E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 525.00 517.00 -8.00 -1.5% 496.40
High 530.90 518.10 -12.80 -2.4% 526.70
Low 507.90 498.00 -9.90 -1.9% 473.90
Close 515.70 501.20 -14.50 -2.8% 526.30
Range 23.00 20.10 -2.90 -12.6% 52.80
ATR 21.14 21.07 -0.07 -0.4% 0.00
Volume 31,790 25,266 -6,524 -20.5% 170,648
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 566.07 553.73 512.26
R3 545.97 533.63 506.73
R2 525.87 525.87 504.89
R1 513.53 513.53 503.04 509.65
PP 505.77 505.77 505.77 503.83
S1 493.43 493.43 499.36 489.55
S2 485.67 485.67 497.52
S3 465.57 473.33 495.67
S4 445.47 453.23 490.15
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 11.4% 21.96 4.4% 48% False False 33,825
10 530.90 473.10 57.80 11.5% 21.87 4.4% 49% False False 33,346
20 530.90 425.20 105.70 21.1% 21.26 4.2% 72% False False 35,409
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 603.53
2.618 570.72
1.618 550.62
1.000 538.20
0.618 530.52
HIGH 518.10
0.618 510.42
0.500 508.05
0.382 505.68
LOW 498.00
0.618 485.58
1.000 477.90
1.618 465.48
2.618 445.38
4.250 412.58
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 508.05 514.45
PP 505.77 510.03
S1 503.48 505.62

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

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