E-mini S&P 500 Future September 2009

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Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary Previous Current 30-Jul-2009 31-Jul-2009 Change Change % Previous Week Open 974.00 982.25 8.25 0.8% 977.00 High 994.00 990.50 -3.50 -0.4% 994.00 Low 973.50 978.25 4.75 0.5% 964.00 Close 982.25 984.50 2.25 0.2% 984.50 Range 20.50 12.25 -8.25 -40.2% 30.00 ATR 17.91 17.51 -0.40 -2.3% 0.00 Volume 1,869,236 2,202,255 333,019 17.8% 9,207,471
Daily Pivots for day following 31-Jul-2009 Classic Woodie Camarilla DeMark R4 1,021.25 1,015.00 991.25 R3 1,009.00 1,002.75 987.75 R2 996.75 996.75 986.75 R1 990.50 990.50 985.50 993.50 PP 984.50 984.50 984.50 986.00 S1 978.25 978.25 983.50 981.50 S2 972.25 972.25 982.25 S3 960.00 966.00 981.25 S4 947.75 953.75 977.75	Weekly Pivots for week ending 31-Jul-2009 Classic Woodie Camarilla DeMark R4 1,070.75 1,057.75 1,001.00 R3 1,040.75 1,027.75 992.75 R2 1,010.75 1,010.75 990.00 R1 997.75 997.75 987.25 1,004.25 PP 980.75 980.75 980.75 984.00 S1 967.75 967.75 981.75 974.25 S2 950.75 950.75 979.00 S3 920.75 937.75 976.25 S4 890.75 907.75 968.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 994.00 964.00 30.00 3.0% 15.00 1.5% 68% False False 1,841,494 10 994.00 933.75 60.25 6.1% 16.50 1.7% 84% False False 1,854,962 20 994.00 865.25 128.75 13.1% 17.00 1.7% 93% False False 1,930,708 40 994.00 865.25 128.75 13.1% 18.00 1.8% 93% False False 1,686,754 60 994.00 865.25 128.75 13.1% 19.50 2.0% 93% False False 1,128,924 80 994.00 799.25 194.75 19.8% 20.25 2.1% 95% False False 847,667 100 994.00 709.75 284.25 28.9% 21.75 2.2% 97% False False 678,326 120 994.00 662.00 332.00 33.7% 22.50 2.3% 97% False False 565,281
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.58 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,042.50 2.618 1,022.50 1.618 1,010.25 1.000 1,002.75 0.618 998.00 HIGH 990.50 0.618 985.75 0.500 984.50 0.382 983.00 LOW 978.25 0.618 970.75 1.000 966.00 1.618 958.50 2.618 946.25 4.250 926.25
Fisher Pivots for day following 31-Jul-2009 Pivot 1 day 3 day R1 984.50 982.75 PP 984.50 980.75 S1 984.50 979.00

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