E-mini S&P 500 Future September 2009

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Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary Previous Current 19-Aug-2009 20-Aug-2009 Change Change % Previous Week Open 989.50 996.75 7.25 0.7% 1,005.75 High 998.75 1,007.75 9.00 0.9% 1,015.75 Low 976.75 994.25 17.50 1.8% 985.75 Close 997.00 1,004.75 7.75 0.8% 1,005.75 Range 22.00 13.50 -8.50 -38.6% 30.00 ATR 19.08 18.68 -0.40 -2.1% 0.00 Volume 1,753,397 2,127,507 374,110 21.3% 8,649,822
Daily Pivots for day following 20-Aug-2009 Classic Woodie Camarilla DeMark R4 1,042.75 1,037.25 1,012.25 R3 1,029.25 1,023.75 1,008.50 R2 1,015.75 1,015.75 1,007.25 R1 1,010.25 1,010.25 1,006.00 1,013.00 PP 1,002.25 1,002.25 1,002.25 1,003.50 S1 996.75 996.75 1,003.50 999.50 S2 988.75 988.75 1,002.25 S3 975.25 983.25 1,001.00 S4 961.75 969.75 997.25	Weekly Pivots for week ending 14-Aug-2009 Classic Woodie Camarilla DeMark R4 1,092.50 1,079.00 1,022.25 R3 1,062.50 1,049.00 1,014.00 R2 1,032.50 1,032.50 1,011.25 R1 1,019.00 1,019.00 1,008.50 1,020.75 PP 1,002.50 1,002.50 1,002.50 1,003.25 S1 989.00 989.00 1,003.00 990.75 S2 972.50 972.50 1,000.25 S3 942.50 959.00 997.50 S4 912.50 929.00 989.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,015.75 975.50 40.25 4.0% 20.25 2.0% 73% False False 1,949,400 10 1,016.00 975.50 40.50 4.0% 20.00 2.0% 72% False False 1,830,048 20 1,016.00 962.50 53.50 5.3% 18.00 1.8% 79% False False 1,869,096 40 1,016.00 865.25 150.75 15.0% 18.00 1.8% 93% False False 1,871,772 60 1,016.00 865.25 150.75 15.0% 18.50 1.8% 93% False False 1,558,200 80 1,016.00 846.00 170.00 16.9% 19.50 1.9% 93% False False 1,170,432 100 1,016.00 776.00 240.00 23.9% 20.50 2.0% 95% False False 936,964 120 1,016.00 662.00 354.00 35.2% 21.75 2.2% 97% False False 780,896
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 3.80 Narrowest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 1,065.00 2.618 1,043.00 1.618 1,029.50 1.000 1,021.25 0.618 1,016.00 HIGH 1,007.75 0.618 1,002.50 0.500 1,001.00 0.382 999.50 LOW 994.25 0.618 986.00 1.000 980.75 1.618 972.50 2.618 959.00 4.250 937.00
Fisher Pivots for day following 20-Aug-2009 Pivot 1 day 3 day R1 1,003.50 1,000.50 PP 1,002.25 996.25 S1 1,001.00 992.00

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