E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	479.00	477.40	-1.60	-0.3%	452.30
High	485.40	480.30	-5.10	-1.1%	485.40
Low	473.70	459.20	-14.50	-3.1%	443.50
Close	477.60	461.00	-16.60	-3.5%	461.00
Range	11.70	21.10	9.40	80.3%	41.90
ATR	0.00	19.52	19.52		0.00
Volume	41,065	32,052	-9,013	-21.9%	225,161

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	530.13	516.67	472.61
R3	509.03	495.57	466.80
R2	487.93	487.93	464.87
R1	474.47	474.47	462.93	470.65
PP	466.83	466.83	466.83	464.93
S1	453.37	453.37	459.07	449.55
S2	445.73	445.73	457.13
S3	424.63	432.27	455.20
S4	403.53	411.17	449.40

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	589.00	566.90	484.05
R3	547.10	525.00	472.52
R2	505.20	505.20	468.68
R1	483.10	483.10	464.84	494.15
PP	463.30	463.30	463.30	468.83
S1	441.20	441.20	457.16	452.25
S2	421.40	421.40	453.32
S3	379.50	399.30	449.48
S4	337.60	357.40	437.96

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	9.1%	19.94	4.3%	42%	False	False	45,032
10	485.40	400.00	85.40	18.5%	18.92	4.1%	71%	False	False	32,081

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	5.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	569.98
2.618	535.54
1.618	514.44
1.000	501.40
0.618	493.34
HIGH	480.30
0.618	472.24
0.500	469.75
0.382	467.26
LOW	459.20
0.618	446.16
1.000	438.10
1.618	425.06
2.618	403.96
4.250	369.53

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	469.75	470.65
PP	466.83	467.43
S1	463.92	464.22

Download as Excel Spreadsheet

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

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