E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 15-Apr-2009

Day Change Summary
	Previous	Current
	14-Apr-2009	15-Apr-2009	Change	Change %	Previous Week
Open	533.30	520.50	-12.80	-2.4%	525.00
High	536.00	528.80	-7.20	-1.3%	536.90
Low	520.00	515.40	-4.60	-0.9%	493.40
Close	522.30	527.40	5.10	1.0%	533.30
Range	16.00	13.40	-2.60	-16.3%	43.50
ATR	20.56	20.05	-0.51	-2.5%	0.00
Volume	24,783	27,304	2,521	10.2%	107,084

Daily Pivots for day following 15-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	564.07	559.13	534.77
R3	550.67	545.73	531.09
R2	537.27	537.27	529.86
R1	532.33	532.33	528.63	534.80
PP	523.87	523.87	523.87	525.10
S1	518.93	518.93	526.17	521.40
S2	510.47	510.47	524.94
S3	497.07	505.53	523.72
S4	483.67	492.13	520.03

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	8.3%	18.04	3.4%	77%	False	False	26,333
10	537.30	473.90	63.40	12.0%	20.00	3.8%	84%	False	False	30,079
20	537.30	455.90	81.40	15.4%	20.93	4.0%	88%	False	False	32,315

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.35
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	585.75
2.618	563.88
1.618	550.48
1.000	542.20
0.618	537.08
HIGH	528.80
0.618	523.68
0.500	522.10
0.382	520.52
LOW	515.40
0.618	507.12
1.000	502.00
1.618	493.72
2.618	480.32
4.250	458.45

Fisher Pivots for day following 15-Apr-2009
Pivot	1 day	3 day
R1	525.63	527.05
PP	523.87	526.70
S1	522.10	526.35

Download as Excel Spreadsheet

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

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