E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 14-Apr-2009

Day Change Summary
	Previous	Current
	13-Apr-2009	14-Apr-2009	Change	Change %	Previous Week
Open	531.20	533.30	2.10	0.4%	525.00
High	537.30	536.00	-1.30	-0.2%	536.90
Low	522.10	520.00	-2.10	-0.4%	493.40
Close	532.40	522.30	-10.10	-1.9%	533.30
Range	15.20	16.00	0.80	5.3%	43.50
ATR	20.91	20.56	-0.35	-1.7%	0.00
Volume	29,550	24,783	-4,767	-16.1%	107,084

Daily Pivots for day following 14-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	574.10	564.20	531.10
R3	558.10	548.20	526.70
R2	542.10	542.10	525.23
R1	532.20	532.20	523.77	529.15
PP	526.10	526.10	526.10	524.58
S1	516.20	516.20	520.83	513.15
S2	510.10	510.10	519.37
S3	494.10	500.20	517.90
S4	478.10	484.20	513.50

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	8.4%	19.38	3.7%	66%	False	False	25,925
10	537.30	473.90	63.40	12.1%	20.62	3.9%	76%	False	False	30,259
20	537.30	443.50	93.80	18.0%	21.48	4.1%	84%	False	False	33,541

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	604.00
2.618	577.89
1.618	561.89
1.000	552.00
0.618	545.89
HIGH	536.00
0.618	529.89
0.500	528.00
0.382	526.11
LOW	520.00
0.618	510.11
1.000	504.00
1.618	494.11
2.618	478.11
4.250	452.00

Fisher Pivots for day following 14-Apr-2009
Pivot	1 day	3 day
R1	528.00	522.10
PP	526.10	521.90
S1	524.20	521.70

Download as Excel Spreadsheet

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

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