E-mini S&P 500 Future December 2009

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Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary Previous Current 19-Nov-2009 20-Nov-2009 Change Change % Previous Week Open 1,108.50 1,094.00 -14.50 -1.3% 1,092.00 High 1,109.50 1,095.00 -14.50 -1.3% 1,112.25 Low 1,086.50 1,083.50 -3.00 -0.3% 1,083.50 Close 1,094.25 1,090.00 -4.25 -0.4% 1,090.00 Range 23.00 11.50 -11.50 -50.0% 28.75 ATR 18.05 17.58 -0.47 -2.6% 0.00 Volume 1,480,000 2,047,058 567,058 38.3% 8,514,500
Daily Pivots for day following 20-Nov-2009 Classic Woodie Camarilla DeMark R4 1,124.00 1,118.50 1,096.25 R3 1,112.50 1,107.00 1,093.25 R2 1,101.00 1,101.00 1,092.00 R1 1,095.50 1,095.50 1,091.00 1,092.50 PP 1,089.50 1,089.50 1,089.50 1,088.00 S1 1,084.00 1,084.00 1,089.00 1,081.00 S2 1,078.00 1,078.00 1,088.00 S3 1,066.50 1,072.50 1,086.75 S4 1,055.00 1,061.00 1,083.75	Weekly Pivots for week ending 20-Nov-2009 Classic Woodie Camarilla DeMark R4 1,181.50 1,164.50 1,105.75 R3 1,152.75 1,135.75 1,098.00 R2 1,124.00 1,124.00 1,095.25 R1 1,107.00 1,107.00 1,092.75 1,101.00 PP 1,095.25 1,095.25 1,095.25 1,092.25 S1 1,078.25 1,078.25 1,087.25 1,072.50 S2 1,066.50 1,066.50 1,084.75 S3 1,037.75 1,049.50 1,082.00 S4 1,009.00 1,020.75 1,074.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,112.25 1,083.50 28.75 2.6% 15.00 1.4% 23% False True 1,702,900 10 1,112.25 1,065.00 47.25 4.3% 15.50 1.4% 53% False False 1,806,145 20 1,112.25 1,026.00 86.25 7.9% 19.00 1.7% 74% False False 2,156,849 40 1,112.25 1,012.00 100.25 9.2% 18.50 1.7% 78% False False 2,041,292 60 1,112.25 986.50 125.75 11.5% 17.50 1.6% 82% False False 1,742,280 80 1,112.25 971.25 141.00 12.9% 17.75 1.6% 84% False False 1,307,632 100 1,112.25 861.25 251.00 23.0% 17.50 1.6% 91% False False 1,046,494 120 1,112.25 861.25 251.00 23.0% 17.50 1.6% 91% False False 872,226
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 2.30 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,144.00 2.618 1,125.00 1.618 1,113.50 1.000 1,106.50 0.618 1,102.00 HIGH 1,095.00 0.618 1,090.50 0.500 1,089.25 0.382 1,088.00 LOW 1,083.50 0.618 1,076.50 1.000 1,072.00 1.618 1,065.00 2.618 1,053.50 4.250 1,034.50
Fisher Pivots for day following 20-Nov-2009 Pivot 1 day 3 day R1 1,089.75 1,097.00 PP 1,089.50 1,094.75 S1 1,089.25 1,092.50

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