E-mini S&P 500 Future March 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	1,114.25	1,117.50	3.25	0.3%	1,106.00
High	1,122.75	1,125.00	2.25	0.2%	1,112.75
Low	1,112.75	1,115.00	2.25	0.2%	1,084.50
Close	1,117.50	1,118.50	1.00	0.1%	1,103.50
Range	10.00	10.00	0.00	0.0%	28.25
ATR	16.37	15.92	-0.46	-2.8%	0.00
Volume	1,615,001	1,502,795	-112,206	-6.9%	10,219,454

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,149.50	1,144.00	1,124.00
R3	1,139.50	1,134.00	1,121.25
R2	1,129.50	1,129.50	1,120.25
R1	1,124.00	1,124.00	1,119.50	1,126.75
PP	1,119.50	1,119.50	1,119.50	1,121.00
S1	1,114.00	1,114.00	1,117.50	1,116.75
S2	1,109.50	1,109.50	1,116.75
S3	1,099.50	1,104.00	1,115.75
S4	1,089.50	1,094.00	1,113.00

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,185.00	1,172.50	1,119.00
R3	1,156.75	1,144.25	1,111.25
R2	1,128.50	1,128.50	1,108.75
R1	1,116.00	1,116.00	1,106.00	1,108.00
PP	1,100.25	1,100.25	1,100.25	1,096.25
S1	1,087.75	1,087.75	1,101.00	1,080.00
S2	1,072.00	1,072.00	1,098.25
S3	1,043.75	1,059.50	1,095.75
S4	1,015.50	1,031.25	1,088.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,125.00	1,084.50	40.50	3.6%	12.25	1.1%	84%	True	False	1,928,462
10	1,125.00	1,084.50	40.50	3.6%	14.00	1.2%	84%	True	False	1,878,396
20	1,125.00	1,040.75	84.25	7.5%	16.75	1.5%	92%	True	False	2,205,540
40	1,148.00	1,040.75	107.25	9.6%	17.25	1.5%	72%	False	False	2,168,479
60	1,148.00	1,040.75	107.25	9.6%	15.75	1.4%	72%	False	False	1,741,612
80	1,148.00	1,034.50	113.50	10.1%	16.00	1.4%	74%	False	False	1,307,649
100	1,148.00	1,021.00	127.00	11.4%	16.50	1.5%	77%	False	False	1,046,862
120	1,148.00	1,007.25	140.75	12.6%	16.50	1.5%	79%	False	False	872,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.63

Fibonacci Retracements and Extensions
4.250	1,167.50
2.618	1,151.25
1.618	1,141.25
1.000	1,135.00
0.618	1,131.25
HIGH	1,125.00
0.618	1,121.25
0.500	1,120.00
0.382	1,118.75
LOW	1,115.00
0.618	1,108.75
1.000	1,105.00
1.618	1,098.75
2.618	1,088.75
4.250	1,072.50

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	1,120.00	1,117.25
PP	1,119.50	1,116.00
S1	1,119.00	1,114.50

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

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