E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	485.20	488.60	3.40	0.7%	452.30
High	499.50	512.20	12.70	2.5%	485.40
Low	473.10	488.60	15.50	3.3%	443.50
Close	488.60	509.50	20.90	4.3%	461.00
Range	26.40	23.60	-2.80	-10.6%	41.90
ATR	20.70	20.91	0.21	1.0%	0.00
Volume	27,191	40,411	13,220	48.6%	225,161

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	574.23	565.47	522.48
R3	550.63	541.87	515.99
R2	527.03	527.03	513.83
R1	518.27	518.27	511.66	522.65
PP	503.43	503.43	503.43	505.63
S1	494.67	494.67	507.34	499.05
S2	479.83	479.83	505.17
S3	456.23	471.07	503.01
S4	432.63	447.47	496.52

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	512.20	459.20	53.00	10.4%	24.28	4.8%	95%	True	False	30,754
10	512.20	443.50	68.70	13.5%	21.33	4.2%	96%	True	False	41,688

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	5.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	612.50
2.618	573.98
1.618	550.38
1.000	535.80
0.618	526.78
HIGH	512.20
0.618	503.18
0.500	500.40
0.382	497.62
LOW	488.60
0.618	474.02
1.000	465.00
1.618	450.42
2.618	426.82
4.250	388.30

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	506.47	503.88
PP	503.43	498.27
S1	500.40	492.65

Download as Excel Spreadsheet

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

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