E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 27-May-2009

Day Change Summary
	Previous	Current
	26-May-2009	27-May-2009	Change	Change %	Previous Week
Open	885.00	908.00	23.00	2.6%	882.25
High	911.00	914.00	3.00	0.3%	923.50
Low	876.75	890.50	13.75	1.6%	875.25
Close	908.75	892.50	-16.25	-1.8%	885.00
Range	34.25	23.50	-10.75	-31.4%	48.25
ATR	23.87	23.84	-0.03	-0.1%	0.00
Volume	1,651,521	2,586,181	934,660	56.6%	11,285,106

Daily Pivots for day following 27-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	969.50	954.50	905.50
R3	946.00	931.00	899.00
R2	922.50	922.50	896.75
R1	907.50	907.50	894.75	903.25
PP	899.00	899.00	899.00	897.00
S1	884.00	884.00	890.25	879.75
S2	875.50	875.50	888.25
S3	852.00	860.50	886.00
S4	828.50	837.00	879.50

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	5.2%	23.75	2.7%	34%	False	False	2,277,931
10	923.50	875.25	48.25	5.4%	23.25	2.6%	36%	False	False	2,271,518
20	929.50	849.25	80.25	9.0%	23.25	2.6%	54%	False	False	2,306,954
40	929.50	779.00	150.50	16.9%	24.00	2.7%	75%	False	False	2,323,812
60	929.50	662.75	266.75	29.9%	26.50	3.0%	86%	False	False	2,111,168
80	929.50	662.75	266.75	29.9%	26.75	3.0%	86%	False	False	1,585,909
100	939.25	662.75	276.50	31.0%	27.50	3.1%	83%	False	False	1,269,838
120	939.25	662.75	276.50	31.0%	27.25	3.1%	83%	False	False	1,058,269

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	True
Bear Hook	False
Bull Hook	False
Stretch	5.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,014.00
2.618	975.50
1.618	952.00
1.000	937.50
0.618	928.50
HIGH	914.00
0.618	905.00
0.500	902.25
0.382	899.50
LOW	890.50
0.618	876.00
1.000	867.00
1.618	852.50
2.618	829.00
4.250	790.50

Fisher Pivots for day following 27-May-2009
Pivot	1 day	3 day
R1	902.25	895.50
PP	899.00	894.50
S1	895.75	893.50

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

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