E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 515.60 525.00 9.40 1.8% 496.40
High 526.70 530.90 4.20 0.8% 526.70
Low 508.70 507.90 -0.80 -0.2% 473.90
Close 526.30 515.70 -10.60 -2.0% 526.30
Range 18.00 23.00 5.00 27.8% 52.80
ATR 21.00 21.14 0.14 0.7% 0.00
Volume 37,719 31,790 -5,929 -15.7% 170,648
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 587.17 574.43 528.35
R3 564.17 551.43 522.03
R2 541.17 541.17 519.92
R1 528.43 528.43 517.81 523.30
PP 518.17 518.17 518.17 515.60
S1 505.43 505.43 513.59 500.30
S2 495.17 495.17 511.48
S3 472.17 482.43 509.38
S4 449.17 459.43 503.05
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 667.37 649.63 555.34
R3 614.57 596.83 540.82
R2 561.77 561.77 535.98
R1 544.03 544.03 531.14 552.90
PP 508.97 508.97 508.97 513.40
S1 491.23 491.23 521.46 500.10
S2 456.17 456.17 516.62
S3 403.37 438.43 511.78
S4 350.57 385.63 497.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 530.90 473.90 57.00 11.1% 21.86 4.2% 73% True False 34,593
10 530.90 473.10 57.80 11.2% 21.13 4.1% 74% True False 34,024
20 530.90 409.60 121.30 23.5% 21.27 4.1% 87% True False 34,151
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 4.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 628.65
2.618 591.11
1.618 568.11
1.000 553.90
0.618 545.11
HIGH 530.90
0.618 522.11
0.500 519.40
0.382 516.69
LOW 507.90
0.618 493.69
1.000 484.90
1.618 470.69
2.618 447.69
4.250 410.15
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 519.40 514.28
PP 518.17 512.87
S1 516.93 511.45

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

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