E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 27-May-2009

Day Change Summary
	Previous	Current
	26-May-2009	27-May-2009	Change	Change %	Previous Week
Open	549.30	569.60	20.30	3.7%	544.00
High	572.50	575.90	3.40	0.6%	581.70
Low	541.50	560.90	19.40	3.6%	539.50
Close	570.30	561.90	-8.40	-1.5%	548.20
Range	31.00	15.00	-16.00	-51.6%	42.20
ATR	19.84	19.49	-0.35	-1.7%	0.00
Volume	21,501	31,019	9,518	44.3%	146,092

Daily Pivots for day following 27-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	611.23	601.57	570.15
R3	596.23	586.57	566.03
R2	581.23	581.23	564.65
R1	571.57	571.57	563.28	568.90
PP	566.23	566.23	566.23	564.90
S1	556.57	556.57	560.53	553.90
S2	551.23	551.23	559.15
S3	536.23	541.57	557.78
S4	521.23	526.57	553.65

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	541.50	40.20	7.2%	19.06	3.4%	51%	False	False	28,266
10	581.70	539.50	42.20	7.5%	19.30	3.4%	53%	False	False	29,964
20	589.10	539.50	49.60	8.8%	19.45	3.5%	45%	False	False	35,969
40	589.10	473.90	115.20	20.5%	19.74	3.5%	76%	False	False	34,004

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	4.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	639.65
2.618	615.17
1.618	600.17
1.000	590.90
0.618	585.17
HIGH	575.90
0.618	570.17
0.500	568.40
0.382	566.63
LOW	560.90
0.618	551.63
1.000	545.90
1.618	536.63
2.618	521.63
4.250	497.15

Fisher Pivots for day following 27-May-2009
Pivot	1 day	3 day
R1	568.40	560.83
PP	566.23	559.77
S1	564.07	558.70

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

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