E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 11-May-2009

Day Change Summary
	Previous	Current
	08-May-2009	11-May-2009	Change	Change %	Previous Week
Open	566.30	580.40	14.10	2.5%	558.30
High	586.30	582.10	-4.20	-0.7%	589.10
Low	564.70	568.80	4.10	0.7%	558.30
Close	583.30	574.40	-8.90	-1.5%	583.30
Range	21.60	13.30	-8.30	-38.4%	30.80
ATR	20.01	19.62	-0.39	-2.0%	0.00
Volume	38,802	34,733	-4,069	-10.5%	216,762

Daily Pivots for day following 11-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	615.00	608.00	581.72
R3	601.70	594.70	578.06
R2	588.40	588.40	576.84
R1	581.40	581.40	575.62	578.25
PP	575.10	575.10	575.10	573.53
S1	568.10	568.10	573.18	564.95
S2	561.80	561.80	571.96
S3	548.50	554.80	570.74
S4	535.20	541.50	567.09

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	669.30	657.10	600.24
R3	638.50	626.30	591.77
R2	607.70	607.70	588.95
R1	595.50	595.50	586.12	601.60
PP	576.90	576.90	576.90	579.95
S1	564.70	564.70	580.48	570.80
S2	546.10	546.10	577.65
S3	515.30	533.90	574.83
S4	484.50	503.10	566.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	589.10	562.50	26.60	4.6%	17.68	3.1%	45%	False	False	39,452
10	589.10	533.80	55.30	9.6%	19.24	3.3%	73%	False	False	43,465
20	589.10	515.00	74.10	12.9%	19.18	3.3%	80%	False	False	37,691
40	589.10	443.50	145.60	25.3%	20.33	3.5%	90%	False	False	36,153

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.96
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	638.63
2.618	616.92
1.618	603.62
1.000	595.40
0.618	590.32
HIGH	582.10
0.618	577.02
0.500	575.45
0.382	573.88
LOW	568.80
0.618	560.58
1.000	555.50
1.618	547.28
2.618	533.98
4.250	512.28

Fisher Pivots for day following 11-May-2009
Pivot	1 day	3 day
R1	575.45	575.80
PP	575.10	575.33
S1	574.75	574.87

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

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