E-mini S&P 500 Future September 2009

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Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary Previous Current 12-Mar-2009 13-Mar-2009 Change Change % Previous Week Open 713.75 748.25 34.50 4.8% 681.00 High 747.25 753.00 5.75 0.8% 753.00 Low 711.00 738.25 27.25 3.8% 665.50 Close 746.00 752.25 6.25 0.8% 752.25 Range 36.25 14.75 -21.50 -59.3% 87.50 ATR 27.85 26.92 -0.94 -3.4% 0.00 Volume 17 53 36 211.8% 217
Daily Pivots for day following 13-Mar-2009 Classic Woodie Camarilla DeMark R4 792.00 787.00 760.25 R3 777.25 772.25 756.25 R2 762.50 762.50 755.00 R1 757.50 757.50 753.50 760.00 PP 747.75 747.75 747.75 749.00 S1 742.75 742.75 751.00 745.25 S2 733.00 733.00 749.50 S3 718.25 728.00 748.25 S4 703.50 713.25 744.25	Weekly Pivots for week ending 13-Mar-2009 Classic Woodie Camarilla DeMark R4 986.00 956.75 800.50 R3 898.50 869.25 776.25 R2 811.00 811.00 768.25 R1 781.75 781.75 760.25 796.50 PP 723.50 723.50 723.50 731.00 S1 694.25 694.25 744.25 709.00 S2 636.00 636.00 736.25 S3 548.50 606.75 728.25 S4 461.00 519.25 704.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 753.00 665.50 87.50 11.6% 27.50 3.7% 99% True False 43 10 753.00 662.00 91.00 12.1% 28.50 3.8% 99% True False 56 20 831.00 662.00 169.00 22.5% 26.25 3.5% 53% False False 57
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 5.05 Narrowest range in 17 trading days	Fibonacci Retracements and Extensions 4.250 815.75 2.618 791.50 1.618 776.75 1.000 767.75 0.618 762.00 HIGH 753.00 0.618 747.25 0.500 745.50 0.382 744.00 LOW 738.25 0.618 729.25 1.000 723.50 1.618 714.50 2.618 699.75 4.250 675.50
Fisher Pivots for day following 13-Mar-2009 Pivot 1 day 3 day R1 750.00 745.25 PP 747.75 738.25 S1 745.50 731.50

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