E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 450.60 466.50 15.90 3.5% 404.80
High 467.90 482.50 14.60 3.1% 460.10
Low 443.50 455.90 12.40 2.8% 400.00
Close 466.60 478.70 12.10 2.6% 455.10
Range 24.40 26.60 2.20 9.0% 60.10
ATR
Volume 51,831 53,943 2,112 4.1% 95,657
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 552.17 542.03 493.33
R3 525.57 515.43 486.02
R2 498.97 498.97 483.58
R1 488.83 488.83 481.14 493.90
PP 472.37 472.37 472.37 474.90
S1 462.23 462.23 476.26 467.30
S2 445.77 445.77 473.82
S3 419.17 435.63 471.39
S4 392.57 409.03 464.07
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
5 482.50 425.20 57.30 12.0% 22.10 4.6% 93% True False 48,697
10 482.50 395.50 87.00 18.2% 17.48 3.7% 96% True False 24,770
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 595.55
2.618 552.14
1.618 525.54
1.000 509.10
0.618 498.94
HIGH 482.50
0.618 472.34
0.500 469.20
0.382 466.06
LOW 455.90
0.618 439.46
1.000 429.30
1.618 412.86
2.618 386.26
4.250 342.85
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 475.53 473.47
PP 472.37 468.23
S1 469.20 463.00

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

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