E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	1,013.00	1,004.25	-8.75	-0.9%	1,005.75
High	1,015.75	1,004.25	-11.50	-1.1%	1,015.75
Low	992.25	975.50	-16.75	-1.7%	985.75
Close	1,005.75	978.25	-27.50	-2.7%	1,005.75
Range	23.50	28.75	5.25	22.3%	30.00
ATR	18.40	19.25	0.85	4.6%	0.00
Volume	1,828,176	1,836,478	8,302	0.5%	8,649,822

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,072.25	1,054.00	994.00
R3	1,043.50	1,025.25	986.25
R2	1,014.75	1,014.75	983.50
R1	996.50	996.50	981.00	991.25
PP	986.00	986.00	986.00	983.50
S1	967.75	967.75	975.50	962.50
S2	957.25	957.25	973.00
S3	928.50	939.00	970.25
S4	899.75	910.25	962.50

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,092.50	1,079.00	1,022.25
R3	1,062.50	1,049.00	1,014.00
R2	1,032.50	1,032.50	1,011.25
R1	1,019.00	1,019.00	1,008.50	1,020.75
PP	1,002.50	1,002.50	1,002.50	1,003.25
S1	989.00	989.00	1,003.00	990.75
S2	972.50	972.50	1,000.25
S3	942.50	959.00	997.50
S4	912.50	929.00	989.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,015.75	975.50	40.25	4.1%	23.25	2.4%	7%	False	True	1,701,435
10	1,016.00	975.50	40.50	4.1%	19.75	2.0%	7%	False	True	1,770,923
20	1,016.00	939.50	76.50	7.8%	18.25	1.9%	51%	False	False	1,840,792
40	1,016.00	865.25	150.75	15.4%	18.25	1.9%	75%	False	False	1,857,271
60	1,016.00	865.25	150.75	15.4%	18.75	1.9%	75%	False	False	1,457,398
80	1,016.00	835.25	180.75	18.5%	19.75	2.0%	79%	False	False	1,094,567
100	1,016.00	772.25	243.75	24.9%	20.75	2.1%	85%	False	False	876,211
120	1,016.00	662.00	354.00	36.2%	22.00	2.3%	89%	False	False	730,210

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	3.85
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1,126.50
2.618	1,079.50
1.618	1,050.75
1.000	1,033.00
0.618	1,022.00
HIGH	1,004.25
0.618	993.25
0.500	990.00
0.382	986.50
LOW	975.50
0.618	957.75
1.000	946.75
1.618	929.00
2.618	900.25
4.250	853.25

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	990.00	995.50
PP	986.00	989.75
S1	982.00	984.00

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

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