E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	721.25	750.75	29.50	4.1%	688.75
High	753.00	761.25	8.25	1.1%	761.25
Low	711.25	742.25	31.00	4.4%	670.75
Close	751.50	757.75	6.25	0.8%	757.75
Range	41.75	19.00	-22.75	-54.5%	90.50
ATR	32.04	31.11	-0.93	-2.9%	0.00
Volume	3,205,708	1,983,342	-1,222,366	-38.1%	14,527,009

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	810.75	803.25	768.25
R3	791.75	784.25	763.00
R2	772.75	772.75	761.25
R1	765.25	765.25	759.50	769.00
PP	753.75	753.75	753.75	755.50
S1	746.25	746.25	756.00	750.00
S2	734.75	734.75	754.25
S3	715.75	727.25	752.50
S4	696.75	708.25	747.25

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,001.50	970.00	807.50
R3	911.00	879.50	782.75
R2	820.50	820.50	774.25
R1	789.00	789.00	766.00	804.75
PP	730.00	730.00	730.00	737.75
S1	698.50	698.50	749.50	714.25
S2	639.50	639.50	741.25
S3	549.00	608.00	732.75
S4	458.50	517.50	708.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	761.25	670.75	90.50	11.9%	30.75	4.1%	96%	True	False	2,905,401
10	761.25	665.75	95.50	12.6%	32.75	4.3%	96%	True	False	3,007,491
20	840.50	665.75	174.75	23.1%	30.50	4.0%	53%	False	False	2,888,620
40	876.00	665.75	210.25	27.7%	31.50	4.2%	44%	False	False	2,691,135
60	942.75	665.75	277.00	36.6%	29.75	3.9%	33%	False	False	2,300,825
80	942.75	665.75	277.00	36.6%	34.75	4.6%	33%	False	False	1,798,955
100	1,006.50	665.75	340.75	45.0%	40.00	5.3%	27%	False	False	1,439,923
120	1,252.00	665.75	586.25	77.4%	45.00	6.0%	16%	False	False	1,201,013

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	6.68
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	842.00
2.618	811.00
1.618	792.00
1.000	780.25
0.618	773.00
HIGH	761.25
0.618	754.00
0.500	751.75
0.382	749.50
LOW	742.25
0.618	730.50
1.000	723.25
1.618	711.50
2.618	692.50
4.250	661.50

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	755.75	750.50
PP	753.75	743.50
S1	751.75	736.25

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

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