E-mini S&P 500 Future December 2009

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Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary Previous Current 18-Sep-2009 21-Sep-2009 Change Change % Previous Week Open 1,063.00 1,059.25 -3.75 -0.4% 1,036.00 High 1,067.75 1,062.75 -5.00 -0.5% 1,071.50 Low 1,056.00 1,051.50 -4.50 -0.4% 1,025.50 Close 1,061.00 1,060.50 -0.50 0.0% 1,061.00 Range 11.75 11.25 -0.50 -4.3% 46.00 ATR 16.51 16.14 -0.38 -2.3% 0.00 Volume 2,477,295 1,872,677 -604,618 -24.4% 11,275,951
Daily Pivots for day following 21-Sep-2009 Classic Woodie Camarilla DeMark R4 1,092.00 1,087.50 1,066.75 R3 1,080.75 1,076.25 1,063.50 R2 1,069.50 1,069.50 1,062.50 R1 1,065.00 1,065.00 1,061.50 1,067.25 PP 1,058.25 1,058.25 1,058.25 1,059.50 S1 1,053.75 1,053.75 1,059.50 1,056.00 S2 1,047.00 1,047.00 1,058.50 S3 1,035.75 1,042.50 1,057.50 S4 1,024.50 1,031.25 1,054.25	Weekly Pivots for week ending 18-Sep-2009 Classic Woodie Camarilla DeMark R4 1,190.75 1,171.75 1,086.25 R3 1,144.75 1,125.75 1,073.75 R2 1,098.75 1,098.75 1,069.50 R1 1,079.75 1,079.75 1,065.25 1,089.25 PP 1,052.75 1,052.75 1,052.75 1,057.50 S1 1,033.75 1,033.75 1,056.75 1,043.25 S2 1,006.75 1,006.75 1,052.50 S3 960.75 987.75 1,048.25 S4 914.75 941.75 1,035.75
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,071.50 1,038.25 33.25 3.1% 14.25 1.3% 67% False False 2,277,538 10 1,071.50 1,008.25 63.25 6.0% 15.00 1.4% 83% False False 1,517,799 20 1,071.50 986.50 85.00 8.0% 15.75 1.5% 87% False False 767,709 40 1,071.50 960.00 111.50 10.5% 17.00 1.6% 90% False False 385,200 60 1,071.50 861.25 210.25 19.8% 17.00 1.6% 95% False False 257,411 80 1,071.50 861.25 210.25 19.8% 16.75 1.6% 95% False False 193,225 100 1,071.50 857.00 214.50 20.2% 17.50 1.7% 95% False False 154,587
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 4.63 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1,110.50 2.618 1,092.25 1.618 1,081.00 1.000 1,074.00 0.618 1,069.75 HIGH 1,062.75 0.618 1,058.50 0.500 1,057.00 0.382 1,055.75 LOW 1,051.50 0.618 1,044.50 1.000 1,040.25 1.618 1,033.25 2.618 1,022.00 4.250 1,003.75
Fisher Pivots for day following 21-Sep-2009 Pivot 1 day 3 day R1 1,059.50 1,061.50 PP 1,058.25 1,061.25 S1 1,057.00 1,060.75

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