E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	939.25	939.75	0.50	0.1%	920.25
High	955.00	956.50	1.50	0.2%	957.50
Low	927.00	936.75	9.75	1.1%	916.50
Close	940.50	942.00	1.50	0.2%	940.50
Range	28.00	19.75	-8.25	-29.5%	41.00
ATR	22.58	22.38	-0.20	-0.9%	0.00
Volume	1,928,047	2,636,837	708,790	36.8%	9,916,045

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,004.25	993.00	952.75
R3	984.50	973.25	947.50
R2	964.75	964.75	945.50
R1	953.50	953.50	943.75	959.00
PP	945.00	945.00	945.00	948.00
S1	933.75	933.75	940.25	939.50
S2	925.25	925.25	938.50
S3	905.50	914.00	936.50
S4	885.75	894.25	931.25

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	925.50	32.00	3.4%	21.25	2.2%	52%	False	False	2,146,123
10	957.50	902.25	55.25	5.9%	21.50	2.3%	72%	False	False	2,155,549
20	957.50	875.25	82.25	8.7%	22.00	2.3%	81%	False	False	2,207,230
40	957.50	823.00	134.50	14.3%	23.00	2.4%	88%	False	False	2,298,408
60	957.50	761.50	196.00	20.8%	24.75	2.6%	92%	False	False	2,359,991
80	957.50	662.75	294.75	31.3%	26.00	2.8%	95%	False	False	1,884,552
100	957.50	662.75	294.75	31.3%	26.50	2.8%	95%	False	False	1,508,772
120	957.50	662.75	294.75	31.3%	26.50	2.8%	95%	False	False	1,257,927

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,040.50
2.618	1,008.25
1.618	988.50
1.000	976.25
0.618	968.75
HIGH	956.50
0.618	949.00
0.500	946.50
0.382	944.25
LOW	936.75
0.618	924.50
1.000	917.00
1.618	904.75
2.618	885.00
4.250	852.75

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	946.50	942.00
PP	945.00	941.75
S1	943.50	941.75

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

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