E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 13-Apr-2009

Day Change Summary
	Previous	Current
	09-Apr-2009	13-Apr-2009	Change	Change %	Previous Week
Open	506.10	531.20	25.10	5.0%	525.00
High	536.90	537.30	0.40	0.1%	536.90
Low	506.10	522.10	16.00	3.2%	493.40
Close	533.30	532.40	-0.90	-0.2%	533.30
Range	30.80	15.20	-15.60	-50.6%	43.50
ATR	21.35	20.91	-0.44	-2.1%	0.00
Volume	25,478	29,550	4,072	16.0%	107,084

Daily Pivots for day following 13-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	576.20	569.50	540.76
R3	561.00	554.30	536.58
R2	545.80	545.80	535.19
R1	539.10	539.10	533.79	542.45
PP	530.60	530.60	530.60	532.28
S1	523.90	523.90	531.01	527.25
S2	515.40	515.40	529.61
S3	500.20	508.70	528.22
S4	485.00	493.50	524.04

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	651.70	636.00	557.23
R3	608.20	592.50	545.26
R2	564.70	564.70	541.28
R1	549.00	549.00	537.29	556.85
PP	521.20	521.20	521.20	525.13
S1	505.50	505.50	529.31	513.35
S2	477.70	477.70	525.33
S3	434.20	462.00	521.34
S4	390.70	418.50	509.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	537.30	493.40	43.90	8.2%	20.78	3.9%	89%	True	False	27,326
10	537.30	473.90	63.40	11.9%	21.47	4.0%	92%	True	False	30,728
20	537.30	443.50	93.80	17.6%	21.48	4.0%	95%	True	False	34,616

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	4.06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	601.90
2.618	577.09
1.618	561.89
1.000	552.50
0.618	546.69
HIGH	537.30
0.618	531.49
0.500	529.70
0.382	527.91
LOW	522.10
0.618	512.71
1.000	506.90
1.618	497.51
2.618	482.31
4.250	457.50

Fisher Pivots for day following 13-Apr-2009
Pivot	1 day	3 day
R1	531.50	526.72
PP	530.60	521.03
S1	529.70	515.35

Download as Excel Spreadsheet

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

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