E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 09-Jul-2009

Day Change Summary
	Previous	Current
	08-Jul-2009	09-Jul-2009	Change	Change %	Previous Week
Open	874.75	869.25	-5.50	-0.6%	908.50
High	878.75	879.75	1.00	0.1%	924.00
Low	861.25	869.25	8.00	0.9%	885.00
Close	869.25	874.50	5.25	0.6%	889.00
Range	17.50	10.50	-7.00	-40.0%	39.00
ATR	17.42	16.93	-0.49	-2.8%	0.00
Volume	2,336	1,922	-414	-17.7%	6,453

Daily Pivots for day following 09-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	906.00	900.75	880.25
R3	895.50	890.25	877.50
R2	885.00	885.00	876.50
R1	879.75	879.75	875.50	882.50
PP	874.50	874.50	874.50	875.75
S1	869.25	869.25	873.50	872.00
S2	864.00	864.00	872.50
S3	853.50	858.75	871.50
S4	843.00	848.25	868.75

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,016.25	991.75	910.50
R3	977.25	952.75	899.75
R2	938.25	938.25	896.25
R1	913.75	913.75	892.50	906.50
PP	899.25	899.25	899.25	895.75
S1	874.75	874.75	885.50	867.50
S2	860.25	860.25	881.75
S3	821.25	835.75	878.25
S4	782.25	796.75	867.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	893.75	861.25	32.50	3.7%	14.50	1.7%	41%	False	False	1,742
10	924.00	861.25	62.75	7.2%	15.75	1.8%	21%	False	False	1,680
20	934.75	861.25	73.50	8.4%	16.25	1.8%	18%	False	False	1,289
40	948.00	861.25	86.75	9.9%	17.25	2.0%	15%	False	False	683

Crabel Price Patterns
NR	True
NR4	True
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	2.85
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	924.50
2.618	907.25
1.618	896.75
1.000	890.25
0.618	886.25
HIGH	879.75
0.618	875.75
0.500	874.50
0.382	873.25
LOW	869.25
0.618	862.75
1.000	858.75
1.618	852.25
2.618	841.75
4.250	824.50

Fisher Pivots for day following 09-Jul-2009
Pivot	1 day	3 day
R1	874.50	877.50
PP	874.50	876.50
S1	874.50	875.50

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

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