E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	942.75	931.00	-11.75	-1.2%	885.00
High	945.75	942.00	-3.75	-0.4%	927.75
Low	922.50	928.00	5.50	0.6%	876.75
Close	931.75	940.50	8.75	0.9%	918.00
Range	23.25	14.00	-9.25	-39.8%	51.00
ATR	23.63	22.94	-0.69	-2.9%	0.00
Volume	1,946,965	1,975,453	28,488	1.5%	9,336,887

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	978.75	973.75	948.25
R3	964.75	959.75	944.25
R2	950.75	950.75	943.00
R1	945.75	945.75	941.75	948.25
PP	936.75	936.75	936.75	938.00
S1	931.75	931.75	939.25	934.25
S2	922.75	922.75	938.00
S3	908.75	917.75	936.75
S4	894.75	903.75	932.75

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,060.50	1,040.25	946.00
R3	1,009.50	989.25	932.00
R2	958.50	958.50	927.25
R1	938.25	938.25	922.75	948.50
PP	907.50	907.50	907.50	912.50
S1	887.25	887.25	913.25	897.50
S2	856.50	856.50	908.75
S3	805.50	836.25	904.00
S4	754.50	785.25	890.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	949.00	902.25	46.75	5.0%	21.50	2.3%	82%	False	False	2,164,976
10	949.00	876.75	72.25	7.7%	22.50	2.4%	88%	False	False	2,263,707
20	949.00	875.25	73.75	7.8%	23.00	2.4%	88%	False	False	2,302,095
40	949.00	802.25	146.75	15.6%	23.25	2.5%	94%	False	False	2,286,607
60	949.00	708.00	241.00	25.6%	25.25	2.7%	96%	False	False	2,325,798
80	949.00	662.75	286.25	30.4%	26.00	2.8%	97%	False	False	1,750,843
100	949.00	662.75	286.25	30.4%	27.50	2.9%	97%	False	False	1,401,930
120	949.00	662.75	286.25	30.4%	27.00	2.9%	97%	False	False	1,168,510

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.50
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,001.50
2.618	978.75
1.618	964.75
1.000	956.00
0.618	950.75
HIGH	942.00
0.618	936.75
0.500	935.00
0.382	933.25
LOW	928.00
0.618	919.25
1.000	914.00
1.618	905.25
2.618	891.25
4.250	868.50

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	938.75	939.00
PP	936.75	937.25
S1	935.00	935.75

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

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