E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 09-Jun-2009

Day Change Summary
	Previous	Current
	08-Jun-2009	09-Jun-2009	Change	Change %	Previous Week
Open	932.25	938.75	6.50	0.7%	920.25
High	946.50	947.00	0.50	0.1%	957.50
Low	925.50	934.25	8.75	0.9%	916.50
Close	938.75	939.50	0.75	0.1%	940.50
Range	21.00	12.75	-8.25	-39.3%	41.00
ATR	22.89	22.16	-0.72	-3.2%	0.00
Volume	2,399,049	1,980,655	-418,394	-17.4%	9,916,045

Daily Pivots for day following 09-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	978.50	971.75	946.50
R3	965.75	959.00	943.00
R2	953.00	953.00	941.75
R1	946.25	946.25	940.75	949.50
PP	940.25	940.25	940.25	942.00
S1	933.50	933.50	938.25	937.00
S2	927.50	927.50	937.25
S3	914.75	920.75	936.00
S4	902.00	908.00	932.50

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%	19.00	2.0%	49%	False	False	2,017,629
10	957.50	886.25	71.25	7.6%	21.25	2.3%	75%	False	False	2,198,111
20	957.50	875.25	82.25	8.8%	22.25	2.4%	78%	False	False	2,208,602
40	957.50	823.00	134.50	14.3%	22.75	2.4%	87%	False	False	2,283,958
60	957.50	746.00	211.50	22.5%	24.75	2.6%	91%	False	False	2,376,636
80	957.50	662.75	294.75	31.4%	26.00	2.8%	94%	False	False	1,827,595
100	957.50	662.75	294.75	31.4%	27.00	2.9%	94%	False	False	1,463,342
120	957.50	662.75	294.75	31.4%	26.50	2.8%	94%	False	False	1,219,891

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.80
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,001.25
2.618	980.50
1.618	967.75
1.000	959.75
0.618	955.00
HIGH	947.00
0.618	942.25
0.500	940.50
0.382	939.00
LOW	934.25
0.618	926.25
1.000	921.50
1.618	913.50
2.618	900.75
4.250	880.00

Fisher Pivots for day following 09-Jun-2009
Pivot	1 day	3 day
R1	940.50	941.50
PP	940.25	940.75
S1	940.00	940.25

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

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