E-mini S&P 500 Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jan-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jan-2009 | 15-Jan-2009 | Change | Change % | Previous Week |  
                        | Open | 863.75 | 834.25 | -29.50 | -3.4% | 924.00 |  
                        | High | 870.75 | 844.50 | -26.25 | -3.0% | 939.25 |  
                        | Low | 829.25 | 809.50 | -19.75 | -2.4% | 880.00 |  
                        | Close | 836.00 | 835.75 | -0.25 | 0.0% | 882.25 |  
                        | Range | 41.50 | 35.00 | -6.50 | -15.7% | 59.25 |  
                        | ATR | 27.52 | 28.05 | 0.53 | 1.9% | 0.00 |  
                        | Volume | 3,451 | 4,742 | 1,291 | 37.4% | 15,257 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jan-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 935.00 | 920.25 | 855.00 |  |  
                | R3 | 900.00 | 885.25 | 845.50 |  |  
                | R2 | 865.00 | 865.00 | 842.25 |  |  
                | R1 | 850.25 | 850.25 | 839.00 | 857.50 |  
                | PP | 830.00 | 830.00 | 830.00 | 833.50 |  
                | S1 | 815.25 | 815.25 | 832.50 | 822.50 |  
                | S2 | 795.00 | 795.00 | 829.25 |  |  
                | S3 | 760.00 | 780.25 | 826.00 |  |  
                | S4 | 725.00 | 745.25 | 816.50 |  |  | 
        
            | Weekly Pivots for week ending 09-Jan-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,078.25 | 1,039.50 | 914.75 |  |  
                | R3 | 1,019.00 | 980.25 | 898.50 |  |  
                | R2 | 959.75 | 959.75 | 893.00 |  |  
                | R1 | 921.00 | 921.00 | 887.75 | 910.75 |  
                | PP | 900.50 | 900.50 | 900.50 | 895.50 |  
                | S1 | 861.75 | 861.75 | 876.75 | 851.50 |  
                | S2 | 841.25 | 841.25 | 871.50 |  |  
                | S3 | 782.00 | 802.50 | 866.00 |  |  
                | S4 | 722.75 | 743.25 | 849.75 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 993.25 |  
            | 2.618 | 936.25 |  
            | 1.618 | 901.25 |  
            | 1.000 | 879.50 |  
            | 0.618 | 866.25 |  
            | HIGH | 844.50 |  
            | 0.618 | 831.25 |  
            | 0.500 | 827.00 |  
            | 0.382 | 822.75 |  
            | LOW | 809.50 |  
            | 0.618 | 787.75 |  
            | 1.000 | 774.50 |  
            | 1.618 | 752.75 |  
            | 2.618 | 717.75 |  
            | 4.250 | 660.75 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jan-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 832.75 | 840.00 |  
                                | PP | 830.00 | 838.75 |  
                                | S1 | 827.00 | 837.25 |  |