E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 29-Oct-2009

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	1,057.75	1,034.00	-23.75	-2.2%	1,075.25
High	1,058.25	1,059.00	0.75	0.1%	1,093.75
Low	1,033.25	1,032.50	-0.75	-0.1%	1,066.00
Close	1,033.50	1,056.75	23.25	2.2%	1,072.00
Range	25.00	26.50	1.50	6.0%	27.75
ATR	17.80	18.42	0.62	3.5%	0.00
Volume	6,722	3,011	-3,711	-55.2%	16,875

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,129.00	1,119.25	1,071.25
R3	1,102.50	1,092.75	1,064.00
R2	1,076.00	1,076.00	1,061.50
R1	1,066.25	1,066.25	1,059.25	1,071.00
PP	1,049.50	1,049.50	1,049.50	1,051.75
S1	1,039.75	1,039.75	1,054.25	1,044.50
S2	1,023.00	1,023.00	1,052.00
S3	996.50	1,013.25	1,049.50
S4	970.00	986.75	1,042.25

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	1,090.25	1,032.50	57.75	5.5%	22.75	2.1%	42%	False	True	4,643
10	1,093.75	1,032.50	61.25	5.8%	21.25	2.0%	40%	False	True	3,828
20	1,093.75	1,007.25	86.50	8.2%	17.25	1.6%	57%	False	False	2,792
40	1,093.75	984.25	109.50	10.4%	16.25	1.5%	66%	False	False	1,623

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.23
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,171.50
2.618	1,128.50
1.618	1,102.00
1.000	1,085.50
0.618	1,075.50
HIGH	1,059.00
0.618	1,049.00
0.500	1,045.75
0.382	1,042.50
LOW	1,032.50
0.618	1,016.00
1.000	1,006.00
1.618	989.50
2.618	963.00
4.250	920.00

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	1,053.00	1,054.00
PP	1,049.50	1,051.25
S1	1,045.75	1,048.50

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

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