E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	951.75	950.25	-1.50	-0.2%	874.75
High	956.75	976.50	19.75	2.1%	940.75
Low	943.50	948.75	5.25	0.6%	865.50
Close	949.50	969.00	19.50	2.1%	937.00
Range	13.25	27.75	14.50	109.4%	75.25
ATR	18.09	18.78	0.69	3.8%	0.00
Volume	1,892,527	2,049,033	156,506	8.3%	10,269,087

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,048.00	1,036.25	984.25
R3	1,020.25	1,008.50	976.75
R2	992.50	992.50	974.00
R1	980.75	980.75	971.50	986.50
PP	964.75	964.75	964.75	967.75
S1	953.00	953.00	966.50	959.00
S2	937.00	937.00	964.00
S3	909.25	925.25	961.25
S4	881.50	897.50	953.75

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,140.25	1,113.75	978.50
R3	1,065.00	1,038.50	957.75
R2	989.75	989.75	950.75
R1	963.25	963.25	944.00	976.50
PP	914.50	914.50	914.50	921.00
S1	888.00	888.00	930.00	901.25
S2	839.25	839.25	923.25
S3	764.00	812.75	916.25
S4	688.75	737.50	895.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	976.50	928.00	48.50	5.0%	16.75	1.7%	85%	True	False	1,846,709
10	976.50	865.50	111.00	11.5%	18.25	1.9%	93%	True	False	1,909,044
20	976.50	865.25	111.25	11.5%	18.25	1.9%	93%	True	False	1,874,447
40	976.50	865.25	111.25	11.5%	18.75	1.9%	93%	True	False	1,402,753
60	976.50	846.00	130.50	13.5%	20.00	2.1%	94%	True	False	937,544
80	976.50	776.00	200.50	20.7%	21.00	2.2%	96%	True	False	703,931
100	976.50	662.00	314.50	32.5%	22.50	2.3%	98%	True	False	563,256

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.03
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,094.50
2.618	1,049.25
1.618	1,021.50
1.000	1,004.25
0.618	993.75
HIGH	976.50
0.618	966.00
0.500	962.50
0.382	959.25
LOW	948.75
0.618	931.50
1.000	921.00
1.618	903.75
2.618	876.00
4.250	830.75

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	967.00	965.25
PP	964.75	961.75
S1	962.50	958.00

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

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