E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 06-May-2009

Day Change Summary
	Previous	Current
	05-May-2009	06-May-2009	Change	Change %	Previous Week
Open	579.70	577.40	-2.30	-0.4%	550.30
High	580.40	584.70	4.30	0.7%	573.30
Low	569.50	568.70	-0.80	-0.1%	533.80
Close	578.10	581.70	3.60	0.6%	557.60
Range	10.90	16.00	5.10	46.8%	39.50
ATR	19.64	19.38	-0.26	-1.3%	0.00
Volume	43,080	38,256	-4,824	-11.2%	216,612

Daily Pivots for day following 06-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	626.37	620.03	590.50
R3	610.37	604.03	586.10
R2	594.37	594.37	584.63
R1	588.03	588.03	583.17	591.20
PP	578.37	578.37	578.37	579.95
S1	572.03	572.03	580.23	575.20
S2	562.37	562.37	578.77
S3	546.37	556.03	577.30
S4	530.37	540.03	572.90

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	584.70	546.80	37.90	6.5%	17.76	3.1%	92%	True	False	46,378
10	584.70	524.10	60.60	10.4%	18.28	3.1%	95%	True	False	42,762
20	584.70	493.40	91.30	15.7%	19.14	3.3%	97%	True	False	35,873
40	584.70	425.20	159.50	27.4%	20.20	3.5%	98%	True	False	35,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	652.70
2.618	626.59
1.618	610.59
1.000	600.70
0.618	594.59
HIGH	584.70
0.618	578.59
0.500	576.70
0.382	574.81
LOW	568.70
0.618	558.81
1.000	552.70
1.618	542.81
2.618	526.81
4.250	500.70

Fisher Pivots for day following 06-May-2009
Pivot	1 day	3 day
R1	580.03	578.30
PP	578.37	574.90
S1	576.70	571.50

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

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