E-mini S&P 500 Future September 2009

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Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary Previous Current 06-Aug-2009 07-Aug-2009 Change Change % Previous Week Open 1,000.25 994.75 -5.50 -0.5% 982.75 High 1,007.75 1,016.00 8.25 0.8% 1,016.00 Low 989.75 990.00 0.25 0.0% 982.00 Close 995.00 1,006.50 11.50 1.2% 1,006.50 Range 18.00 26.00 8.00 44.4% 34.00 ATR 17.22 17.84 0.63 3.6% 0.00 Volume 1,862,527 1,731,836 -130,691 -7.0% 9,305,830
Daily Pivots for day following 07-Aug-2009 Classic Woodie Camarilla DeMark R4 1,082.25 1,070.25 1,020.75 R3 1,056.25 1,044.25 1,013.75 R2 1,030.25 1,030.25 1,011.25 R1 1,018.25 1,018.25 1,009.00 1,024.25 PP 1,004.25 1,004.25 1,004.25 1,007.00 S1 992.25 992.25 1,004.00 998.25 S2 978.25 978.25 1,001.75 S3 952.25 966.25 999.25 S4 926.25 940.25 992.25	Weekly Pivots for week ending 07-Aug-2009 Classic Woodie Camarilla DeMark R4 1,103.50 1,089.00 1,025.25 R3 1,069.50 1,055.00 1,015.75 R2 1,035.50 1,035.50 1,012.75 R1 1,021.00 1,021.00 1,009.50 1,028.25 PP 1,001.50 1,001.50 1,001.50 1,005.00 S1 987.00 987.00 1,003.50 994.25 S2 967.50 967.50 1,000.25 S3 933.50 953.00 997.25 S4 899.50 919.00 987.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,016.00 982.00 34.00 3.4% 18.25 1.8% 72% True False 1,861,166 10 1,016.00 964.00 52.00 5.2% 16.75 1.7% 82% True False 1,851,330 20 1,016.00 865.50 150.50 15.0% 17.75 1.8% 94% True False 1,906,226 40 1,016.00 865.25 150.75 15.0% 17.50 1.7% 94% True False 1,900,850 60 1,016.00 865.25 150.75 15.0% 18.75 1.9% 94% True False 1,283,385 80 1,016.00 819.75 196.25 19.5% 20.00 2.0% 95% True False 963,893 100 1,016.00 758.25 257.75 25.6% 21.25 2.1% 96% True False 771,379 120 1,016.00 662.00 354.00 35.2% 22.25 2.2% 97% True False 642,829
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.50 Widest range in 11 trading days	Fibonacci Retracements and Extensions 4.250 1,126.50 2.618 1,084.00 1.618 1,058.00 1.000 1,042.00 0.618 1,032.00 HIGH 1,016.00 0.618 1,006.00 0.500 1,003.00 0.382 1,000.00 LOW 990.00 0.618 974.00 1.000 964.00 1.618 948.00 2.618 922.00 4.250 879.50
Fisher Pivots for day following 07-Aug-2009 Pivot 1 day 3 day R1 1,005.25 1,005.25 PP 1,004.25 1,004.00 S1 1,003.00 1,003.00

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