E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	477.40	461.40	-16.00	-3.4%	452.30
High	480.30	499.00	18.70	3.9%	485.40
Low	459.20	461.40	2.20	0.5%	443.50
Close	461.00	494.10	33.10	7.2%	461.00
Range	21.10	37.60	16.50	78.2%	41.90
ATR	19.52	20.84	1.32	6.8%	0.00
Volume	32,052	22,070	-9,982	-31.1%	225,161

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	597.63	583.47	514.78
R3	560.03	545.87	504.44
R2	522.43	522.43	500.99
R1	508.27	508.27	497.55	515.35
PP	484.83	484.83	484.83	488.38
S1	470.67	470.67	490.65	477.75
S2	447.23	447.23	487.21
S3	409.63	433.07	483.76
S4	372.03	395.47	473.42

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	499.00	443.50	55.50	11.2%	24.28	4.9%	91%	True	False	40,192
10	499.00	409.60	89.40	18.1%	21.40	4.3%	95%	True	False	34,277

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.10
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	658.80
2.618	597.44
1.618	559.84
1.000	536.60
0.618	522.24
HIGH	499.00
0.618	484.64
0.500	480.20
0.382	475.76
LOW	461.40
0.618	438.16
1.000	423.80
1.618	400.56
2.618	362.96
4.250	301.60

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	489.47	489.10
PP	484.83	484.10
S1	480.20	479.10

Download as Excel Spreadsheet

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

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