E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 494.10 485.20 -8.90 -1.8% 452.30
High 495.40 499.50 4.10 0.8% 485.40
Low 482.70 473.10 -9.60 -2.0% 443.50
Close 486.00 488.60 2.60 0.5% 461.00
Range 12.70 26.40 13.70 107.9% 41.90
ATR 20.26 20.70 0.44 2.2% 0.00
Volume 32,050 27,191 -4,859 -15.2% 225,161
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 566.27 553.83 503.12
R3 539.87 527.43 495.86
R2 513.47 513.47 493.44
R1 501.03 501.03 491.02 507.25
PP 487.07 487.07 487.07 490.18
S1 474.63 474.63 486.18 480.85
S2 460.67 460.67 483.76
S3 434.27 448.23 481.34
S4 407.87 421.83 474.08
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
5 499.50 459.20 40.30 8.2% 21.90 4.5% 73% True False 30,885
10 499.50 425.20 74.30 15.2% 22.00 4.5% 85% True False 39,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 611.70
2.618 568.62
1.618 542.22
1.000 525.90
0.618 515.82
HIGH 499.50
0.618 489.42
0.500 486.30
0.382 483.18
LOW 473.10
0.618 456.78
1.000 446.70
1.618 430.38
2.618 403.98
4.250 360.90
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 487.83 485.88
PP 487.07 483.17
S1 486.30 480.45

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

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