E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 452.30 450.60 -1.70 -0.4% 404.80
High 461.90 467.90 6.00 1.3% 460.10
Low 446.00 443.50 -2.50 -0.6% 400.00
Close 449.90 466.60 16.70 3.7% 455.10
Range 15.90 24.40 8.50 53.5% 60.10
ATR
Volume 46,270 51,831 5,561 12.0% 95,657
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 532.53 523.97 480.02
R3 508.13 499.57 473.31
R2 483.73 483.73 471.07
R1 475.17 475.17 468.84 479.45
PP 459.33 459.33 459.33 461.48
S1 450.77 450.77 464.36 455.05
S2 434.93 434.93 462.13
S3 410.53 426.37 459.89
S4 386.13 401.97 453.18
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 618.70 597.00 488.16
R3 558.60 536.90 471.63
R2 498.50 498.50 466.12
R1 476.80 476.80 460.61 487.65
PP 438.40 438.40 438.40 443.83
S1 416.70 416.70 449.59 427.55
S2 378.30 378.30 444.08
S3 318.20 356.60 438.57
S4 258.10 296.50 422.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 467.90 425.20 42.70 9.2% 19.36 4.1% 97% True False 38,708
10 467.90 395.50 72.40 15.5% 17.42 3.7% 98% True False 19,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 571.60
2.618 531.78
1.618 507.38
1.000 492.30
0.618 482.98
HIGH 467.90
0.618 458.58
0.500 455.70
0.382 452.82
LOW 443.50
0.618 428.42
1.000 419.10
1.618 404.02
2.618 379.62
4.250 339.80
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 462.97 462.97
PP 459.33 459.33
S1 455.70 455.70

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

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