E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	939.75	941.00	1.25	0.1%	932.25
High	956.50	946.75	-9.75	-1.0%	956.50
Low	936.75	935.25	-1.50	-0.2%	925.50
Close	942.00	944.75	2.75	0.3%	944.75
Range	19.75	11.50	-8.25	-41.8%	31.00
ATR	22.38	21.60	-0.78	-3.5%	0.00
Volume	2,636,837	1,574,555	-1,062,282	-40.3%	10,519,143

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	976.75	972.25	951.00
R3	965.25	960.75	948.00
R2	953.75	953.75	946.75
R1	949.25	949.25	945.75	951.50
PP	942.25	942.25	942.25	943.50
S1	937.75	937.75	943.75	940.00
S2	930.75	930.75	942.75
S3	919.25	926.25	941.50
S4	907.75	914.75	938.50

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,035.25	1,021.00	961.75
R3	1,004.25	990.00	953.25
R2	973.25	973.25	950.50
R1	959.00	959.00	947.50	966.00
PP	942.25	942.25	942.25	945.75
S1	928.00	928.00	942.00	935.00
S2	911.25	911.25	939.00
S3	880.25	897.00	936.25
S4	849.25	866.00	927.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	956.50	925.50	31.00	3.3%	18.50	2.0%	62%	False	False	2,103,828
10	957.50	916.50	41.00	4.3%	20.00	2.1%	69%	False	False	2,043,518
20	957.50	875.25	82.25	8.7%	21.50	2.3%	84%	False	False	2,162,899
40	957.50	823.00	134.50	14.2%	22.50	2.4%	91%	False	False	2,283,378
60	957.50	761.50	196.00	20.7%	24.25	2.6%	93%	False	False	2,339,130
80	957.50	662.75	294.75	31.2%	26.00	2.7%	96%	False	False	1,904,168
100	957.50	662.75	294.75	31.2%	26.25	2.8%	96%	False	False	1,524,494
120	957.50	662.75	294.75	31.2%	26.25	2.8%	96%	False	False	1,271,040

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	True
Bear Hook	False
Bull Hook	False
Stretch	5.43
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	995.50
2.618	976.75
1.618	965.25
1.000	958.25
0.618	953.75
HIGH	946.75
0.618	942.25
0.500	941.00
0.382	939.75
LOW	935.25
0.618	928.25
1.000	923.75
1.618	916.75
2.618	905.25
4.250	886.50

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	943.50	943.75
PP	942.25	942.75
S1	941.00	941.75

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

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