E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 11-Mar-2009

Day Change Summary
	Previous	Current
	10-Mar-2009	11-Mar-2009	Change	Change %	Previous Week
Open	665.50	714.00	48.50	7.3%	714.00
High	715.50	726.00	10.50	1.5%	717.75
Low	665.50	709.75	44.25	6.6%	662.00
Close	711.00	715.00	4.00	0.6%	682.50
Range	50.00	16.25	-33.75	-67.5%	55.75
ATR	28.05	27.21	-0.84	-3.0%	0.00
Volume	24	41	17	70.8%	346

Daily Pivots for day following 11-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	765.75	756.50	724.00
R3	749.50	740.25	719.50
R2	733.25	733.25	718.00
R1	724.00	724.00	716.50	728.50
PP	717.00	717.00	717.00	719.25
S1	707.75	707.75	713.50	712.50
S2	700.75	700.75	712.00
S3	684.50	691.50	710.50
S4	668.25	675.25	706.00

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	854.75	824.25	713.25
R3	799.00	768.50	697.75
R2	743.25	743.25	692.75
R1	712.75	712.75	687.50	700.00
PP	687.50	687.50	687.50	681.00
S1	657.00	657.00	677.50	644.50
S2	631.75	631.75	672.25
S3	576.00	601.25	667.25
S4	520.25	545.50	651.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	726.00	662.00	64.00	9.0%	28.50	4.0%	83%	True	False	58
10	770.25	662.00	108.25	15.1%	27.75	3.9%	49%	False	False	52
20	831.00	662.00	169.00	23.6%	25.50	3.5%	31%	False	False	56

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.95
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	795.00
2.618	768.50
1.618	752.25
1.000	742.25
0.618	736.00
HIGH	726.00
0.618	719.75
0.500	718.00
0.382	716.00
LOW	709.75
0.618	699.75
1.000	693.50
1.618	683.50
2.618	667.25
4.250	640.75

Fisher Pivots for day following 11-Mar-2009
Pivot	1 day	3 day
R1	718.00	708.50
PP	717.00	702.25
S1	716.00	695.75

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

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