E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 09-Apr-2009

Day Change Summary
	Previous	Current
	08-Apr-2009	09-Apr-2009	Change	Change %	Previous Week
Open	502.60	506.10	3.50	0.7%	496.40
High	508.20	536.90	28.70	5.6%	526.70
Low	493.40	506.10	12.70	2.6%	473.90
Close	506.20	533.30	27.10	5.4%	526.30
Range	14.80	30.80	16.00	108.1%	52.80
ATR	20.62	21.35	0.73	3.5%	0.00
Volume	24,550	25,478	928	3.8%	170,648

Daily Pivots for day following 09-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	617.83	606.37	550.24
R3	587.03	575.57	541.77
R2	556.23	556.23	538.95
R1	544.77	544.77	536.12	550.50
PP	525.43	525.43	525.43	528.30
S1	513.97	513.97	530.48	519.70
S2	494.63	494.63	527.65
S3	463.83	483.17	524.83
S4	433.03	452.37	516.36

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	536.90	493.40	43.50	8.2%	21.34	4.0%	92%	True	False	28,960
10	536.90	473.90	63.00	11.8%	21.43	4.0%	94%	True	False	31,589
20	536.90	443.50	93.40	17.5%	21.38	4.0%	96%	True	False	36,638

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	3.60
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	667.80
2.618	617.53
1.618	586.73
1.000	567.70
0.618	555.93
HIGH	536.90
0.618	525.13
0.500	521.50
0.382	517.87
LOW	506.10
0.618	487.07
1.000	475.30
1.618	456.27
2.618	425.47
4.250	375.20

Fisher Pivots for day following 09-Apr-2009
Pivot	1 day	3 day
R1	529.37	527.25
PP	525.43	521.20
S1	521.50	515.15

Download as Excel Spreadsheet

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

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