E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	932.75	930.75	-2.00	-0.2%	907.50
High	944.75	933.75	-11.00	-1.2%	944.75
Low	927.50	918.50	-9.00	-1.0%	907.50
Close	932.25	930.75	-1.50	-0.2%	932.25
Range	17.25	15.25	-2.00	-11.6%	37.25
ATR	19.29	19.00	-0.29	-1.5%	0.00
Volume	347	109	-238	-68.6%	737

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	973.50	967.25	939.25
R3	958.25	952.00	935.00
R2	943.00	943.00	933.50
R1	936.75	936.75	932.25	938.50
PP	927.75	927.75	927.75	928.50
S1	921.50	921.50	929.25	923.00
S2	912.50	912.50	928.00
S3	897.25	906.25	926.50
S4	882.00	891.00	922.25

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,040.00	1,023.25	952.75
R3	1,002.75	986.00	942.50
R2	965.50	965.50	939.00
R1	948.75	948.75	935.75	957.00
PP	928.25	928.25	928.25	932.25
S1	911.50	911.50	928.75	920.00
S2	891.00	891.00	925.50
S3	853.75	874.25	922.00
S4	816.50	837.00	911.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	944.75	914.50	30.25	3.3%	13.00	1.4%	54%	False	False	167
10	944.75	870.00	74.75	8.0%	18.25	2.0%	81%	False	False	89
20	944.75	867.25	77.50	8.3%	18.75	2.0%	82%	False	False	69

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	2.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	998.50
2.618	973.75
1.618	958.50
1.000	949.00
0.618	943.25
HIGH	933.75
0.618	928.00
0.500	926.00
0.382	924.25
LOW	918.50
0.618	909.00
1.000	903.25
1.618	893.75
2.618	878.50
4.250	853.75

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	929.25	931.50
PP	927.75	931.25
S1	926.00	931.00

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

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