E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	765.25	741.75	-23.50	-3.1%	815.00
High	782.50	771.00	-11.50	-1.5%	815.00
Low	736.75	740.25	3.50	0.5%	749.50
Close	741.50	765.50	24.00	3.2%	766.25
Range	45.75	30.75	-15.00	-32.8%	65.50
ATR	28.39	28.56	0.17	0.6%	0.00
Volume	8,939	23,390	14,451	161.7%	31,817

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	851.25	839.00	782.50
R3	820.50	808.25	774.00
R2	789.75	789.75	771.25
R1	777.50	777.50	768.25	783.50
PP	759.00	759.00	759.00	762.00
S1	746.75	746.75	762.75	753.00
S2	728.25	728.25	759.75
S3	697.50	716.00	757.00
S4	666.75	685.25	748.50

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	973.50	935.25	802.25
R3	908.00	869.75	784.25
R2	842.50	842.50	778.25
R1	804.25	804.25	772.25	790.50
PP	777.00	777.00	777.00	770.00
S1	738.75	738.75	760.25	725.00
S2	711.50	711.50	754.25
S3	646.00	673.25	748.25
S4	580.50	607.75	730.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	793.50	736.75	56.75	7.4%	28.75	3.7%	51%	False	False	11,160
10	836.75	736.75	100.00	13.1%	25.50	3.3%	29%	False	False	8,976
20	871.75	736.75	135.00	17.6%	27.25	3.6%	21%	False	False	7,341
40	939.25	736.75	202.50	26.5%	28.75	3.7%	14%	False	False	6,005

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	901.75
2.618	851.50
1.618	820.75
1.000	801.75
0.618	790.00
HIGH	771.00
0.618	759.25
0.500	755.50
0.382	752.00
LOW	740.25
0.618	721.25
1.000	709.50
1.618	690.50
2.618	659.75
4.250	609.50

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	762.25	763.50
PP	759.00	761.50
S1	755.50	759.50

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

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