E-mini S&P 500 Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Feb-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Feb-2009 | 18-Feb-2009 | Change | Change % | Previous Week |  
                        | Open | 815.00 | 782.75 | -32.25 | -4.0% | 860.25 |  
                        | High | 815.00 | 792.50 | -22.50 | -2.8% | 869.75 |  
                        | Low | 782.00 | 773.25 | -8.75 | -1.1% | 802.75 |  
                        | Close | 782.50 | 776.25 | -6.25 | -0.8% | 817.00 |  
                        | Range | 33.00 | 19.25 | -13.75 | -41.7% | 67.00 |  
                        | ATR | 28.17 | 27.53 | -0.64 | -2.3% | 0.00 |  
                        | Volume | 3,553 | 5,247 | 1,694 | 47.7% | 32,667 |  | 
    
| 
        
            | Daily Pivots for day following 18-Feb-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 838.50 | 826.50 | 786.75 |  |  
                | R3 | 819.25 | 807.25 | 781.50 |  |  
                | R2 | 800.00 | 800.00 | 779.75 |  |  
                | R1 | 788.00 | 788.00 | 778.00 | 784.50 |  
                | PP | 780.75 | 780.75 | 780.75 | 778.75 |  
                | S1 | 768.75 | 768.75 | 774.50 | 765.00 |  
                | S2 | 761.50 | 761.50 | 772.75 |  |  
                | S3 | 742.25 | 749.50 | 771.00 |  |  
                | S4 | 723.00 | 730.25 | 765.75 |  |  | 
        
            | Weekly Pivots for week ending 13-Feb-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1,030.75 | 991.00 | 853.75 |  |  
                | R3 | 963.75 | 924.00 | 835.50 |  |  
                | R2 | 896.75 | 896.75 | 829.25 |  |  
                | R1 | 857.00 | 857.00 | 823.25 | 843.50 |  
                | PP | 829.75 | 829.75 | 829.75 | 823.00 |  
                | S1 | 790.00 | 790.00 | 810.75 | 776.50 |  
                | S2 | 762.75 | 762.75 | 804.75 |  |  
                | S3 | 695.75 | 723.00 | 798.50 |  |  
                | S4 | 628.75 | 656.00 | 780.25 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 874.25 |  
            | 2.618 | 843.00 |  
            | 1.618 | 823.75 |  
            | 1.000 | 811.75 |  
            | 0.618 | 804.50 |  
            | HIGH | 792.50 |  
            | 0.618 | 785.25 |  
            | 0.500 | 783.00 |  
            | 0.382 | 780.50 |  
            | LOW | 773.25 |  
            | 0.618 | 761.25 |  
            | 1.000 | 754.00 |  
            | 1.618 | 742.00 |  
            | 2.618 | 722.75 |  
            | 4.250 | 691.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Feb-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 783.00 | 794.00 |  
                                | PP | 780.75 | 788.25 |  
                                | S1 | 778.50 | 782.25 |  |