E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 19-May-2009

Day Change Summary
	Previous	Current
	18-May-2009	19-May-2009	Change	Change %	Previous Week
Open	876.00	903.00	27.00	3.1%	921.75
High	904.00	911.25	7.25	0.8%	921.75
Low	871.00	899.25	28.25	3.2%	872.25
Close	902.50	902.00	-0.50	-0.1%	878.50
Range	33.00	12.00	-21.00	-63.6%	49.50
ATR	23.99	23.13	-0.86	-3.6%	0.00
Volume	6,959	7,255	296	4.3%	33,717

Daily Pivots for day following 19-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	940.25	933.00	908.50
R3	928.25	921.00	905.25
R2	916.25	916.25	904.25
R1	909.00	909.00	903.00	906.50
PP	904.25	904.25	904.25	903.00
S1	897.00	897.00	901.00	894.50
S2	892.25	892.25	899.75
S3	880.25	885.00	898.75
S4	868.25	873.00	895.50

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,039.25	1,008.50	905.75
R3	989.75	959.00	892.00
R2	940.25	940.25	887.50
R1	909.50	909.50	883.00	900.00
PP	890.75	890.75	890.75	886.25
S1	860.00	860.00	874.00	850.50
S2	841.25	841.25	869.50
S3	791.75	810.50	865.00
S4	742.25	761.00	851.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	911.25	871.00	40.25	4.5%	22.25	2.5%	77%	True	False	6,290
10	924.75	871.00	53.75	6.0%	23.25	2.6%	58%	False	False	6,960
20	924.75	827.75	97.00	10.8%	22.25	2.5%	77%	False	False	6,009
40	924.75	772.25	152.50	16.9%	23.75	2.6%	85%	False	False	4,042
60	924.75	662.00	262.75	29.1%	25.25	2.8%	91%	False	False	2,730

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	5.75
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	962.25
2.618	942.75
1.618	930.75
1.000	923.25
0.618	918.75
HIGH	911.25
0.618	906.75
0.500	905.25
0.382	903.75
LOW	899.25
0.618	891.75
1.000	887.25
1.618	879.75
2.618	867.75
4.250	848.25

Fisher Pivots for day following 19-May-2009
Pivot	1 day	3 day
R1	905.25	898.50
PP	904.25	894.75
S1	903.00	891.00

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

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