E-mini S&P 500 Future June 2009

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

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	941.00	932.25	-8.75	-0.9%	920.25
High	957.50	946.50	-11.00	-1.1%	957.50
Low	933.25	925.50	-7.75	-0.8%	916.50
Close	940.50	938.75	-1.75	-0.2%	940.50
Range	24.25	21.00	-3.25	-13.4%	41.00
ATR	23.03	22.89	-0.15	-0.6%	0.00
Volume	1,786,027	2,399,049	613,022	34.3%	9,916,045

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,000.00	990.25	950.25
R3	979.00	969.25	944.50
R2	958.00	958.00	942.50
R1	948.25	948.25	940.75	953.00
PP	937.00	937.00	937.00	939.25
S1	927.25	927.25	936.75	932.00
S2	916.00	916.00	935.00
S3	895.00	906.25	933.00
S4	874.00	885.25	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	922.50	35.00	3.7%	19.50	2.1%	46%	False	False	2,061,064
10	957.50	876.75	80.75	8.6%	23.25	2.5%	77%	False	False	2,165,198
20	957.50	875.25	82.25	8.8%	22.25	2.4%	77%	False	False	2,241,662
40	957.50	823.00	134.50	14.3%	23.00	2.4%	86%	False	False	2,286,481
60	957.50	739.00	218.50	23.3%	25.00	2.7%	91%	False	False	2,385,413
80	957.50	662.75	294.75	31.4%	26.00	2.8%	94%	False	False	1,802,897
100	957.50	662.75	294.75	31.4%	27.25	2.9%	94%	False	False	1,443,699
120	957.50	662.75	294.75	31.4%	26.75	2.8%	94%	False	False	1,203,386

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	False
Bear Hook	False
Bull Hook	False
Stretch	5.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,035.75
2.618	1,001.50
1.618	980.50
1.000	967.50
0.618	959.50
HIGH	946.50
0.618	938.50
0.500	936.00
0.382	933.50
LOW	925.50
0.618	912.50
1.000	904.50
1.618	891.50
2.618	870.50
4.250	836.25

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	937.75	941.50
PP	937.00	940.50
S1	936.00	939.75

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

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