E-mini S&P 500 Future March 2009

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Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary Previous Current 25-Aug-2008 26-Aug-2008 Change Change % Previous Week Open 1,279.00 1,275.25 -3.75 -0.3% 1,279.00 High 1,279.00 1,278.50 -0.50 0.0% 1,297.00 Low 1,271.25 1,278.50 7.25 0.6% 1,269.00 Close 1,270.00 1,275.25 5.25 0.4% 1,296.00 Range 7.75 0.00 -7.75 -100.0% 28.00 ATR Volume 4 13 9 225.0% 14
Daily Pivots for day following 26-Aug-2008 Classic Woodie Camarilla DeMark R4 1,277.50 1,276.25 1,275.25 R3 1,277.50 1,276.25 1,275.25 R2 1,277.50 1,277.50 1,275.25 R1 1,276.25 1,276.25 1,275.25 1,275.25 PP 1,277.50 1,277.50 1,277.50 1,277.00 S1 1,276.25 1,276.25 1,275.25 1,275.25 S2 1,277.50 1,277.50 1,275.25 S3 1,277.50 1,276.25 1,275.25 S4 1,277.50 1,276.25 1,275.25	Weekly Pivots for week ending 22-Aug-2008 Classic Woodie Camarilla DeMark R4 1,371.25 1,361.75 1,311.50 R3 1,343.25 1,333.75 1,303.75 R2 1,315.25 1,315.25 1,301.25 R1 1,305.75 1,305.75 1,298.50 1,310.50 PP 1,287.25 1,287.25 1,287.25 1,289.75 S1 1,277.75 1,277.75 1,293.50 1,282.50 S2 1,259.25 1,259.25 1,290.75 S3 1,231.25 1,249.75 1,288.25 S4 1,203.25 1,221.75 1,280.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,297.00 1,269.00 28.00 2.2% 6.25 0.5% 22% False False 6 10 1,303.50 1,269.00 34.50 2.7% 3.00 0.2% 18% False False 3
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.30 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,278.50 2.618 1,278.50 1.618 1,278.50 1.000 1,278.50 0.618 1,278.50 HIGH 1,278.50 0.618 1,278.50 0.500 1,278.50 0.382 1,278.50 LOW 1,278.50 0.618 1,278.50 1.000 1,278.50 1.618 1,278.50 2.618 1,278.50 4.250 1,278.50
Fisher Pivots for day following 26-Aug-2008 Pivot 1 day 3 day R1 1,278.50 1,284.00 PP 1,277.50 1,281.25 S1 1,276.25 1,278.25

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