E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	681.25	683.00	1.75	0.3%	769.00
High	716.75	697.75	-19.00	-2.7%	773.75
Low	675.25	672.00	-3.25	-0.5%	724.50
Close	702.75	680.50	-22.25	-3.2%	728.25
Range	41.50	25.75	-15.75	-38.0%	49.25
ATR	26.23	26.55	0.32	1.2%	0.00
Volume	63	56	-7	-11.1%	479

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	760.75	746.25	694.75
R3	735.00	720.50	687.50
R2	709.25	709.25	685.25
R1	694.75	694.75	682.75	689.00
PP	683.50	683.50	683.50	680.50
S1	669.00	669.00	678.25	663.50
S2	657.75	657.75	675.75
S3	632.00	643.25	673.50
S4	606.25	617.50	666.25

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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	743.75	672.00	71.75	10.5%	27.00	4.0%	12%	False	True	52
10	773.75	672.00	101.75	15.0%	27.25	4.0%	8%	False	True	76
20	865.00	672.00	193.00	28.4%	24.50	3.6%	4%	False	True	45

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	5.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	807.25
2.618	765.25
1.618	739.50
1.000	723.50
0.618	713.75
HIGH	697.75
0.618	688.00
0.500	685.00
0.382	681.75
LOW	672.00
0.618	656.00
1.000	646.25
1.618	630.25
2.618	604.50
4.250	562.50

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	685.00	694.50
PP	683.50	689.75
S1	682.00	685.00

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

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