E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	461.40	494.10	32.70	7.1%	452.30
High	499.00	495.40	-3.60	-0.7%	485.40
Low	461.40	482.70	21.30	4.6%	443.50
Close	494.10	486.00	-8.10	-1.6%	461.00
Range	37.60	12.70	-24.90	-66.2%	41.90
ATR	20.84	20.26	-0.58	-2.8%	0.00
Volume	22,070	32,050	9,980	45.2%	225,161

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	526.13	518.77	492.99
R3	513.43	506.07	489.49
R2	500.73	500.73	488.33
R1	493.37	493.37	487.16	490.70
PP	488.03	488.03	488.03	486.70
S1	480.67	480.67	484.84	478.00
S2	475.33	475.33	483.67
S3	462.63	467.97	482.51
S4	449.93	455.27	479.02

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	455.90	43.10	8.9%	21.94	4.5%	70%	False	False	36,236
10	499.00	425.20	73.80	15.2%	20.65	4.2%	82%	False	False	37,472

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.09
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	549.38
2.618	528.65
1.618	515.95
1.000	508.10
0.618	503.25
HIGH	495.40
0.618	490.55
0.500	489.05
0.382	487.55
LOW	482.70
0.618	474.85
1.000	470.00
1.618	462.15
2.618	449.45
4.250	428.73

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	489.05	483.70
PP	488.03	481.40
S1	487.02	479.10

Download as Excel Spreadsheet

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

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