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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |