E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	509.00	496.40	-12.60	-2.5%	461.40
High	510.50	498.90	-11.60	-2.3%	512.20
Low	495.70	474.40	-21.30	-4.3%	461.40
Close	499.40	479.10	-20.30	-4.1%	499.40
Range	14.80	24.50	9.70	65.5%	50.80
ATR	20.47	20.79	0.32	1.6%	0.00
Volume	38,159	29,469	-8,690	-22.8%	159,881

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	557.63	542.87	492.58
R3	533.13	518.37	485.84
R2	508.63	508.63	483.59
R1	493.87	493.87	481.35	489.00
PP	484.13	484.13	484.13	481.70
S1	469.37	469.37	476.85	464.50
S2	459.63	459.63	474.61
S3	435.13	444.87	472.36
S4	410.63	420.37	465.63

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	643.40	622.20	527.34
R3	592.60	571.40	513.37
R2	541.80	541.80	508.71
R1	520.60	520.60	504.06	531.20
PP	491.00	491.00	491.00	496.30
S1	469.80	469.80	494.74	480.40
S2	440.20	440.20	490.09
S3	389.40	419.00	485.43
S4	338.60	368.20	471.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	512.20	473.10	39.10	8.2%	20.40	4.3%	15%	False	False	33,456
10	512.20	443.50	68.70	14.3%	22.34	4.7%	52%	False	False	36,824

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	603.03
2.618	563.04
1.618	538.54
1.000	523.40
0.618	514.04
HIGH	498.90
0.618	489.54
0.500	486.65
0.382	483.76
LOW	474.40
0.618	459.26
1.000	449.90
1.618	434.76
2.618	410.26
4.250	370.28

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	486.65	493.30
PP	484.13	488.57
S1	481.62	483.83

Download as Excel Spreadsheet

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

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