E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 21-May-2009

Day Change Summary
	Previous	Current
	20-May-2009	21-May-2009	Change	Change %	Previous Week
Open	567.30	561.60	-5.70	-1.0%	580.40
High	581.70	562.70	-19.00	-3.3%	582.10
Low	561.90	546.60	-15.30	-2.7%	540.10
Close	562.30	555.70	-6.60	-1.2%	544.90
Range	19.80	16.10	-3.70	-18.7%	42.00
ATR	19.66	19.41	-0.25	-1.3%	0.00
Volume	26,160	31,869	5,709	21.8%	164,663

Daily Pivots for day following 21-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	603.30	595.60	564.56
R3	587.20	579.50	560.13
R2	571.10	571.10	558.65
R1	563.40	563.40	557.18	559.20
PP	555.00	555.00	555.00	552.90
S1	547.30	547.30	554.22	543.10
S2	538.90	538.90	552.75
S3	522.80	531.20	551.27
S4	506.70	515.10	546.85

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	581.70	539.50	42.20	7.6%	17.78	3.2%	38%	False	False	29,639
10	586.30	539.50	46.80	8.4%	19.12	3.4%	35%	False	False	31,877
20	589.10	531.50	57.60	10.4%	19.20	3.5%	42%	False	False	37,494
40	589.10	473.90	115.20	20.7%	19.82	3.6%	71%	False	False	34,622

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	3.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	631.13
2.618	604.85
1.618	588.75
1.000	578.80
0.618	572.65
HIGH	562.70
0.618	556.55
0.500	554.65
0.382	552.75
LOW	546.60
0.618	536.65
1.000	530.50
1.618	520.55
2.618	504.45
4.250	478.18

Fisher Pivots for day following 21-May-2009
Pivot	1 day	3 day
R1	555.35	564.15
PP	555.00	561.33
S1	554.65	558.52

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

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