E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	580.40	573.70	-6.70	-1.2%	558.30
High	582.10	579.10	-3.00	-0.5%	589.10
Low	568.80	556.40	-12.40	-2.2%	558.30
Close	574.40	567.20	-7.20	-1.3%	583.30
Range	13.30	22.70	9.40	70.7%	30.80
ATR	19.62	19.84	0.22	1.1%	0.00
Volume	34,733	28,900	-5,833	-16.8%	216,762

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	635.67	624.13	579.69
R3	612.97	601.43	573.44
R2	590.27	590.27	571.36
R1	578.73	578.73	569.28	573.15
PP	567.57	567.57	567.57	564.78
S1	556.03	556.03	565.12	550.45
S2	544.87	544.87	563.04
S3	522.17	533.33	560.96
S4	499.47	510.63	554.72

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	556.40	32.70	5.8%	20.04	3.5%	33%	False	True	36,616
10	589.10	542.90	46.20	8.1%	19.60	3.5%	53%	False	False	41,975
20	589.10	515.00	74.10	13.1%	19.51	3.4%	70%	False	False	37,896
40	589.10	443.50	145.60	25.7%	20.50	3.6%	85%	False	False	35,719

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.61
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	675.58
2.618	638.53
1.618	615.83
1.000	601.80
0.618	593.13
HIGH	579.10
0.618	570.43
0.500	567.75
0.382	565.07
LOW	556.40
0.618	542.37
1.000	533.70
1.618	519.67
2.618	496.97
4.250	459.93

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	567.75	571.35
PP	567.57	569.97
S1	567.38	568.58

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

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