E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 24-Jul-2009

Day Change Summary
	Previous	Current
	23-Jul-2009	24-Jul-2009	Change	Change %	Previous Week
Open	950.25	965.00	14.75	1.6%	937.00
High	976.50	979.00	2.50	0.3%	979.00
Low	948.75	962.50	13.75	1.4%	933.75
Close	969.00	977.75	8.75	0.9%	977.75
Range	27.75	16.50	-11.25	-40.5%	45.25
ATR	18.78	18.61	-0.16	-0.9%	0.00
Volume	2,049,033	2,299,971	250,938	12.2%	9,342,150

Daily Pivots for day following 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,022.50	1,016.75	986.75
R3	1,006.00	1,000.25	982.25
R2	989.50	989.50	980.75
R1	983.75	983.75	979.25	986.50
PP	973.00	973.00	973.00	974.50
S1	967.25	967.25	976.25	970.00
S2	956.50	956.50	974.75
S3	940.00	950.75	973.25
S4	923.50	934.25	968.75

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,099.25	1,083.75	1,002.75
R3	1,054.00	1,038.50	990.25
R2	1,008.75	1,008.75	986.00
R1	993.25	993.25	982.00	1,001.00
PP	963.50	963.50	963.50	967.50
S1	948.00	948.00	973.50	955.75
S2	918.25	918.25	969.50
S3	873.00	902.75	965.25
S4	827.75	857.50	952.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	979.00	933.75	45.25	4.6%	18.00	1.8%	97%	True	False	1,868,430
10	979.00	865.50	113.50	11.6%	18.75	1.9%	99%	True	False	1,961,123
20	979.00	865.25	113.75	11.6%	17.75	1.8%	99%	True	False	1,901,954
40	979.00	865.25	113.75	11.6%	18.75	1.9%	99%	True	False	1,459,960
60	979.00	859.00	120.00	12.3%	19.75	2.0%	99%	True	False	975,778
80	979.00	776.00	203.00	20.8%	21.00	2.1%	99%	True	False	732,667
100	979.00	662.00	317.00	32.4%	22.50	2.3%	100%	True	False	586,255
120	979.00	662.00	317.00	32.4%	22.50	2.3%	100%	True	False	488,552

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	4.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,049.00
2.618	1,022.25
1.618	1,005.75
1.000	995.50
0.618	989.25
HIGH	979.00
0.618	972.75
0.500	970.75
0.382	968.75
LOW	962.50
0.618	952.25
1.000	946.00
1.618	935.75
2.618	919.25
4.250	892.50

Fisher Pivots for day following 24-Jul-2009
Pivot	1 day	3 day
R1	975.50	972.25
PP	973.00	966.75
S1	970.75	961.25

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

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