E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	1,112.75	1,108.50	-4.25	-0.4%	1,108.00
High	1,115.75	1,116.75	1.00	0.1%	1,110.75
Low	1,105.25	1,107.75	2.50	0.2%	1,085.00
Close	1,108.75	1,110.50	1.75	0.2%	1,108.00
Range	10.50	9.00	-1.50	-14.3%	25.75
ATR	16.15	15.64	-0.51	-3.2%	0.00
Volume	757,740	629,375	-128,365	-16.9%	10,320,449

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,138.75	1,133.50	1,115.50
R3	1,129.75	1,124.50	1,113.00
R2	1,120.75	1,120.75	1,112.25
R1	1,115.50	1,115.50	1,111.25	1,118.00
PP	1,111.75	1,111.75	1,111.75	1,113.00
S1	1,106.50	1,106.50	1,109.75	1,109.00
S2	1,102.75	1,102.75	1,108.75
S3	1,093.75	1,097.50	1,108.00
S4	1,084.75	1,088.50	1,105.50

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,178.50	1,169.00	1,122.25
R3	1,152.75	1,143.25	1,115.00
R2	1,127.00	1,127.00	1,112.75
R1	1,117.50	1,117.50	1,110.25	1,121.00
PP	1,101.25	1,101.25	1,101.25	1,103.00
S1	1,091.75	1,091.75	1,105.75	1,095.00
S2	1,075.50	1,075.50	1,103.25
S3	1,049.75	1,066.00	1,101.00
S4	1,024.00	1,040.25	1,093.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,118.00	1,092.50	25.50	2.3%	11.25	1.0%	71%	False	False	1,150,601
10	1,119.00	1,085.00	34.00	3.1%	14.25	1.3%	75%	False	False	1,623,015
20	1,119.00	1,067.00	52.00	4.7%	15.75	1.4%	84%	False	False	1,624,542
40	1,119.00	1,026.00	93.00	8.4%	18.00	1.6%	91%	False	False	1,929,447
60	1,119.00	1,012.00	107.00	9.6%	17.75	1.6%	92%	False	False	1,915,959
80	1,119.00	986.50	132.50	11.9%	17.25	1.5%	94%	False	False	1,650,076
100	1,119.00	960.00	159.00	14.3%	17.50	1.6%	95%	False	False	1,320,628
120	1,119.00	861.25	257.75	23.2%	17.25	1.6%	97%	False	False	1,100,831

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.28
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,155.00
2.618	1,140.25
1.618	1,131.25
1.000	1,125.75
0.618	1,122.25
HIGH	1,116.75
0.618	1,113.25
0.500	1,112.25
0.382	1,111.25
LOW	1,107.75
0.618	1,102.25
1.000	1,098.75
1.618	1,093.25
2.618	1,084.25
4.250	1,069.50

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	1,112.25	1,111.25
PP	1,111.75	1,111.00
S1	1,111.00	1,110.75

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

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