E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	496.40	478.60	-17.80	-3.6%	461.40
High	498.90	495.80	-3.10	-0.6%	512.20
Low	474.40	476.20	1.80	0.4%	461.40
Close	479.10	487.90	8.80	1.8%	499.40
Range	24.50	19.60	-4.90	-20.0%	50.80
ATR	20.79	20.71	-0.09	-0.4%	0.00
Volume	29,469	29,106	-363	-1.2%	159,881

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	545.43	536.27	498.68
R3	525.83	516.67	493.29
R2	506.23	506.23	491.49
R1	497.07	497.07	489.70	501.65
PP	486.63	486.63	486.63	488.93
S1	477.47	477.47	486.10	482.05
S2	467.03	467.03	484.31
S3	447.43	457.87	482.51
S4	427.83	438.27	477.12

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	8.0%	21.78	4.5%	38%	False	False	32,867
10	512.20	455.90	56.30	11.5%	21.86	4.5%	57%	False	False	34,551
20	512.20	395.50	116.70	23.9%	19.64	4.0%	79%	False	False	26,965

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	3.86
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	579.10
2.618	547.11
1.618	527.51
1.000	515.40
0.618	507.91
HIGH	495.80
0.618	488.31
0.500	486.00
0.382	483.69
LOW	476.20
0.618	464.09
1.000	456.60
1.618	444.49
2.618	424.89
4.250	392.90

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	487.27	492.45
PP	486.63	490.93
S1	486.00	489.42

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols