E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	974.00	982.25	8.25	0.8%	977.00
High	994.00	990.50	-3.50	-0.4%	994.00
Low	973.50	978.25	4.75	0.5%	964.00
Close	982.25	984.50	2.25	0.2%	984.50
Range	20.50	12.25	-8.25	-40.2%	30.00
ATR	17.91	17.51	-0.40	-2.3%	0.00
Volume	1,869,236	2,202,255	333,019	17.8%	9,207,471

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,021.25	1,015.00	991.25
R3	1,009.00	1,002.75	987.75
R2	996.75	996.75	986.75
R1	990.50	990.50	985.50	993.50
PP	984.50	984.50	984.50	986.00
S1	978.25	978.25	983.50	981.50
S2	972.25	972.25	982.25
S3	960.00	966.00	981.25
S4	947.75	953.75	977.75

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,070.75	1,057.75	1,001.00
R3	1,040.75	1,027.75	992.75
R2	1,010.75	1,010.75	990.00
R1	997.75	997.75	987.25	1,004.25
PP	980.75	980.75	980.75	984.00
S1	967.75	967.75	981.75	974.25
S2	950.75	950.75	979.00
S3	920.75	937.75	976.25
S4	890.75	907.75	968.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	994.00	964.00	30.00	3.0%	15.00	1.5%	68%	False	False	1,841,494
10	994.00	933.75	60.25	6.1%	16.50	1.7%	84%	False	False	1,854,962
20	994.00	865.25	128.75	13.1%	17.00	1.7%	93%	False	False	1,930,708
40	994.00	865.25	128.75	13.1%	18.00	1.8%	93%	False	False	1,686,754
60	994.00	865.25	128.75	13.1%	19.50	2.0%	93%	False	False	1,128,924
80	994.00	799.25	194.75	19.8%	20.25	2.1%	95%	False	False	847,667
100	994.00	709.75	284.25	28.9%	21.75	2.2%	97%	False	False	678,326
120	994.00	662.00	332.00	33.7%	22.50	2.3%	97%	False	False	565,281

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,042.50
2.618	1,022.50
1.618	1,010.25
1.000	1,002.75
0.618	998.00
HIGH	990.50
0.618	985.75
0.500	984.50
0.382	983.00
LOW	978.25
0.618	970.75
1.000	966.00
1.618	958.50
2.618	946.25
4.250	926.25

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	984.50	982.75
PP	984.50	980.75
S1	984.50	979.00

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

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