E-mini S&P 500 Future June 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	1,113.50	1,114.00	0.50	0.0%	1,064.00
High	1,119.00	1,122.50	3.50	0.3%	1,092.25
Low	1,104.25	1,105.50	1.25	0.1%	1,041.25
Close	1,114.00	1,116.25	2.25	0.2%	1,089.25
Range	14.75	17.00	2.25	15.3%	51.00
ATR	27.10	26.38	-0.72	-2.7%	0.00
Volume	796,631	589,440	-207,191	-26.0%	14,395,235

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,165.75	1,158.00	1,125.50
R3	1,148.75	1,141.00	1,121.00
R2	1,131.75	1,131.75	1,119.25
R1	1,124.00	1,124.00	1,117.75	1,128.00
PP	1,114.75	1,114.75	1,114.75	1,116.75
S1	1,107.00	1,107.00	1,114.75	1,111.00
S2	1,097.75	1,097.75	1,113.25
S3	1,080.75	1,090.00	1,111.50
S4	1,063.75	1,073.00	1,107.00

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,227.25	1,209.25	1,117.25
R3	1,176.25	1,158.25	1,103.25
R2	1,125.25	1,125.25	1,098.50
R1	1,107.25	1,107.25	1,094.00	1,116.25
PP	1,074.25	1,074.25	1,074.25	1,078.75
S1	1,056.25	1,056.25	1,084.50	1,065.25
S2	1,023.25	1,023.25	1,080.00
S3	972.25	1,005.25	1,075.25
S4	921.25	954.25	1,061.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,122.50	1,074.50	48.00	4.3%	18.75	1.7%	87%	True	False	1,175,334
10	1,122.50	1,041.25	81.25	7.3%	25.00	2.2%	92%	True	False	1,988,390
20	1,122.50	1,036.75	85.75	7.7%	28.25	2.5%	93%	True	False	2,512,951
40	1,216.75	1,036.75	180.00	16.1%	29.50	2.6%	44%	False	False	2,712,595
60	1,216.75	1,036.75	180.00	16.1%	23.50	2.1%	44%	False	False	2,400,144
80	1,216.75	1,036.75	180.00	16.1%	20.50	1.8%	44%	False	False	1,995,990
100	1,216.75	1,036.25	180.50	16.2%	20.25	1.8%	44%	False	False	1,597,525
120	1,216.75	1,036.25	180.50	16.2%	19.25	1.7%	44%	False	False	1,331,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,194.75
2.618	1,167.00
1.618	1,150.00
1.000	1,139.50
0.618	1,133.00
HIGH	1,122.50
0.618	1,116.00
0.500	1,114.00
0.382	1,112.00
LOW	1,105.50
0.618	1,095.00
1.000	1,088.50
1.618	1,078.00
2.618	1,061.00
4.250	1,033.25

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	1,115.50	1,112.75
PP	1,114.75	1,109.00
S1	1,114.00	1,105.50

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

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