E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	1,086.00	1,070.75	-15.25	-1.4%	1,075.25
High	1,090.25	1,083.50	-6.75	-0.6%	1,093.75
Low	1,067.00	1,056.75	-10.25	-1.0%	1,066.00
Close	1,072.00	1,061.50	-10.50	-1.0%	1,072.00
Range	23.25	26.75	3.50	15.1%	27.75
ATR	16.95	17.65	0.70	4.1%	0.00
Volume	3,272	5,371	2,099	64.2%	16,875

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,147.50	1,131.25	1,076.25
R3	1,120.75	1,104.50	1,068.75
R2	1,094.00	1,094.00	1,066.50
R1	1,077.75	1,077.75	1,064.00	1,072.50
PP	1,067.25	1,067.25	1,067.25	1,064.50
S1	1,051.00	1,051.00	1,059.00	1,045.75
S2	1,040.50	1,040.50	1,056.50
S3	1,013.75	1,024.25	1,054.25
S4	987.00	997.50	1,046.75

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,160.50	1,144.00	1,087.25
R3	1,132.75	1,116.25	1,079.75
R2	1,105.00	1,105.00	1,077.00
R1	1,088.50	1,088.50	1,074.50	1,083.00
PP	1,077.25	1,077.25	1,077.25	1,074.50
S1	1,060.75	1,060.75	1,069.50	1,055.00
S2	1,049.50	1,049.50	1,067.00
S3	1,021.75	1,033.00	1,064.25
S4	994.00	1,005.25	1,056.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,093.75	1,056.75	37.00	3.5%	22.50	2.1%	13%	False	True	3,982
10	1,093.75	1,056.75	37.00	3.5%	19.00	1.8%	13%	False	True	3,012
20	1,093.75	1,007.25	86.50	8.1%	17.25	1.6%	63%	False	False	2,203
40	1,093.75	984.25	109.50	10.3%	16.00	1.5%	71%	False	False	1,259

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	5.65
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,197.25
2.618	1,153.50
1.618	1,126.75
1.000	1,110.25
0.618	1,100.00
HIGH	1,083.50
0.618	1,073.25
0.500	1,070.00
0.382	1,067.00
LOW	1,056.75
0.618	1,040.25
1.000	1,030.00
1.618	1,013.50
2.618	986.75
4.250	943.00

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	1,070.00	1,073.50
PP	1,067.25	1,069.50
S1	1,064.50	1,065.50

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

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