E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	977.00	978.50	1.50	0.2%	937.00
High	984.00	981.50	-2.50	-0.3%	979.00
Low	969.00	966.00	-3.00	-0.3%	933.75
Close	980.00	976.00	-4.00	-0.4%	977.75
Range	15.00	15.50	0.50	3.3%	45.25
ATR	18.36	18.15	-0.20	-1.1%	0.00
Volume	1,682,233	1,521,546	-160,687	-9.6%	9,342,150

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,021.00	1,014.00	984.50
R3	1,005.50	998.50	980.25
R2	990.00	990.00	978.75
R1	983.00	983.00	977.50	978.75
PP	974.50	974.50	974.50	972.50
S1	967.50	967.50	974.50	963.25
S2	959.00	959.00	973.25
S3	943.50	952.00	971.75
S4	928.00	936.50	967.50

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	984.00	943.50	40.50	4.1%	17.50	1.8%	80%	False	False	1,889,062
10	984.00	906.50	77.50	7.9%	17.50	1.8%	90%	False	False	1,893,548
20	984.00	865.25	118.75	12.2%	17.75	1.8%	93%	False	False	1,877,730
40	984.00	865.25	118.75	12.2%	18.00	1.9%	93%	False	False	1,539,358
60	984.00	865.25	118.75	12.2%	19.75	2.0%	93%	False	False	1,029,004
80	984.00	799.25	184.75	18.9%	20.50	2.1%	96%	False	False	772,676
100	984.00	662.00	322.00	33.0%	22.25	2.3%	98%	False	False	618,291
120	984.00	662.00	322.00	33.0%	22.50	2.3%	98%	False	False	515,250

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.90
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,047.50
2.618	1,022.00
1.618	1,006.50
1.000	997.00
0.618	991.00
HIGH	981.50
0.618	975.50
0.500	973.75
0.382	972.00
LOW	966.00
0.618	956.50
1.000	950.50
1.618	941.00
2.618	925.50
4.250	900.00

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	975.25	975.00
PP	974.50	974.25
S1	973.75	973.25

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

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