E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	1,103.25	1,104.00	0.75	0.1%	1,089.75
High	1,111.25	1,105.00	-6.25	-0.6%	1,111.50
Low	1,102.25	1,067.00	-35.25	-3.2%	1,067.00
Close	1,109.00	1,089.50	-19.50	-1.8%	1,089.50
Range	9.00	38.00	29.00	322.2%	44.50
ATR	16.90	18.69	1.79	10.6%	0.00
Volume	1,584,089	1,078,340	-505,749	-31.9%	5,659,304

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,201.25	1,183.25	1,110.50
R3	1,163.25	1,145.25	1,100.00
R2	1,125.25	1,125.25	1,096.50
R1	1,107.25	1,107.25	1,093.00	1,097.25
PP	1,087.25	1,087.25	1,087.25	1,082.00
S1	1,069.25	1,069.25	1,086.00	1,059.25
S2	1,049.25	1,049.25	1,082.50
S3	1,011.25	1,031.25	1,079.00
S4	973.25	993.25	1,068.50

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,222.75	1,200.75	1,114.00
R3	1,178.25	1,156.25	1,101.75
R2	1,133.75	1,133.75	1,097.75
R1	1,111.75	1,111.75	1,093.50	1,100.50
PP	1,089.25	1,089.25	1,089.25	1,083.75
S1	1,067.25	1,067.25	1,085.50	1,056.00
S2	1,044.75	1,044.75	1,081.25
S3	1,000.25	1,022.75	1,077.25
S4	955.75	978.25	1,065.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,111.50	1,067.00	44.50	4.1%	18.50	1.7%	51%	False	True	1,541,272
10	1,112.25	1,067.00	45.25	4.2%	17.00	1.6%	50%	False	True	1,619,399
20	1,112.25	1,026.00	86.25	7.9%	18.50	1.7%	74%	False	False	1,940,251
40	1,112.25	1,012.00	100.25	9.2%	18.25	1.7%	77%	False	False	1,985,261
60	1,112.25	987.00	125.25	11.5%	17.75	1.6%	82%	False	False	1,835,116
80	1,112.25	971.25	141.00	12.9%	18.00	1.7%	84%	False	False	1,378,286
100	1,112.25	861.50	250.75	23.0%	17.75	1.6%	91%	False	False	1,103,019
120	1,112.25	861.25	251.00	23.0%	17.50	1.6%	91%	False	False	919,383

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	2.00
Widest range in 159 trading days

Fibonacci Retracements and Extensions
4.250	1,266.50
2.618	1,204.50
1.618	1,166.50
1.000	1,143.00
0.618	1,128.50
HIGH	1,105.00
0.618	1,090.50
0.500	1,086.00
0.382	1,081.50
LOW	1,067.00
0.618	1,043.50
1.000	1,029.00
1.618	1,005.50
2.618	967.50
4.250	905.50

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	1,088.25	1,089.50
PP	1,087.25	1,089.25
S1	1,086.00	1,089.00

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

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