E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 22-Feb-2010

Day Change Summary
	Previous	Current
	19-Feb-2010	22-Feb-2010	Change	Change %	Previous Week
Open	1,105.50	1,106.00	0.50	0.0%	1,077.50
High	1,111.00	1,112.75	1.75	0.2%	1,111.00
Low	1,092.50	1,103.50	11.00	1.0%	1,073.50
Close	1,106.25	1,107.50	1.25	0.1%	1,106.25
Range	18.50	9.25	-9.25	-50.0%	37.50
ATR	18.22	17.58	-0.64	-3.5%	0.00
Volume	1,832,739	2,096,659	263,920	14.4%	8,012,213

Daily Pivots for day following 22-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,135.75	1,130.75	1,112.50
R3	1,126.50	1,121.50	1,110.00
R2	1,117.25	1,117.25	1,109.25
R1	1,112.25	1,112.25	1,108.25	1,114.75
PP	1,108.00	1,108.00	1,108.00	1,109.00
S1	1,103.00	1,103.00	1,106.75	1,105.50
S2	1,098.75	1,098.75	1,105.75
S3	1,089.50	1,093.75	1,105.00
S4	1,080.25	1,084.50	1,102.50

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,209.50	1,195.25	1,127.00
R3	1,172.00	1,157.75	1,116.50
R2	1,134.50	1,134.50	1,113.00
R1	1,120.25	1,120.25	1,109.75	1,127.50
PP	1,097.00	1,097.00	1,097.00	1,100.50
S1	1,082.75	1,082.75	1,102.75	1,090.00
S2	1,059.50	1,059.50	1,099.50
S3	1,022.00	1,045.25	1,096.00
S4	984.50	1,007.75	1,085.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,112.75	1,073.50	39.25	3.5%	14.00	1.3%	87%	True	False	2,021,774
10	1,112.75	1,053.00	59.75	5.4%	16.50	1.5%	91%	True	False	2,363,588
20	1,112.75	1,040.75	72.00	6.5%	19.00	1.7%	93%	True	False	2,482,549
40	1,148.00	1,040.75	107.25	9.7%	16.50	1.5%	62%	False	False	1,943,790
60	1,148.00	1,040.75	107.25	9.7%	16.25	1.5%	62%	False	False	1,522,774
80	1,148.00	1,021.00	127.00	11.5%	16.75	1.5%	68%	False	False	1,143,352
100	1,148.00	1,007.25	140.75	12.7%	16.75	1.5%	71%	False	False	915,122
120	1,148.00	984.25	163.75	14.8%	16.50	1.5%	75%	False	False	762,654

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,152.00
2.618	1,137.00
1.618	1,127.75
1.000	1,122.00
0.618	1,118.50
HIGH	1,112.75
0.618	1,109.25
0.500	1,108.00
0.382	1,107.00
LOW	1,103.50
0.618	1,097.75
1.000	1,094.25
1.618	1,088.50
2.618	1,079.25
4.250	1,064.25

Fisher Pivots for day following 22-Feb-2010
Pivot	1 day	3 day
R1	1,108.00	1,106.00
PP	1,108.00	1,104.25
S1	1,107.75	1,102.50

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

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