E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	978.50	975.25	-3.25	-0.3%	937.00
High	981.50	976.00	-5.50	-0.6%	979.00
Low	966.00	964.00	-2.00	-0.2%	933.75
Close	976.00	975.00	-1.00	-0.1%	977.75
Range	15.50	12.00	-3.50	-22.6%	45.25
ATR	18.15	17.71	-0.44	-2.4%	0.00
Volume	1,521,546	1,932,201	410,655	27.0%	9,342,150

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,007.75	1,003.25	981.50
R3	995.75	991.25	978.25
R2	983.75	983.75	977.25
R1	979.25	979.25	976.00	975.50
PP	971.75	971.75	971.75	969.75
S1	967.25	967.25	974.00	963.50
S2	959.75	959.75	972.75
S3	947.75	955.25	971.75
S4	935.75	943.25	968.50

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	948.75	35.25	3.6%	17.25	1.8%	74%	False	False	1,896,996
10	984.00	921.00	63.00	6.5%	16.25	1.7%	86%	False	False	1,885,782
20	984.00	865.25	118.75	12.2%	17.50	1.8%	92%	False	False	1,907,005
40	984.00	865.25	118.75	12.2%	18.00	1.8%	92%	False	False	1,587,150
60	984.00	865.25	118.75	12.2%	19.50	2.0%	92%	False	False	1,061,183
80	984.00	799.25	184.75	18.9%	20.50	2.1%	95%	False	False	796,810
100	984.00	665.50	318.50	32.7%	22.00	2.3%	97%	False	False	637,612
120	984.00	662.00	322.00	33.0%	22.50	2.3%	97%	False	False	531,352

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	3.95
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,027.00
2.618	1,007.50
1.618	995.50
1.000	988.00
0.618	983.50
HIGH	976.00
0.618	971.50
0.500	970.00
0.382	968.50
LOW	964.00
0.618	956.50
1.000	952.00
1.618	944.50
2.618	932.50
4.250	913.00

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	973.25	974.75
PP	971.75	974.25
S1	970.00	974.00

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

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