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

Download as Excel Spreadsheet

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

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