E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 509.00 496.40 -12.60 -2.5% 461.40
High 510.50 498.90 -11.60 -2.3% 512.20
Low 495.70 474.40 -21.30 -4.3% 461.40
Close 499.40 479.10 -20.30 -4.1% 499.40
Range 14.80 24.50 9.70 65.5% 50.80
ATR 20.47 20.79 0.32 1.6% 0.00
Volume 38,159 29,469 -8,690 -22.8% 159,881
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 557.63 542.87 492.58
R3 533.13 518.37 485.84
R2 508.63 508.63 483.59
R1 493.87 493.87 481.35 489.00
PP 484.13 484.13 484.13 481.70
S1 469.37 469.37 476.85 464.50
S2 459.63 459.63 474.61
S3 435.13 444.87 472.36
S4 410.63 420.37 465.63
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 643.40 622.20 527.34
R3 592.60 571.40 513.37
R2 541.80 541.80 508.71
R1 520.60 520.60 504.06 531.20
PP 491.00 491.00 491.00 496.30
S1 469.80 469.80 494.74 480.40
S2 440.20 440.20 490.09
S3 389.40 419.00 485.43
S4 338.60 368.20 471.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 512.20 473.10 39.10 8.2% 20.40 4.3% 15% False False 33,456
10 512.20 443.50 68.70 14.3% 22.34 4.7% 52% False False 36,824
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 4.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 603.03
2.618 563.04
1.618 538.54
1.000 523.40
0.618 514.04
HIGH 498.90
0.618 489.54
0.500 486.65
0.382 483.76
LOW 474.40
0.618 459.26
1.000 449.90
1.618 434.76
2.618 410.26
4.250 370.28
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 486.65 493.30
PP 484.13 488.57
S1 481.62 483.83

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

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