E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 16-Jun-2009

Day Change Summary
	Previous	Current
	15-Jun-2009	16-Jun-2009	Change	Change %	Previous Week
Open	942.75	923.75	-19.00	-2.0%	932.25
High	942.75	928.75	-14.00	-1.5%	956.50
Low	919.25	910.75	-8.50	-0.9%	925.50
Close	923.50	912.00	-11.50	-1.2%	944.75
Range	23.50	18.00	-5.50	-23.4%	31.00
ATR	21.88	21.60	-0.28	-1.3%	0.00
Volume	761,323	747,400	-13,923	-1.8%	10,519,143

Daily Pivots for day following 16-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	971.25	959.50	922.00
R3	953.25	941.50	917.00
R2	935.25	935.25	915.25
R1	923.50	923.50	913.75	920.50
PP	917.25	917.25	917.25	915.50
S1	905.50	905.50	910.25	902.50
S2	899.25	899.25	908.75
S3	881.25	887.50	907.00
S4	863.25	869.50	902.00

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	910.75	45.75	5.0%	20.25	2.2%	3%	False	True	1,529,632
10	957.50	910.75	46.75	5.1%	19.50	2.1%	3%	False	True	1,773,631
20	957.50	876.75	80.75	8.9%	21.00	2.3%	44%	False	False	2,018,055
40	957.50	823.00	134.50	14.7%	22.25	2.4%	66%	False	False	2,209,569
60	957.50	765.50	192.00	21.1%	24.00	2.6%	76%	False	False	2,263,206
80	957.50	662.75	294.75	32.3%	25.75	2.8%	85%	False	False	1,922,799
100	957.50	662.75	294.75	32.3%	26.00	2.8%	85%	False	False	1,539,442
120	957.50	662.75	294.75	32.3%	26.25	2.9%	85%	False	False	1,283,599

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	5.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,005.25
2.618	975.75
1.618	957.75
1.000	946.75
0.618	939.75
HIGH	928.75
0.618	921.75
0.500	919.75
0.382	917.75
LOW	910.75
0.618	899.75
1.000	892.75
1.618	881.75
2.618	863.75
4.250	834.25

Fisher Pivots for day following 16-Jun-2009
Pivot	1 day	3 day
R1	919.75	928.75
PP	917.25	923.25
S1	914.50	917.50

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

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