E-mini S&P 500 Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Mar-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Mar-2009 | 03-Mar-2009 | Change | Change % | Previous Week |  
                        | Open | 714.00 | 704.00 | -10.00 | -1.4% | 769.00 |  
                        | High | 717.75 | 707.50 | -10.25 | -1.4% | 773.75 |  
                        | Low | 691.75 | 684.75 | -7.00 | -1.0% | 724.50 |  
                        | Close | 700.00 | 683.75 | -16.25 | -2.3% | 728.25 |  
                        | Range | 26.00 | 22.75 | -3.25 | -12.5% | 49.25 |  
                        | ATR | 25.23 | 25.05 | -0.18 | -0.7% | 0.00 |  
                        | Volume | 74 | 62 | -12 | -16.2% | 479 |  | 
    
| 
        
            | Daily Pivots for day following 03-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 760.25 | 744.75 | 696.25 |  |  
                | R3 | 737.50 | 722.00 | 690.00 |  |  
                | R2 | 714.75 | 714.75 | 688.00 |  |  
                | R1 | 699.25 | 699.25 | 685.75 | 695.50 |  
                | PP | 692.00 | 692.00 | 692.00 | 690.25 |  
                | S1 | 676.50 | 676.50 | 681.75 | 673.00 |  
                | S2 | 669.25 | 669.25 | 679.50 |  |  
                | S3 | 646.50 | 653.75 | 677.50 |  |  
                | S4 | 623.75 | 631.00 | 671.25 |  |  | 
        
            | Weekly Pivots for week ending 27-Feb-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 890.00 | 858.25 | 755.25 |  |  
                | R3 | 840.75 | 809.00 | 741.75 |  |  
                | R2 | 791.50 | 791.50 | 737.25 |  |  
                | R1 | 759.75 | 759.75 | 732.75 | 751.00 |  
                | PP | 742.25 | 742.25 | 742.25 | 737.75 |  
                | S1 | 710.50 | 710.50 | 723.75 | 701.75 |  
                | S2 | 693.00 | 693.00 | 719.25 |  |  
                | S3 | 643.75 | 661.25 | 714.75 |  |  
                | S4 | 594.50 | 612.00 | 701.25 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 804.25 |  
            | 2.618 | 767.00 |  
            | 1.618 | 744.25 |  
            | 1.000 | 730.25 |  
            | 0.618 | 721.50 |  
            | HIGH | 707.50 |  
            | 0.618 | 698.75 |  
            | 0.500 | 696.00 |  
            | 0.382 | 693.50 |  
            | LOW | 684.75 |  
            | 0.618 | 670.75 |  
            | 1.000 | 662.00 |  
            | 1.618 | 648.00 |  
            | 2.618 | 625.25 |  
            | 4.250 | 588.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Mar-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 696.00 | 714.25 |  
                                | PP | 692.00 | 704.00 |  
                                | S1 | 688.00 | 694.00 |  |