E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 09-Apr-2009

Day Change Summary
	Previous	Current
	08-Apr-2009	09-Apr-2009	Change	Change %	Previous Week
Open	811.00	818.50	7.50	0.9%	810.00
High	821.25	850.75	29.50	3.6%	839.50
Low	799.25	818.50	19.25	2.4%	772.25
Close	819.00	849.00	30.00	3.7%	837.25
Range	22.00	32.25	10.25	46.6%	67.25
ATR	27.58	27.92	0.33	1.2%	0.00
Volume	1,771	1,744	-27	-1.5%	6,523

Daily Pivots for day following 09-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	936.25	924.75	866.75
R3	904.00	892.50	857.75
R2	871.75	871.75	855.00
R1	860.25	860.25	852.00	866.00
PP	839.50	839.50	839.50	842.25
S1	828.00	828.00	846.00	833.75
S2	807.25	807.25	843.00
S3	775.00	795.75	840.25
S4	742.75	763.50	831.25

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,018.00	995.00	874.25
R3	950.75	927.75	855.75
R2	883.50	883.50	849.50
R1	860.50	860.50	843.50	872.00
PP	816.25	816.25	816.25	822.00
S1	793.25	793.25	831.00	804.75
S2	749.00	749.00	825.00
S3	681.75	726.00	818.75
S4	614.50	658.75	800.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	850.75	799.25	51.50	6.1%	25.25	3.0%	97%	True	False	1,584
10	850.75	772.25	78.50	9.2%	27.25	3.2%	98%	True	False	1,658
20	850.75	738.25	112.50	13.3%	27.50	3.2%	98%	True	False	1,137
40	850.75	662.00	188.75	22.2%	27.00	3.2%	99%	True	False	597

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.48
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	987.75
2.618	935.25
1.618	903.00
1.000	883.00
0.618	870.75
HIGH	850.75
0.618	838.50
0.500	834.50
0.382	830.75
LOW	818.50
0.618	798.50
1.000	786.25
1.618	766.25
2.618	734.00
4.250	681.50

Fisher Pivots for day following 09-Apr-2009
Pivot	1 day	3 day
R1	844.25	841.00
PP	839.50	833.00
S1	834.50	825.00

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

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