E-mini S&P 500 Future September 2009

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Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary Previous Current 25-Mar-2009 26-Mar-2009 Change Change % Previous Week Open 803.25 803.50 0.25 0.0% 746.00 High 820.00 827.00 7.00 0.9% 802.50 Low 784.25 803.50 19.25 2.5% 745.25 Close 805.00 824.00 19.00 2.4% 760.75 Range 35.75 23.50 -12.25 -34.3% 57.25 ATR 29.08 28.68 -0.40 -1.4% 0.00 Volume 1,316 2,609 1,293 98.3% 974
Daily Pivots for day following 26-Mar-2009 Classic Woodie Camarilla DeMark R4 888.75 879.75 837.00 R3 865.25 856.25 830.50 R2 841.75 841.75 828.25 R1 832.75 832.75 826.25 837.25 PP 818.25 818.25 818.25 820.50 S1 809.25 809.25 821.75 813.75 S2 794.75 794.75 819.75 S3 771.25 785.75 817.50 S4 747.75 762.25 811.00	Weekly Pivots for week ending 20-Mar-2009 Classic Woodie Camarilla DeMark R4 941.25 908.25 792.25 R3 884.00 851.00 776.50 R2 826.75 826.75 771.25 R1 793.75 793.75 766.00 810.25 PP 769.50 769.50 769.50 777.75 S1 736.50 736.50 755.50 753.00 S2 712.25 712.25 750.25 S3 655.00 679.25 745.00 S4 597.75 622.00 729.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 827.00 758.25 68.75 8.3% 28.75 3.5% 96% True False 1,057 10 827.00 738.25 88.75 10.8% 27.50 3.3% 97% True False 617 20 827.00 662.00 165.00 20.0% 28.25 3.4% 98% True False 334
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 5.63 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 927.00 2.618 888.50 1.618 865.00 1.000 850.50 0.618 841.50 HIGH 827.00 0.618 818.00 0.500 815.25 0.382 812.50 LOW 803.50 0.618 789.00 1.000 780.00 1.618 765.50 2.618 742.00 4.250 703.50
Fisher Pivots for day following 26-Mar-2009 Pivot 1 day 3 day R1 821.00 818.00 PP 818.25 811.75 S1 815.25 805.50

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