E-mini S&P 500 Future December 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	1,105.00	1,105.50	0.50	0.0%	1,084.50
High	1,111.25	1,111.75	0.50	0.0%	1,111.75
Low	1,097.00	1,104.50	7.50	0.7%	1,080.00
Close	1,107.25	1,106.00	-1.25	-0.1%	1,106.00
Range	14.25	7.25	-7.00	-49.1%	31.75
ATR	24.73	23.48	-1.25	-5.0%	0.00
Volume	131	511	380	290.1%	2,209

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,129.25	1,124.75	1,110.00
R3	1,122.00	1,117.50	1,108.00
R2	1,114.75	1,114.75	1,107.25
R1	1,110.25	1,110.25	1,106.75	1,112.50
PP	1,107.50	1,107.50	1,107.50	1,108.50
S1	1,103.00	1,103.00	1,105.25	1,105.25
S2	1,100.25	1,100.25	1,104.75
S3	1,093.00	1,095.75	1,104.00
S4	1,085.75	1,088.50	1,102.00

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1,194.50	1,182.00	1,123.50
R3	1,162.75	1,150.25	1,114.75
R2	1,131.00	1,131.00	1,111.75
R1	1,118.50	1,118.50	1,109.00	1,124.75
PP	1,099.25	1,099.25	1,099.25	1,102.50
S1	1,086.75	1,086.75	1,103.00	1,093.00
S2	1,067.50	1,067.50	1,100.25
S3	1,035.75	1,055.00	1,097.25
S4	1,004.00	1,023.25	1,088.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,111.75	1,080.00	31.75	2.9%	15.75	1.4%	82%	True	False	441
10	1,111.75	1,033.25	78.50	7.1%	19.75	1.8%	93%	True	False	261
20	1,111.75	1,029.25	82.50	7.5%	25.00	2.3%	93%	True	False	156
40	1,208.00	1,029.25	178.75	16.2%	27.00	2.4%	43%	False	False	160
60	1,208.00	1,029.25	178.75	16.2%	21.50	1.9%	43%	False	False	120
80	1,208.00	1,029.25	178.75	16.2%	17.50	1.6%	43%	False	False	112
100	1,208.00	1,029.25	178.75	16.2%	15.50	1.4%	43%	False	False	91

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.55
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	1,142.50
2.618	1,130.75
1.618	1,123.50
1.000	1,119.00
0.618	1,116.25
HIGH	1,111.75
0.618	1,109.00
0.500	1,108.00
0.382	1,107.25
LOW	1,104.50
0.618	1,100.00
1.000	1,097.25
1.618	1,092.75
2.618	1,085.50
4.250	1,073.75

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	1,108.00	1,105.25
PP	1,107.50	1,104.75
S1	1,106.75	1,104.00

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

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