E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 22-May-2009

Day Change Summary
	Previous	Current
	21-May-2009	22-May-2009	Change	Change %	Previous Week
Open	561.60	555.70	-5.90	-1.1%	544.00
High	562.70	560.50	-2.20	-0.4%	581.70
Low	546.60	547.10	0.50	0.1%	539.50
Close	555.70	548.20	-7.50	-1.3%	548.20
Range	16.10	13.40	-2.70	-16.8%	42.20
ATR	19.41	18.98	-0.43	-2.2%	0.00
Volume	31,869	30,783	-1,086	-3.4%	146,092

Daily Pivots for day following 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	592.13	583.57	555.57
R3	578.73	570.17	551.89
R2	565.33	565.33	550.66
R1	556.77	556.77	549.43	554.35
PP	551.93	551.93	551.93	550.73
S1	543.37	543.37	546.97	540.95
S2	538.53	538.53	545.74
S3	525.13	529.97	544.52
S4	511.73	516.57	540.83

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	683.07	657.83	571.41
R3	640.87	615.63	559.81
R2	598.67	598.67	555.94
R1	573.43	573.43	552.07	586.05
PP	556.47	556.47	556.47	562.78
S1	531.23	531.23	544.33	543.85
S2	514.27	514.27	540.46
S3	472.07	489.03	536.60
S4	429.87	446.83	524.99

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	7.7%	17.82	3.3%	21%	False	False	29,218
10	582.10	539.50	42.60	7.8%	18.30	3.3%	20%	False	False	31,075
20	589.10	533.80	55.30	10.1%	18.80	3.4%	26%	False	False	37,206
40	589.10	473.90	115.20	21.0%	19.57	3.6%	64%	False	False	34,382

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.85
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	617.45
2.618	595.58
1.618	582.18
1.000	573.90
0.618	568.78
HIGH	560.50
0.618	555.38
0.500	553.80
0.382	552.22
LOW	547.10
0.618	538.82
1.000	533.70
1.618	525.42
2.618	512.02
4.250	490.15

Fisher Pivots for day following 22-May-2009
Pivot	1 day	3 day
R1	553.80	564.15
PP	551.93	558.83
S1	550.07	553.52

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

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