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 |
|
|
|
|
|
|
| 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 |
|