E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 482.60 493.40 10.80 2.2% 461.40
High 494.10 520.50 26.40 5.3% 512.20
Low 473.90 492.00 18.10 3.8% 461.40
Close 492.60 517.00 24.40 5.0% 499.40
Range 20.20 28.50 8.30 41.1% 50.80
ATR 20.67 21.23 0.56 2.7% 0.00
Volume 36,015 38,339 2,324 6.5% 159,881
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 595.33 584.67 532.68
R3 566.83 556.17 524.84
R2 538.33 538.33 522.23
R1 527.67 527.67 519.61 533.00
PP 509.83 509.83 509.83 512.50
S1 499.17 499.17 514.39 504.50
S2 481.33 481.33 511.78
S3 452.83 470.67 509.16
S4 424.33 442.17 501.33
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
5 520.50 473.90 46.60 9.0% 21.52 4.2% 92% True False 34,217
10 520.50 459.20 61.30 11.9% 22.90 4.4% 94% True False 32,486
20 520.50 395.50 125.00 24.2% 20.78 4.0% 97% True False 30,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.28
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 641.63
2.618 595.11
1.618 566.61
1.000 549.00
0.618 538.11
HIGH 520.50
0.618 509.61
0.500 506.25
0.382 502.89
LOW 492.00
0.618 474.39
1.000 463.50
1.618 445.89
2.618 417.39
4.250 370.88
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 513.42 510.40
PP 509.83 503.80
S1 506.25 497.20

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

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