E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	686.25	688.75	2.50	0.4%	731.25
High	699.25	694.75	-4.50	-0.6%	733.75
Low	665.75	670.75	5.00	0.8%	665.75
Close	687.75	676.00	-11.75	-1.7%	687.75
Range	33.50	24.00	-9.50	-28.4%	68.00
ATR	31.40	30.87	-0.53	-1.7%	0.00
Volume	3,338,389	3,329,848	-8,541	-0.3%	15,547,905

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	752.50	738.25	689.25
R3	728.50	714.25	682.50
R2	704.50	704.50	680.50
R1	690.25	690.25	678.25	685.50
PP	680.50	680.50	680.50	678.00
S1	666.25	666.25	673.75	661.50
S2	656.50	656.50	671.50
S3	632.50	642.25	669.50
S4	608.50	618.25	662.75

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	723.75	665.75	58.00	8.6%	32.25	4.8%	18%	False	False	3,170,803
10	779.50	665.75	113.75	16.8%	31.25	4.6%	9%	False	False	3,006,930
20	873.00	665.75	207.25	30.7%	29.75	4.4%	5%	False	False	2,812,983
40	914.75	665.75	249.00	36.8%	31.25	4.6%	4%	False	False	2,605,374
60	942.75	665.75	277.00	41.0%	30.25	4.5%	4%	False	False	2,205,463
80	942.75	665.75	277.00	41.0%	36.50	5.4%	4%	False	False	1,659,252
100	1,066.50	665.75	400.75	59.3%	42.25	6.3%	3%	False	False	1,328,220
120	1,281.75	665.75	616.00	91.1%	46.00	6.8%	2%	False	False	1,107,707

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.98
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	796.75
2.618	757.50
1.618	733.50
1.000	718.75
0.618	709.50
HIGH	694.75
0.618	685.50
0.500	682.75
0.382	680.00
LOW	670.75
0.618	656.00
1.000	646.75
1.618	632.00
2.618	608.00
4.250	568.75

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	682.75	688.75
PP	680.50	684.50
S1	678.25	680.25

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

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