E-mini S&P 500 Future June 2008

Trading Metrics calculated at close of trading on 30-May-2008

Day Change Summary
	Previous	Current
	29-May-2008	30-May-2008	Change	Change %	Previous Week
Open	1,390.00	1,397.75	7.75	0.6%	1,374.25
High	1,407.00	1,405.00	-2.00	-0.1%	1,407.00
Low	1,386.75	1,395.00	8.25	0.6%	1,370.50
Close	1,397.75	1,400.50	2.75	0.2%	1,400.50
Range	20.25	10.00	-10.25	-50.6%	36.50
ATR	20.28	19.55	-0.73	-3.6%	0.00
Volume	1,703,573	1,722,211	18,638	1.1%	6,521,162

Daily Pivots for day following 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,430.25	1,425.25	1,406.00
R3	1,420.25	1,415.25	1,403.25
R2	1,410.25	1,410.25	1,402.25
R1	1,405.25	1,405.25	1,401.50	1,407.75
PP	1,400.25	1,400.25	1,400.25	1,401.50
S1	1,395.25	1,395.25	1,399.50	1,397.75
S2	1,390.25	1,390.25	1,398.75
S3	1,380.25	1,385.25	1,397.75
S4	1,370.25	1,375.25	1,395.00

Weekly Pivots for week ending 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,502.25	1,487.75	1,420.50
R3	1,465.75	1,451.25	1,410.50
R2	1,429.25	1,429.25	1,407.25
R1	1,414.75	1,414.75	1,403.75	1,422.00
PP	1,392.75	1,392.75	1,392.75	1,396.25
S1	1,378.25	1,378.25	1,397.25	1,385.50
S2	1,356.25	1,356.25	1,393.75
S3	1,319.75	1,341.75	1,390.50
S4	1,283.25	1,305.25	1,380.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,407.00	1,370.50	36.50	2.6%	17.00	1.2%	82%	False	False	1,650,020
10	1,441.00	1,370.50	70.50	5.0%	18.25	1.3%	43%	False	False	1,781,747
20	1,441.00	1,370.50	70.50	5.0%	19.00	1.4%	43%	False	False	1,744,805
40	1,441.00	1,325.00	116.00	8.3%	20.00	1.4%	65%	False	False	1,727,720
60	1,441.00	1,253.00	188.00	13.4%	25.25	1.8%	78%	False	False	1,714,394
80	1,441.00	1,253.00	188.00	13.4%	25.25	1.8%	78%	False	False	1,288,672
100	1,442.50	1,253.00	189.50	13.5%	27.75	2.0%	78%	False	False	1,032,315

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.43
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,447.50
2.618	1,431.25
1.618	1,421.25
1.000	1,415.00
0.618	1,411.25
HIGH	1,405.00
0.618	1,401.25
0.500	1,400.00
0.382	1,398.75
LOW	1,395.00
0.618	1,388.75
1.000	1,385.00
1.618	1,378.75
2.618	1,368.75
4.250	1,352.50

Fisher Pivots for day following 30-May-2008
Pivot	1 day	3 day
R1	1,400.25	1,397.75
PP	1,400.25	1,395.00
S1	1,400.00	1,392.50

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

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