E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	1,004.25	978.25	-26.00	-2.6%	1,005.75
High	1,004.25	990.00	-14.25	-1.4%	1,015.75
Low	975.50	976.25	0.75	0.1%	985.75
Close	978.25	989.50	11.25	1.2%	1,005.75
Range	28.75	13.75	-15.00	-52.2%	30.00
ATR	19.25	18.86	-0.39	-2.0%	0.00
Volume	1,836,478	2,201,445	364,967	19.9%	8,649,822

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,026.50	1,021.75	997.00
R3	1,012.75	1,008.00	993.25
R2	999.00	999.00	992.00
R1	994.25	994.25	990.75	996.50
PP	985.25	985.25	985.25	986.50
S1	980.50	980.50	988.25	983.00
S2	971.50	971.50	987.00
S3	957.75	966.75	985.75
S4	944.00	953.00	982.00

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%	21.75	2.2%	35%	False	False	1,903,898
10	1,016.00	975.50	40.50	4.1%	19.75	2.0%	35%	False	False	1,815,640
20	1,016.00	943.50	72.50	7.3%	18.25	1.8%	63%	False	False	1,872,128
40	1,016.00	865.25	150.75	15.2%	17.75	1.8%	82%	False	False	1,871,710
60	1,016.00	865.25	150.75	15.2%	18.75	1.9%	82%	False	False	1,493,933
80	1,016.00	835.25	180.75	18.3%	19.50	2.0%	85%	False	False	1,122,021
100	1,016.00	772.25	243.75	24.6%	20.75	2.1%	89%	False	False	898,200
120	1,016.00	662.00	354.00	35.8%	22.00	2.2%	93%	False	False	748,555

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.58
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,048.50
2.618	1,026.00
1.618	1,012.25
1.000	1,003.75
0.618	998.50
HIGH	990.00
0.618	984.75
0.500	983.00
0.382	981.50
LOW	976.25
0.618	967.75
1.000	962.50
1.618	954.00
2.618	940.25
4.250	917.75

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	987.50	995.50
PP	985.25	993.50
S1	983.00	991.50

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

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