E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	1,037.00	1,036.00	-1.00	-0.1%	1,010.25
High	1,043.75	1,045.25	1.50	0.1%	1,043.75
Low	1,033.50	1,025.50	-8.00	-0.8%	1,008.25
Close	1,037.25	1,043.50	6.25	0.6%	1,037.25
Range	10.25	19.75	9.50	92.7%	35.50
ATR	16.84	17.05	0.21	1.2%	0.00
Volume	1,510,627	1,760,936	250,309	16.6%	2,029,370

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,097.25	1,090.25	1,054.25
R3	1,077.50	1,070.50	1,049.00
R2	1,057.75	1,057.75	1,047.00
R1	1,050.75	1,050.75	1,045.25	1,054.25
PP	1,038.00	1,038.00	1,038.00	1,040.00
S1	1,031.00	1,031.00	1,041.75	1,034.50
S2	1,018.25	1,018.25	1,040.00
S3	998.50	1,011.25	1,038.00
S4	978.75	991.50	1,032.75

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,136.25	1,122.25	1,056.75
R3	1,100.75	1,086.75	1,047.00
R2	1,065.25	1,065.25	1,043.75
R1	1,051.25	1,051.25	1,040.50	1,058.25
PP	1,029.75	1,029.75	1,029.75	1,033.25
S1	1,015.75	1,015.75	1,034.00	1,022.75
S2	994.25	994.25	1,030.75
S3	958.75	980.25	1,027.50
S4	923.25	944.75	1,017.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,045.25	1,008.25	37.00	3.5%	15.50	1.5%	95%	True	False	758,061
10	1,045.25	986.50	58.75	5.6%	16.50	1.6%	97%	True	False	392,161
20	1,045.25	971.25	74.00	7.1%	17.50	1.7%	98%	True	False	199,353
40	1,045.25	929.75	115.50	11.1%	17.50	1.7%	98%	True	False	100,761
60	1,045.25	861.25	184.00	17.6%	17.50	1.7%	99%	True	False	67,800
80	1,045.25	861.25	184.00	17.6%	17.25	1.6%	99%	True	False	50,880
100	1,045.25	833.50	211.75	20.3%	17.50	1.7%	99%	True	False	40,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.40
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,129.25
2.618	1,097.00
1.618	1,077.25
1.000	1,065.00
0.618	1,057.50
HIGH	1,045.25
0.618	1,037.75
0.500	1,035.50
0.382	1,033.00
LOW	1,025.50
0.618	1,013.25
1.000	1,005.75
1.618	993.50
2.618	973.75
4.250	941.50

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	1,040.75	1,040.50
PP	1,038.00	1,037.25
S1	1,035.50	1,034.00

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

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