E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	1,015.75	992.25	-23.50	-2.3%	1,020.50
High	1,023.00	996.00	-27.00	-2.6%	1,034.25
Low	991.00	986.50	-4.50	-0.5%	1,010.50
Close	992.00	989.75	-2.25	-0.2%	1,023.00
Range	32.00	9.50	-22.50	-70.3%	23.75
ATR	18.90	18.22	-0.67	-3.6%	0.00
Volume	15,374	42,551	27,177	176.8%	44,884

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,019.25	1,014.00	995.00
R3	1,009.75	1,004.50	992.25
R2	1,000.25	1,000.25	991.50
R1	995.00	995.00	990.50	993.00
PP	990.75	990.75	990.75	989.75
S1	985.50	985.50	989.00	983.50
S2	981.25	981.25	988.00
S3	971.75	976.00	987.25
S4	962.25	966.50	984.50

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,093.75	1,082.25	1,036.00
R3	1,070.00	1,058.50	1,029.50
R2	1,046.25	1,046.25	1,027.25
R1	1,034.75	1,034.75	1,025.25	1,040.50
PP	1,022.50	1,022.50	1,022.50	1,025.50
S1	1,011.00	1,011.00	1,020.75	1,016.75
S2	998.75	998.75	1,018.75
S3	975.00	987.25	1,016.50
S4	951.25	963.50	1,010.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,034.25	986.50	47.75	4.8%	18.50	1.9%	7%	False	True	19,381
10	1,034.25	986.50	47.75	4.8%	18.00	1.8%	7%	False	True	12,500
20	1,034.25	971.25	63.00	6.4%	19.25	1.9%	29%	False	False	7,794
40	1,034.25	861.50	172.75	17.5%	17.75	1.8%	74%	False	False	4,874
60	1,034.25	861.25	173.00	17.5%	17.25	1.7%	74%	False	False	3,649
80	1,034.25	861.25	173.00	17.5%	17.75	1.8%	74%	False	False	2,755

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	5.33
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,036.50
2.618	1,020.75
1.618	1,011.25
1.000	1,005.50
0.618	1,001.75
HIGH	996.00
0.618	992.25
0.500	991.25
0.382	990.25
LOW	986.50
0.618	980.75
1.000	977.00
1.618	971.25
2.618	961.75
4.250	946.00

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	991.25	1,006.25
PP	990.75	1,000.75
S1	990.25	995.25

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

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