E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	931.00	941.00	10.00	1.1%	920.25
High	942.00	957.50	15.50	1.6%	957.50
Low	928.00	933.25	5.25	0.6%	916.50
Close	940.50	940.50	0.00	0.0%	940.50
Range	14.00	24.25	10.25	73.2%	41.00
ATR	22.94	23.03	0.09	0.4%	0.00
Volume	1,975,453	1,786,027	-189,426	-9.6%	9,916,045

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,016.50	1,002.75	953.75
R3	992.25	978.50	947.25
R2	968.00	968.00	945.00
R1	954.25	954.25	942.75	949.00
PP	943.75	943.75	943.75	941.00
S1	930.00	930.00	938.25	924.75
S2	919.50	919.50	936.00
S3	895.25	905.75	933.75
S4	871.00	881.50	927.25

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,061.25	1,041.75	963.00
R3	1,020.25	1,000.75	951.75
R2	979.25	979.25	948.00
R1	959.75	959.75	944.25	969.50
PP	938.25	938.25	938.25	943.00
S1	918.75	918.75	936.75	928.50
S2	897.25	897.25	933.00
S3	856.25	877.75	929.25
S4	815.25	836.75	918.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	957.50	916.50	41.00	4.4%	21.25	2.3%	59%	True	False	1,983,209
10	957.50	876.75	80.75	8.6%	22.75	2.4%	79%	True	False	2,164,147
20	957.50	875.25	82.25	8.7%	22.50	2.4%	79%	True	False	2,258,888
40	957.50	822.25	135.25	14.4%	23.25	2.5%	87%	True	False	2,278,713
60	957.50	708.00	249.50	26.5%	25.25	2.7%	93%	True	False	2,352,490
80	957.50	662.75	294.75	31.3%	26.25	2.8%	94%	True	False	1,773,025
100	957.50	662.75	294.75	31.3%	27.25	2.9%	94%	True	False	1,419,756
120	957.50	662.75	294.75	31.3%	26.75	2.9%	94%	True	False	1,183,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,060.50
2.618	1,021.00
1.618	996.75
1.000	981.75
0.618	972.50
HIGH	957.50
0.618	948.25
0.500	945.50
0.382	942.50
LOW	933.25
0.618	918.25
1.000	909.00
1.618	894.00
2.618	869.75
4.250	830.25

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	945.50	940.25
PP	943.75	940.25
S1	942.00	940.00

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

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