	True	1,079,958

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	8.03
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	841.50
2.618	787.00
1.618	753.50
1.000	732.75
0.618	720.00
HIGH	699.25
0.618	686.50
0.500	682.50
0.382	678.50
LOW	665.75
0.618	645.00
1.000	632.25
1.618	611.50
2.618	578.00
4.250	523.50

Fisher Pivots for day following 06-Mar-2009
Pivot	1 day	3 day
R1	686.00	694.75
PP	684.25	692.50
S1	682.50	690.00

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

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