E-mini S&P 500 Future June 2010

Trading Metrics calculated at close of trading on 04-May-2010

Day Change Summary
	Previous	Current
	03-May-2010	04-May-2010	Change	Change %	Previous Week
Open	1,184.50	1,198.25	13.75	1.2%	1,211.25
High	1,202.00	1,199.75	-2.25	-0.2%	1,216.75
Low	1,183.75	1,164.25	-19.50	-1.6%	1,176.75
Close	1,198.50	1,172.50	-26.00	-2.2%	1,183.50
Range	18.25	35.50	17.25	94.5%	40.00
ATR	15.96	17.36	1.40	8.7%	0.00
Volume	2,897,399	1,797,282	-1,100,117	-38.0%	11,909,751

Daily Pivots for day following 04-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,285.25	1,264.50	1,192.00
R3	1,249.75	1,229.00	1,182.25
R2	1,214.25	1,214.25	1,179.00
R1	1,193.50	1,193.50	1,175.75	1,186.00
PP	1,178.75	1,178.75	1,178.75	1,175.25
S1	1,158.00	1,158.00	1,169.25	1,150.50
S2	1,143.25	1,143.25	1,166.00
S3	1,107.75	1,122.50	1,162.75
S4	1,072.25	1,087.00	1,153.00

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,312.25	1,288.00	1,205.50
R3	1,272.25	1,248.00	1,194.50
R2	1,232.25	1,232.25	1,190.75
R1	1,208.00	1,208.00	1,187.25	1,200.00
PP	1,192.25	1,192.25	1,192.25	1,188.50
S1	1,168.00	1,168.00	1,179.75	1,160.00
S2	1,152.25	1,152.25	1,176.25
S3	1,112.25	1,128.00	1,172.50
S4	1,072.25	1,088.00	1,161.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,208.00	1,164.25	43.75	3.7%	22.50	1.9%	19%	False	True	2,624,775
10	1,216.75	1,164.25	52.50	4.5%	20.50	1.8%	16%	False	True	2,297,645
20	1,216.75	1,164.25	52.50	4.5%	16.75	1.4%	16%	False	True	2,111,876
40	1,216.75	1,127.00	89.75	7.7%	14.00	1.2%	51%	False	False	1,811,019
60	1,216.75	1,048.00	168.75	14.4%	14.25	1.2%	74%	False	False	1,211,173
80	1,216.75	1,036.25	180.50	15.4%	15.50	1.3%	75%	False	False	908,808
100	1,216.75	1,036.25	180.50	15.4%	14.50	1.2%	75%	False	False	727,131
120	1,216.75	1,036.25	180.50	15.4%	14.00	1.2%	75%	False	False	605,944

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.43
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	1,350.50
2.618	1,292.75
1.618	1,257.25
1.000	1,235.25
0.618	1,221.75
HIGH	1,199.75
0.618	1,186.25
0.500	1,182.00
0.382	1,177.75
LOW	1,164.25
0.618	1,142.25
1.000	1,128.75
1.618	1,106.75
2.618	1,071.25
4.250	1,013.50

Fisher Pivots for day following 04-May-2010
Pivot	1 day	3 day
R1	1,182.00	1,186.00
PP	1,178.75	1,181.50
S1	1,175.75	1,177.00

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

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