E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 01-May-2009

Day Change Summary
	Previous	Current
	30-Apr-2009	01-May-2009	Change	Change %	Previous Week
Open	557.10	550.40	-6.70	-1.2%	550.30
High	573.30	562.60	-10.70	-1.9%	573.30
Low	546.80	549.90	3.10	0.6%	533.80
Close	560.00	557.60	-2.40	-0.4%	557.60
Range	26.50	12.70	-13.80	-52.1%	39.50
ATR	20.64	20.07	-0.57	-2.7%	0.00
Volume	40,674	55,650	14,976	36.8%	216,612

Daily Pivots for day following 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	594.80	588.90	564.59
R3	582.10	576.20	561.09
R2	569.40	569.40	559.93
R1	563.50	563.50	558.76	566.45
PP	556.70	556.70	556.70	558.18
S1	550.80	550.80	556.44	553.75
S2	544.00	544.00	555.27
S3	531.30	538.10	554.11
S4	518.60	525.40	550.62

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	673.40	655.00	579.33
R3	633.90	615.50	568.46
R2	594.40	594.40	564.84
R1	576.00	576.00	561.22	585.20
PP	554.90	554.90	554.90	559.50
S1	536.50	536.50	553.98	545.70
S2	515.40	515.40	550.36
S3	475.90	497.00	546.74
S4	436.40	457.50	535.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	573.30	533.80	39.50	7.1%	19.02	3.4%	60%	False	False	43,322
10	573.30	515.00	58.30	10.5%	20.46	3.7%	73%	False	False	38,124
20	573.30	493.40	79.90	14.3%	19.72	3.5%	80%	False	False	33,833
40	573.30	395.50	177.80	31.9%	20.25	3.6%	91%	False	False	32,257

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.04
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	616.58
2.618	595.85
1.618	583.15
1.000	575.30
0.618	570.45
HIGH	562.60
0.618	557.75
0.500	556.25
0.382	554.75
LOW	549.90
0.618	542.05
1.000	537.20
1.618	529.35
2.618	516.65
4.250	495.93

Fisher Pivots for day following 01-May-2009
Pivot	1 day	3 day
R1	557.15	558.10
PP	556.70	557.93
S1	556.25	557.77

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

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