E-mini S&P 500 Future December 2009

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Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary Previous Current 14-Oct-2009 15-Oct-2009 Change Change % Previous Week Open 1,072.75 1,087.50 14.75 1.4% 1,021.75 High 1,089.75 1,093.25 3.50 0.3% 1,068.50 Low 1,072.75 1,080.50 7.75 0.7% 1,019.50 Close 1,087.75 1,089.75 2.00 0.2% 1,068.00 Range 17.00 12.75 -4.25 -25.0% 49.00 ATR 16.28 16.03 -0.25 -1.5% 0.00 Volume 1,519,381 1,968,023 448,642 29.5% 9,967,555
Daily Pivots for day following 15-Oct-2009 Classic Woodie Camarilla DeMark R4 1,126.00 1,120.75 1,096.75 R3 1,113.25 1,108.00 1,093.25 R2 1,100.50 1,100.50 1,092.00 R1 1,095.25 1,095.25 1,091.00 1,098.00 PP 1,087.75 1,087.75 1,087.75 1,089.25 S1 1,082.50 1,082.50 1,088.50 1,085.00 S2 1,075.00 1,075.00 1,087.50 S3 1,062.25 1,069.75 1,086.25 S4 1,049.50 1,057.00 1,082.75	Weekly Pivots for week ending 09-Oct-2009 Classic Woodie Camarilla DeMark R4 1,199.00 1,182.50 1,095.00 R3 1,150.00 1,133.50 1,081.50 R2 1,101.00 1,101.00 1,077.00 R1 1,084.50 1,084.50 1,072.50 1,092.75 PP 1,052.00 1,052.00 1,052.00 1,056.00 S1 1,035.50 1,035.50 1,063.50 1,043.75 S2 1,003.00 1,003.00 1,059.00 S3 954.00 986.50 1,054.50 S4 905.00 937.50 1,041.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,093.25 1,058.50 34.75 3.2% 12.25 1.1% 90% True False 1,549,902 10 1,093.25 1,012.00 81.25 7.5% 14.00 1.3% 96% True False 1,860,382 20 1,093.25 1,012.00 81.25 7.5% 16.00 1.5% 96% True False 1,920,607 40 1,093.25 986.50 106.75 9.8% 16.50 1.5% 97% True False 1,235,634 60 1,093.25 944.75 148.50 13.6% 17.00 1.6% 98% True False 824,602 80 1,093.25 861.25 232.00 21.3% 17.00 1.6% 98% True False 618,907 100 1,093.25 861.25 232.00 21.3% 16.75 1.5% 98% True False 495,203 120 1,093.25 857.00 236.25 21.7% 17.25 1.6% 99% True False 412,674
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 2.20 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,147.50 2.618 1,126.75 1.618 1,114.00 1.000 1,106.00 0.618 1,101.25 HIGH 1,093.25 0.618 1,088.50 0.500 1,087.00 0.382 1,085.25 LOW 1,080.50 0.618 1,072.50 1.000 1,067.75 1.618 1,059.75 2.618 1,047.00 4.250 1,026.25
Fisher Pivots for day following 15-Oct-2009 Pivot 1 day 3 day R1 1,088.75 1,086.00 PP 1,087.75 1,082.00 S1 1,087.00 1,078.00

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