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

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

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