E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 08-May-2009

Day Change Summary
	Previous	Current
	07-May-2009	08-May-2009	Change	Change %	Previous Week
Open	916.75	907.25	-9.50	-1.0%	876.00
High	929.50	927.75	-1.75	-0.2%	929.50
Low	898.00	903.00	5.00	0.6%	876.00
Close	907.00	924.75	17.75	2.0%	924.75
Range	31.50	24.75	-6.75	-21.4%	53.50
ATR	25.07	25.05	-0.02	-0.1%	0.00
Volume	2,650,152	2,743,570	93,418	3.5%	11,365,477

Daily Pivots for day following 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	992.75	983.50	938.25
R3	968.00	958.75	931.50
R2	943.25	943.25	929.25
R1	934.00	934.00	927.00	938.50
PP	918.50	918.50	918.50	920.75
S1	909.25	909.25	922.50	914.00
S2	893.75	893.75	920.25
S3	869.00	884.50	918.00
S4	844.25	859.75	911.25

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,070.50	1,051.25	954.25
R3	1,017.00	997.75	939.50
R2	963.50	963.50	934.50
R1	944.25	944.25	929.75	954.00
PP	910.00	910.00	910.00	915.00
S1	890.75	890.75	919.75	900.50
S2	856.50	856.50	915.00
S3	803.00	837.25	910.00
S4	749.50	783.75	895.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	929.50	876.00	53.50	5.8%	24.75	2.7%	91%	False	False	2,273,095
10	929.50	838.50	91.00	9.8%	23.50	2.5%	95%	False	False	2,358,837
20	929.50	823.00	106.50	11.5%	23.50	2.5%	96%	False	False	2,331,299
40	929.50	739.00	190.50	20.6%	26.25	2.8%	98%	False	False	2,457,289
60	929.50	662.75	266.75	28.8%	27.25	2.9%	98%	False	False	1,656,641
80	929.50	662.75	266.75	28.8%	28.25	3.1%	98%	False	False	1,244,208
100	939.25	662.75	276.50	29.9%	27.50	3.0%	95%	False	False	995,730

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.88
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,033.00
2.618	992.50
1.618	967.75
1.000	952.50
0.618	943.00
HIGH	927.75
0.618	918.25
0.500	915.50
0.382	912.50
LOW	903.00
0.618	887.75
1.000	878.25
1.618	863.00
2.618	838.25
4.250	797.75

Fisher Pivots for day following 08-May-2009
Pivot	1 day	3 day
R1	921.50	920.00
PP	918.50	915.00
S1	915.50	910.25

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These figures are updated between 7pm and 10pm EST after a trading day.

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