E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 15-May-2009

Day Change Summary
	Previous	Current
	14-May-2009	15-May-2009	Change	Change %	Previous Week
Open	544.80	549.30	4.50	0.8%	580.40
High	556.00	554.70	-1.30	-0.2%	582.10
Low	540.10	541.50	1.40	0.3%	540.10
Close	548.40	544.90	-3.50	-0.6%	544.90
Range	15.90	13.20	-2.70	-17.0%	42.00
ATR	20.15	19.66	-0.50	-2.5%	0.00
Volume	34,364	32,888	-1,476	-4.3%	164,663

Daily Pivots for day following 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	586.63	578.97	552.16
R3	573.43	565.77	548.53
R2	560.23	560.23	547.32
R1	552.57	552.57	546.11	549.80
PP	547.03	547.03	547.03	545.65
S1	539.37	539.37	543.69	536.60
S2	533.83	533.83	542.48
S3	520.63	526.17	541.27
S4	507.43	512.97	537.64

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	681.70	655.30	568.00
R3	639.70	613.30	556.45
R2	597.70	597.70	552.60
R1	571.30	571.30	548.75	563.50
PP	555.70	555.70	555.70	551.80
S1	529.30	529.30	541.05	521.50
S2	513.70	513.70	537.20
S3	471.70	487.30	533.35
S4	429.70	445.30	521.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	582.10	540.10	42.00	7.7%	18.78	3.4%	11%	False	False	32,932
10	589.10	540.10	49.00	9.0%	19.17	3.5%	10%	False	False	38,142
20	589.10	515.00	74.10	13.6%	19.82	3.6%	40%	False	False	38,133
40	589.10	459.20	129.90	23.8%	20.38	3.7%	66%	False	False	34,574

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.57
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	610.80
2.618	589.26
1.618	576.06
1.000	567.90
0.618	562.86
HIGH	554.70
0.618	549.66
0.500	548.10
0.382	546.54
LOW	541.50
0.618	533.34
1.000	528.30
1.618	520.14
2.618	506.94
4.250	485.40

Fisher Pivots for day following 15-May-2009
Pivot	1 day	3 day
R1	548.10	554.90
PP	547.03	551.57
S1	545.97	548.23

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

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