E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 03-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	03-Jul-2009	Change	Change %	Previous Week
Open	914.50	886.75	-27.75	-3.0%	908.50
High	915.25	892.50	-22.75	-2.5%	924.00
Low	889.00	885.00	-4.00	-0.4%	885.00
Close	889.00	889.00	0.00	0.0%	889.00
Range	26.25	7.50	-18.75	-71.4%	39.00
ATR	17.96	17.22	-0.75	-4.2%	0.00
Volume	1,070	1,682	612	57.2%	6,453

Daily Pivots for day following 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	911.25	907.75	893.00
R3	903.75	900.25	891.00
R2	896.25	896.25	890.50
R1	892.75	892.75	889.75	894.50
PP	888.75	888.75	888.75	889.75
S1	885.25	885.25	888.25	887.00
S2	881.25	881.25	887.50
S3	873.75	877.75	887.00
S4	866.25	870.25	885.00

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,016.25	991.75	910.50
R3	977.25	952.75	899.75
R2	938.25	938.25	896.25
R1	913.75	913.75	892.50	906.50
PP	899.25	899.25	899.25	895.75
S1	874.75	874.75	885.50	867.50
S2	860.25	860.25	881.75
S3	821.25	835.75	878.25
S4	782.25	796.75	867.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	924.00	885.00	39.00	4.4%	16.50	1.9%	10%	False	True	1,290
10	924.00	880.50	43.50	4.9%	17.75	2.0%	20%	False	False	1,749
20	948.00	880.50	67.50	7.6%	16.25	1.8%	13%	False	False	954
40	948.00	867.25	80.75	9.1%	17.75	2.0%	27%	False	False	509

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.00
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	924.50
2.618	912.25
1.618	904.75
1.000	900.00
0.618	897.25
HIGH	892.50
0.618	889.75
0.500	888.75
0.382	887.75
LOW	885.00
0.618	880.25
1.000	877.50
1.618	872.75
2.618	865.25
4.250	853.00

Fisher Pivots for day following 03-Jul-2009
Pivot	1 day	3 day
R1	889.00	904.50
PP	888.75	899.25
S1	888.75	894.25

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

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