E-mini S&P 500 Future December 2009

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Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary Previous Current 30-Sep-2009 01-Oct-2009 Change Change % Previous Week Open 1,054.75 1,053.50 -1.25 -0.1% 1,059.25 High 1,063.25 1,056.00 -7.25 -0.7% 1,075.75 Low 1,041.50 1,024.50 -17.00 -1.6% 1,036.25 Close 1,053.00 1,027.50 -25.50 -2.4% 1,041.00 Range 21.75 31.50 9.75 44.8% 39.50 ATR 16.98 18.02 1.04 6.1% 0.00 Volume 1,645,534 2,852,909 1,207,375 73.4% 9,430,458
Daily Pivots for day following 01-Oct-2009 Classic Woodie Camarilla DeMark R4 1,130.50 1,110.50 1,044.75 R3 1,099.00 1,079.00 1,036.25 R2 1,067.50 1,067.50 1,033.25 R1 1,047.50 1,047.50 1,030.50 1,041.75 PP 1,036.00 1,036.00 1,036.00 1,033.00 S1 1,016.00 1,016.00 1,024.50 1,010.25 S2 1,004.50 1,004.50 1,021.75 S3 973.00 984.50 1,018.75 S4 941.50 953.00 1,010.25	Weekly Pivots for week ending 25-Sep-2009 Classic Woodie Camarilla DeMark R4 1,169.50 1,144.75 1,062.75 R3 1,130.00 1,105.25 1,051.75 R2 1,090.50 1,090.50 1,048.25 R1 1,065.75 1,065.75 1,044.50 1,058.50 PP 1,051.00 1,051.00 1,051.00 1,047.25 S1 1,026.25 1,026.25 1,037.50 1,019.00 S2 1,011.50 1,011.50 1,033.75 S3 972.00 986.75 1,030.25 S4 932.50 947.25 1,019.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,065.75 1,024.50 41.25 4.0% 20.75 2.0% 7% False True 2,043,179 10 1,075.75 1,024.50 51.25 5.0% 18.00 1.8% 6% False True 1,980,833 20 1,075.75 987.00 88.75 8.6% 16.75 1.6% 46% False False 1,534,827 40 1,075.75 971.25 104.50 10.2% 18.00 1.7% 54% False False 771,311 60 1,075.75 861.50 214.25 20.9% 17.50 1.7% 77% False False 514,858 80 1,075.75 861.25 214.50 20.9% 17.25 1.7% 78% False False 386,444 100 1,075.75 861.25 214.50 20.9% 17.50 1.7% 78% False False 309,169
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 5.18 Widest range in 21 trading days	Fibonacci Retracements and Extensions 4.250 1,190.00 2.618 1,138.50 1.618 1,107.00 1.000 1,087.50 0.618 1,075.50 HIGH 1,056.00 0.618 1,044.00 0.500 1,040.25 0.382 1,036.50 LOW 1,024.50 0.618 1,005.00 1.000 993.00 1.618 973.50 2.618 942.00 4.250 890.50
Fisher Pivots for day following 01-Oct-2009 Pivot 1 day 3 day R1 1,040.25 1,045.00 PP 1,036.00 1,039.25 S1 1,031.75 1,033.50

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