E-mini S&P MIDCAP 400 Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Apr-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Apr-2009 | 
                    08-Apr-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        517.00 | 
                        502.60 | 
                        -14.40 | 
                        -2.8% | 
                        496.40 | 
                     
                    
                        | High | 
                        518.10 | 
                        508.20 | 
                        -9.90 | 
                        -1.9% | 
                        526.70 | 
                     
                    
                        | Low | 
                        498.00 | 
                        493.40 | 
                        -4.60 | 
                        -0.9% | 
                        473.90 | 
                     
                    
                        | Close | 
                        501.20 | 
                        506.20 | 
                        5.00 | 
                        1.0% | 
                        526.30 | 
                     
                    
                        | Range | 
                        20.10 | 
                        14.80 | 
                        -5.30 | 
                        -26.4% | 
                        52.80 | 
                     
                    
                        | ATR | 
                        21.07 | 
                        20.62 | 
                        -0.45 | 
                        -2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        25,266 | 
                        24,550 | 
                        -716 | 
                        -2.8% | 
                        170,648 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Apr-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                547.00 | 
                541.40 | 
                514.34 | 
                 | 
             
            
                | R3 | 
                532.20 | 
                526.60 | 
                510.27 | 
                 | 
             
            
                | R2 | 
                517.40 | 
                517.40 | 
                508.91 | 
                 | 
             
            
                | R1 | 
                511.80 | 
                511.80 | 
                507.56 | 
                514.60 | 
             
            
                | PP | 
                502.60 | 
                502.60 | 
                502.60 | 
                504.00 | 
             
            
                | S1 | 
                497.00 | 
                497.00 | 
                504.84 | 
                499.80 | 
             
            
                | S2 | 
                487.80 | 
                487.80 | 
                503.49 | 
                 | 
             
            
                | S3 | 
                473.00 | 
                482.20 | 
                502.13 | 
                 | 
             
            
                | S4 | 
                458.20 | 
                467.40 | 
                498.06 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            571.10 | 
         
        
            | 
2.618             | 
            546.95 | 
         
        
            | 
1.618             | 
            532.15 | 
         
        
            | 
1.000             | 
            523.00 | 
         
        
            | 
0.618             | 
            517.35 | 
         
        
            | 
HIGH             | 
            508.20 | 
         
        
            | 
0.618             | 
            502.55 | 
         
        
            | 
0.500             | 
            500.80 | 
         
        
            | 
0.382             | 
            499.05 | 
         
        
            | 
LOW             | 
            493.40 | 
         
        
            | 
0.618             | 
            484.25 | 
         
        
            | 
1.000             | 
            478.60 | 
         
        
            | 
1.618             | 
            469.45 | 
         
        
            | 
2.618             | 
            454.65 | 
         
        
            | 
4.250             | 
            430.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Apr-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                504.40 | 
                                512.15 | 
                             
                            
                                | PP | 
                                502.60 | 
                                510.17 | 
                             
                            
                                | S1 | 
                                500.80 | 
                                508.18 | 
                             
             
         |