E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	674.75	715.75	41.00	6.1%	731.25
High	721.75	732.50	10.75	1.5%	733.75
Low	673.25	712.00	38.75	5.8%	665.75
Close	716.00	720.50	4.50	0.6%	687.75
Range	48.50	20.50	-28.00	-57.7%	68.00
ATR	32.13	31.30	-0.83	-2.6%	0.00
Volume	2,721,975	3,286,136	564,161	20.7%	15,547,905

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	783.25	772.25	731.75
R3	762.75	751.75	726.25
R2	742.25	742.25	724.25
R1	731.25	731.25	722.50	736.75
PP	721.75	721.75	721.75	724.50
S1	710.75	710.75	718.50	716.25
S2	701.25	701.25	716.75
S3	680.75	690.25	714.75
S4	660.25	669.75	709.25

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	732.50	665.75	66.75	9.3%	32.50	4.5%	82%	True	False	3,168,967
10	779.00	665.75	113.25	15.7%	32.00	4.5%	48%	False	False	3,058,344
20	840.50	665.75	174.75	24.3%	30.00	4.2%	31%	False	False	2,904,443
40	876.00	665.75	210.25	29.2%	31.50	4.4%	26%	False	False	2,659,872
60	942.75	665.75	277.00	38.4%	30.25	4.2%	20%	False	False	2,296,538
80	942.75	665.75	277.00	38.4%	36.00	5.0%	20%	False	False	1,734,257
100	1,006.50	665.75	340.75	47.3%	41.00	5.7%	16%	False	False	1,388,202
120	1,281.75	665.75	616.00	85.5%	45.75	6.3%	9%	False	False	1,157,773

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.28
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	819.50
2.618	786.25
1.618	765.75
1.000	753.00
0.618	745.25
HIGH	732.50
0.618	724.75
0.500	722.25
0.382	719.75
LOW	712.00
0.618	699.25
1.000	691.50
1.618	678.75
2.618	658.25
4.250	625.00

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	722.25	714.25
PP	721.75	708.00
S1	721.00	701.50

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

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