E-mini NASDAQ-100 Future March 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	1,076.75	1,045.25	-31.50	-2.9%	1,114.25
High	1,087.75	1,112.50	24.75	2.3%	1,125.00
Low	1,040.25	1,041.75	1.50	0.1%	1,043.00
Close	1,047.00	1,106.00	59.00	5.6%	1,076.50
Range	47.50	70.75	23.25	48.9%	82.00
ATR	45.28	47.10	1.82	4.0%	0.00
Volume	455,925	421,893	-34,032	-7.5%	2,020,489

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,299.00	1,273.25	1,145.00
R3	1,228.25	1,202.50	1,125.50
R2	1,157.50	1,157.50	1,119.00
R1	1,131.75	1,131.75	1,112.50	1,144.50
PP	1,086.75	1,086.75	1,086.75	1,093.25
S1	1,061.00	1,061.00	1,099.50	1,074.00
S2	1,016.00	1,016.00	1,093.00
S3	945.25	990.25	1,086.50
S4	874.50	919.50	1,067.00

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,327.50	1,284.00	1,121.50
R3	1,245.50	1,202.00	1,099.00
R2	1,163.50	1,163.50	1,091.50
R1	1,120.00	1,120.00	1,084.00	1,100.75
PP	1,081.50	1,081.50	1,081.50	1,072.00
S1	1,038.00	1,038.00	1,069.00	1,018.75
S2	999.50	999.50	1,061.50
S3	917.50	956.00	1,054.00
S4	835.50	874.00	1,031.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,125.00	1,040.25	84.75	7.7%	55.50	5.0%	78%	False	False	419,562
10	1,184.25	1,040.25	144.00	13.0%	47.50	4.3%	46%	False	False	407,234
20	1,286.00	1,040.25	245.75	22.2%	45.50	4.1%	27%	False	False	380,368
40	1,286.00	1,040.25	245.75	22.2%	46.25	4.2%	27%	False	False	344,684
60	1,287.00	1,040.25	246.75	22.3%	44.50	4.0%	27%	False	False	298,495
80	1,287.00	1,021.00	266.00	24.1%	50.50	4.6%	32%	False	False	224,096
100	1,392.00	1,021.00	371.00	33.5%	56.75	5.1%	23%	False	False	179,301

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.73
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1,413.25
2.618	1,297.75
1.618	1,227.00
1.000	1,183.25
0.618	1,156.25
HIGH	1,112.50
0.618	1,085.50
0.500	1,077.00
0.382	1,068.75
LOW	1,041.75
0.618	998.00
1.000	971.00
1.618	927.25
2.618	856.50
4.250	741.00

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	1,096.50	1,096.00
PP	1,086.75	1,086.25
S1	1,077.00	1,076.50

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

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