E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	1,086.00	1,073.00	-13.00	-1.2%	1,174.50
High	1,102.25	1,125.00	22.75	2.1%	1,196.00
Low	1,068.00	1,062.00	-6.00	-0.6%	1,107.25
Close	1,072.00	1,101.00	29.00	2.7%	1,117.00
Range	34.25	63.00	28.75	83.9%	88.75
ATR	43.18	44.60	1.42	3.3%	0.00
Volume	398,697	367,263	-31,434	-7.9%	1,994,283

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,285.00	1,256.00	1,135.75
R3	1,222.00	1,193.00	1,118.25
R2	1,159.00	1,159.00	1,112.50
R1	1,130.00	1,130.00	1,106.75	1,144.50
PP	1,096.00	1,096.00	1,096.00	1,103.25
S1	1,067.00	1,067.00	1,095.25	1,081.50
S2	1,033.00	1,033.00	1,089.50
S3	970.00	1,004.00	1,083.75
S4	907.00	941.00	1,066.25

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,406.25	1,350.50	1,165.75
R3	1,317.50	1,261.75	1,141.50
R2	1,228.75	1,228.75	1,133.25
R1	1,173.00	1,173.00	1,125.25	1,156.50
PP	1,140.00	1,140.00	1,140.00	1,132.00
S1	1,084.25	1,084.25	1,108.75	1,067.75
S2	1,051.25	1,051.25	1,100.75
S3	962.50	995.50	1,092.50
S4	873.75	906.75	1,068.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,175.00	1,062.00	113.00	10.3%	43.75	4.0%	35%	False	True	390,301
10	1,201.50	1,062.00	139.50	12.7%	44.50	4.0%	28%	False	True	385,679
20	1,286.00	1,062.00	224.00	20.3%	43.75	4.0%	17%	False	True	363,006
40	1,287.00	1,062.00	225.00	20.4%	44.50	4.0%	17%	False	True	326,523
60	1,287.00	1,062.00	225.00	20.4%	44.75	4.1%	17%	False	True	269,887
80	1,321.75	1,021.00	300.75	27.3%	51.00	4.6%	27%	False	False	202,471
100	1,501.75	1,021.00	480.75	43.7%	59.75	5.4%	17%	False	False	162,002

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.80
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,392.75
2.618	1,290.00
1.618	1,227.00
1.000	1,188.00
0.618	1,164.00
HIGH	1,125.00
0.618	1,101.00
0.500	1,093.50
0.382	1,086.00
LOW	1,062.00
0.618	1,023.00
1.000	999.00
1.618	960.00
2.618	897.00
4.250	794.25

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	1,098.50	1,098.50
PP	1,096.00	1,096.00
S1	1,093.50	1,093.50

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

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