E-mini S&P 500 Future June 2008

Trading Metrics calculated at close of trading on 16-Jun-2008

Day Change Summary
	Previous	Current
	13-Jun-2008	16-Jun-2008	Change	Change %	Previous Week
Open	1,340.75	1,357.00	16.25	1.2%	1,358.75
High	1,361.50	1,365.00	3.50	0.3%	1,371.50
Low	1,337.00	1,349.25	12.25	0.9%	1,331.00
Close	1,357.50	1,357.75	0.25	0.0%	1,357.50
Range	24.50	15.75	-8.75	-35.7%	40.50
ATR	23.11	22.58	-0.53	-2.3%	0.00
Volume	1,417,461	746,590	-670,871	-47.3%	11,135,731

Daily Pivots for day following 16-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,404.50	1,397.00	1,366.50
R3	1,388.75	1,381.25	1,362.00
R2	1,373.00	1,373.00	1,360.75
R1	1,365.50	1,365.50	1,359.25	1,369.25
PP	1,357.25	1,357.25	1,357.25	1,359.25
S1	1,349.75	1,349.75	1,356.25	1,353.50
S2	1,341.50	1,341.50	1,354.75
S3	1,325.75	1,334.00	1,353.50
S4	1,310.00	1,318.25	1,349.00

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,474.75	1,456.75	1,379.75
R3	1,434.25	1,416.25	1,368.75
R2	1,393.75	1,393.75	1,365.00
R1	1,375.75	1,375.75	1,361.25	1,364.50
PP	1,353.25	1,353.25	1,353.25	1,347.75
S1	1,335.25	1,335.25	1,353.75	1,324.00
S2	1,312.75	1,312.75	1,350.00
S3	1,272.25	1,294.75	1,346.25
S4	1,231.75	1,254.25	1,335.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,367.25	1,331.00	36.25	2.7%	22.25	1.6%	74%	False	False	1,822,577
10	1,411.00	1,331.00	80.00	5.9%	25.75	1.9%	33%	False	False	1,982,356
20	1,441.00	1,331.00	110.00	8.1%	22.50	1.6%	24%	False	False	1,853,720
40	1,441.00	1,331.00	110.00	8.1%	21.00	1.5%	24%	False	False	1,774,214
60	1,441.00	1,309.50	131.50	9.7%	21.75	1.6%	37%	False	False	1,772,976
80	1,441.00	1,253.00	188.00	13.8%	25.25	1.9%	56%	False	False	1,550,433
100	1,441.00	1,253.00	188.00	13.8%	26.25	1.9%	56%	False	False	1,241,721
120	1,520.00	1,253.00	267.00	19.7%	27.50	2.0%	39%	False	False	1,035,450

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	5.93
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,432.00
2.618	1,406.25
1.618	1,390.50
1.000	1,380.75
0.618	1,374.75
HIGH	1,365.00
0.618	1,359.00
0.500	1,357.00
0.382	1,355.25
LOW	1,349.25
0.618	1,339.50
1.000	1,333.50
1.618	1,323.75
2.618	1,308.00
4.250	1,282.25

Fisher Pivots for day following 16-Jun-2008
Pivot	1 day	3 day
R1	1,357.50	1,354.50
PP	1,357.25	1,351.25
S1	1,357.00	1,348.00

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

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