E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 466.50 479.00 12.50 2.7% 404.80
High 482.50 485.40 2.90 0.6% 460.10
Low 455.90 473.70 17.80 3.9% 400.00
Close 478.70 477.60 -1.10 -0.2% 455.10
Range 26.60 11.70 -14.90 -56.0% 60.10
ATR
Volume 53,943 41,065 -12,878 -23.9% 95,657
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 514.00 507.50 484.04
R3 502.30 495.80 480.82
R2 490.60 490.60 479.75
R1 484.10 484.10 478.67 481.50
PP 478.90 478.90 478.90 477.60
S1 472.40 472.40 476.53 469.80
S2 467.20 467.20 475.46
S3 455.50 460.70 474.38
S4 443.80 449.00 471.17
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
5 485.40 443.50 41.90 8.8% 18.38 3.8% 81% True False 52,622
10 485.40 395.50 89.90 18.8% 18.65 3.9% 91% True False 28,876
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 5.49
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 535.13
2.618 516.03
1.618 504.33
1.000 497.10
0.618 492.63
HIGH 485.40
0.618 480.93
0.500 479.55
0.382 478.17
LOW 473.70
0.618 466.47
1.000 462.00
1.618 454.77
2.618 443.07
4.250 423.98
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 479.55 473.22
PP 478.90 468.83
S1 478.25 464.45

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

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