E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	978.25	989.50	11.25	1.2%	1,005.75
High	990.00	998.75	8.75	0.9%	1,015.75
Low	976.25	976.75	0.50	0.1%	985.75
Close	989.50	997.00	7.50	0.8%	1,005.75
Range	13.75	22.00	8.25	60.0%	30.00
ATR	18.86	19.08	0.22	1.2%	0.00
Volume	2,201,445	1,753,397	-448,048	-20.4%	8,649,822

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,056.75	1,049.00	1,009.00
R3	1,034.75	1,027.00	1,003.00
R2	1,012.75	1,012.75	1,001.00
R1	1,005.00	1,005.00	999.00	1,009.00
PP	990.75	990.75	990.75	992.75
S1	983.00	983.00	995.00	987.00
S2	968.75	968.75	993.00
S3	946.75	961.00	991.00
S4	924.75	939.00	985.00

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	4.0%	21.00	2.1%	53%	False	False	1,932,075
10	1,016.00	975.50	40.50	4.1%	20.50	2.1%	53%	False	False	1,803,550
20	1,016.00	948.75	67.25	6.7%	18.50	1.9%	72%	False	False	1,865,172
40	1,016.00	865.25	150.75	15.1%	18.25	1.8%	87%	False	False	1,864,450
60	1,016.00	865.25	150.75	15.1%	18.75	1.9%	87%	False	False	1,523,016
80	1,016.00	835.25	180.75	18.1%	19.50	2.0%	89%	False	False	1,143,899
100	1,016.00	772.25	243.75	24.4%	20.75	2.1%	92%	False	False	915,698
120	1,016.00	662.00	354.00	35.5%	22.00	2.2%	95%	False	False	763,167

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	4.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,092.25
2.618	1,056.25
1.618	1,034.25
1.000	1,020.75
0.618	1,012.25
HIGH	998.75
0.618	990.25
0.500	987.75
0.382	985.25
LOW	976.75
0.618	963.25
1.000	954.75
1.618	941.25
2.618	919.25
4.250	883.25

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	994.00	994.50
PP	990.75	992.25
S1	987.75	990.00

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

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