E-mini S&P 500 Future June 2009

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Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary Previous Current 24-Dec-2008 26-Dec-2008 Change Change % Previous Week Open 859.50 866.50 7.00 0.8% 881.00 High 862.50 868.50 6.00 0.7% 887.75 Low 856.00 861.00 5.00 0.6% 850.75 Close 862.50 866.50 4.00 0.5% 866.50 Range 6.50 7.50 1.00 15.4% 37.00 ATR 32.39 30.61 -1.78 -5.5% 0.00 Volume 756 19 -737 -97.5% 2,603
Daily Pivots for day following 26-Dec-2008 Classic Woodie Camarilla DeMark R4 887.75 884.75 870.50 R3 880.25 877.25 868.50 R2 872.75 872.75 868.00 R1 869.75 869.75 867.25 870.25 PP 865.25 865.25 865.25 865.50 S1 862.25 862.25 865.75 862.75 S2 857.75 857.75 865.00 S3 850.25 854.75 864.50 S4 842.75 847.25 862.50	Weekly Pivots for week ending 26-Dec-2008 Classic Woodie Camarilla DeMark R4 979.25 960.00 886.75 R3 942.25 923.00 876.75 R2 905.25 905.25 873.25 R1 886.00 886.00 870.00 877.00 PP 868.25 868.25 868.25 864.00 S1 849.00 849.00 863.00 840.00 S2 831.25 831.25 859.75 S3 794.25 812.00 856.25 S4 757.25 775.00 846.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 900.25 850.75 49.50 5.7% 19.50 2.3% 32% False False 578 10 915.00 834.25 80.75 9.3% 27.75 3.2% 40% False False 325
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 6.18 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 900.50 2.618 888.25 1.618 880.75 1.000 876.00 0.618 873.25 HIGH 868.50 0.618 865.75 0.500 864.75 0.382 863.75 LOW 861.00 0.618 856.25 1.000 853.50 1.618 848.75 2.618 841.25 4.250 829.00
Fisher Pivots for day following 26-Dec-2008 Pivot 1 day 3 day R1 866.00 865.75 PP 865.25 864.75 S1 864.75 864.00

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