E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	1,026.25	1,029.25	3.00	0.3%	1,025.00
High	1,032.75	1,038.75	6.00	0.6%	1,038.75
Low	1,014.75	1,022.00	7.25	0.7%	1,014.75
Close	1,029.25	1,027.50	-1.75	-0.2%	1,027.50
Range	18.00	16.75	-1.25	-6.9%	24.00
ATR	18.58	18.45	-0.13	-0.7%	0.00
Volume	1,886,346	2,068,535	182,189	9.7%	9,681,168

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,079.75	1,070.25	1,036.75
R3	1,063.00	1,053.50	1,032.00
R2	1,046.25	1,046.25	1,030.50
R1	1,036.75	1,036.75	1,029.00	1,033.00
PP	1,029.50	1,029.50	1,029.50	1,027.50
S1	1,020.00	1,020.00	1,026.00	1,016.50
S2	1,012.75	1,012.75	1,024.50
S3	996.00	1,003.25	1,023.00
S4	979.25	986.50	1,018.25

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,099.00	1,087.25	1,040.75
R3	1,075.00	1,063.25	1,034.00
R2	1,051.00	1,051.00	1,032.00
R1	1,039.25	1,039.25	1,029.75	1,045.00
PP	1,027.00	1,027.00	1,027.00	1,030.00
S1	1,015.25	1,015.25	1,025.25	1,021.00
S2	1,003.00	1,003.00	1,023.00
S3	979.00	991.25	1,021.00
S4	955.00	967.25	1,014.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,038.75	1,014.75	24.00	2.3%	16.00	1.6%	53%	True	False	1,936,233
10	1,038.75	975.50	63.25	6.2%	18.75	1.8%	82%	True	False	1,923,988
20	1,038.75	975.50	63.25	6.2%	18.75	1.8%	82%	True	False	1,859,776
40	1,038.75	865.25	173.50	16.9%	18.00	1.7%	94%	True	False	1,895,242
60	1,038.75	865.25	173.50	16.9%	18.25	1.8%	94%	True	False	1,744,428
80	1,038.75	865.25	173.50	16.9%	19.25	1.9%	94%	True	False	1,311,637
100	1,038.75	799.25	239.50	23.3%	20.00	1.9%	95%	True	False	1,050,089
120	1,038.75	709.75	329.00	32.0%	21.25	2.1%	97%	True	False	875,235

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	5.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,110.00
2.618	1,082.50
1.618	1,065.75
1.000	1,055.50
0.618	1,049.00
HIGH	1,038.75
0.618	1,032.25
0.500	1,030.50
0.382	1,028.50
LOW	1,022.00
0.618	1,011.75
1.000	1,005.25
1.618	995.00
2.618	978.25
4.250	950.75

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	1,030.50	1,027.25
PP	1,029.50	1,027.00
S1	1,028.50	1,026.75

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

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