E-mini NASDAQ-100 Future June 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	1,163.75	1,151.25	-12.50	-1.1%	1,075.50
High	1,180.00	1,191.50	11.50	1.0%	1,174.50
Low	1,142.25	1,146.75	4.50	0.4%	1,039.50
Close	1,152.25	1,190.25	38.00	3.3%	1,168.00
Range	37.75	44.75	7.00	18.5%	135.00
ATR	42.94	43.07	0.13	0.3%	0.00
Volume	321,970	386,080	64,110	19.9%	315,004

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,310.50	1,295.00	1,214.75
R3	1,265.75	1,250.25	1,202.50
R2	1,221.00	1,221.00	1,198.50
R1	1,205.50	1,205.50	1,194.25	1,213.25
PP	1,176.25	1,176.25	1,176.25	1,180.00
S1	1,160.75	1,160.75	1,186.25	1,168.50
S2	1,131.50	1,131.50	1,182.00
S3	1,086.75	1,116.00	1,178.00
S4	1,042.00	1,071.25	1,165.75

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,532.25	1,485.25	1,242.25
R3	1,397.25	1,350.25	1,205.00
R2	1,262.25	1,262.25	1,192.75
R1	1,215.25	1,215.25	1,180.50	1,238.75
PP	1,127.25	1,127.25	1,127.25	1,139.00
S1	1,080.25	1,080.25	1,155.50	1,103.75
S2	992.25	992.25	1,143.25
S3	857.25	945.25	1,131.00
S4	722.25	810.25	1,093.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,191.50	1,044.75	146.75	12.3%	46.25	3.9%	99%	True	False	204,254
10	1,191.50	1,039.50	152.00	12.8%	45.00	3.8%	99%	True	False	102,884
20	1,226.00	1,039.50	186.50	15.7%	43.50	3.6%	81%	False	False	51,678
40	1,285.25	1,039.50	245.75	20.6%	42.75	3.6%	61%	False	False	25,962

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.83
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,381.75
2.618	1,308.75
1.618	1,264.00
1.000	1,236.25
0.618	1,219.25
HIGH	1,191.50
0.618	1,174.50
0.500	1,169.00
0.382	1,163.75
LOW	1,146.75
0.618	1,119.00
1.000	1,102.00
1.618	1,074.25
2.618	1,029.50
4.250	956.50

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	1,183.25	1,182.50
PP	1,176.25	1,174.75
S1	1,169.00	1,167.00

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

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