E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 26-May-2009

Day Change Summary
	Previous	Current
	22-May-2009	26-May-2009	Change	Change %	Previous Week
Open	888.75	885.00	-3.75	-0.4%	882.25
High	896.00	911.00	15.00	1.7%	923.50
Low	882.00	876.75	-5.25	-0.6%	875.25
Close	885.00	908.75	23.75	2.7%	885.00
Range	14.00	34.25	20.25	144.6%	48.25
ATR	23.07	23.87	0.80	3.5%	0.00
Volume	2,388,542	1,651,521	-737,021	-30.9%	11,285,106

Daily Pivots for day following 26-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,001.50	989.50	927.50
R3	967.25	955.25	918.25
R2	933.00	933.00	915.00
R1	921.00	921.00	912.00	927.00
PP	898.75	898.75	898.75	902.00
S1	886.75	886.75	905.50	892.75
S2	864.50	864.50	902.50
S3	830.25	852.50	899.25
S4	796.00	818.25	890.00

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,039.25	1,010.50	911.50
R3	991.00	962.25	898.25
R2	942.75	942.75	893.75
R1	914.00	914.00	889.50	928.50
PP	894.50	894.50	894.50	901.75
S1	865.75	865.75	880.50	880.00
S2	846.25	846.25	876.25
S3	798.00	817.50	871.75
S4	749.75	769.25	858.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	923.50	876.75	46.75	5.1%	21.50	2.4%	68%	False	True	2,146,367
10	923.50	875.25	48.25	5.3%	23.00	2.5%	69%	False	False	2,219,093
20	929.50	838.50	91.00	10.0%	23.25	2.5%	77%	False	False	2,300,690
40	929.50	775.50	154.00	16.9%	24.50	2.7%	87%	False	False	2,314,419
60	929.50	662.75	266.75	29.4%	26.50	2.9%	92%	False	False	2,068,338
80	929.50	662.75	266.75	29.4%	26.50	2.9%	92%	False	False	1,553,702
100	939.25	662.75	276.50	30.4%	27.50	3.0%	89%	False	False	1,243,987
120	939.25	662.75	276.50	30.4%	27.50	3.0%	89%	False	False	1,036,717

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.58
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1,056.50
2.618	1,000.75
1.618	966.50
1.000	945.25
0.618	932.25
HIGH	911.00
0.618	898.00
0.500	894.00
0.382	889.75
LOW	876.75
0.618	855.50
1.000	842.50
1.618	821.25
2.618	787.00
4.250	731.25

Fisher Pivots for day following 26-May-2009
Pivot	1 day	3 day
R1	903.75	903.75
PP	898.75	898.75
S1	894.00	894.00

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

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