E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 23-Apr-2009

Day Change Summary
	Previous	Current
	22-Apr-2009	23-Apr-2009	Change	Change %	Previous Week
Open	534.20	533.50	-0.70	-0.1%	531.20
High	549.60	540.80	-8.80	-1.6%	551.60
Low	525.60	524.10	-1.50	-0.3%	515.40
Close	533.20	536.20	3.00	0.6%	547.00
Range	24.00	16.70	-7.30	-30.4%	36.20
ATR	20.74	20.45	-0.29	-1.4%	0.00
Volume	31,121	38,895	7,774	25.0%	150,634

Daily Pivots for day following 23-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	583.80	576.70	545.39
R3	567.10	560.00	540.79
R2	550.40	550.40	539.26
R1	543.30	543.30	537.73	546.85
PP	533.70	533.70	533.70	535.48
S1	526.60	526.60	534.67	530.15
S2	517.00	517.00	533.14
S3	500.30	509.90	531.61
S4	483.60	493.20	527.02

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	646.60	633.00	566.91
R3	610.40	596.80	556.96
R2	574.20	574.20	553.64
R1	560.60	560.60	550.32	567.40
PP	538.00	538.00	538.00	541.40
S1	524.40	524.40	543.68	531.20
S2	501.80	501.80	540.36
S3	465.60	488.20	537.05
S4	429.40	452.00	527.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	551.60	515.00	36.60	6.8%	20.62	3.8%	58%	False	False	33,401
10	551.60	506.10	45.50	8.5%	20.19	3.8%	66%	False	False	30,419
20	551.60	473.90	77.70	14.5%	20.45	3.8%	80%	False	False	31,751

Crabel Price Patterns
NR	True
NR4	True
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	4.59
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	611.78
2.618	584.52
1.618	567.82
1.000	557.50
0.618	551.12
HIGH	540.80
0.618	534.42
0.500	532.45
0.382	530.48
LOW	524.10
0.618	513.78
1.000	507.40
1.618	497.08
2.618	480.38
4.250	453.13

Fisher Pivots for day following 23-Apr-2009
Pivot	1 day	3 day
R1	534.95	534.90
PP	533.70	533.60
S1	532.45	532.30

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

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