E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 16-Apr-2009

Day Change Summary
	Previous	Current
	15-Apr-2009	16-Apr-2009	Change	Change %	Previous Week
Open	520.50	527.50	7.00	1.3%	525.00
High	528.80	546.00	17.20	3.3%	536.90
Low	515.40	522.60	7.20	1.4%	493.40
Close	527.40	540.80	13.40	2.5%	533.30
Range	13.40	23.40	10.00	74.6%	43.50
ATR	20.05	20.29	0.24	1.2%	0.00
Volume	27,304	30,074	2,770	10.1%	107,084

Daily Pivots for day following 16-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	606.67	597.13	553.67
R3	583.27	573.73	547.24
R2	559.87	559.87	545.09
R1	550.33	550.33	542.95	555.10
PP	536.47	536.47	536.47	538.85
S1	526.93	526.93	538.66	531.70
S2	513.07	513.07	536.51
S3	489.67	503.53	534.37
S4	466.27	480.13	527.93

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	546.00	506.10	39.90	7.4%	19.76	3.7%	87%	True	False	27,437
10	546.00	492.00	54.00	10.0%	20.32	3.8%	90%	True	False	29,485
20	546.00	459.20	86.80	16.1%	20.77	3.8%	94%	True	False	31,122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.97
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	645.45
2.618	607.26
1.618	583.86
1.000	569.40
0.618	560.46
HIGH	546.00
0.618	537.06
0.500	534.30
0.382	531.54
LOW	522.60
0.618	508.14
1.000	499.20
1.618	484.74
2.618	461.34
4.250	423.15

Fisher Pivots for day following 16-Apr-2009
Pivot	1 day	3 day
R1	538.63	537.43
PP	536.47	534.07
S1	534.30	530.70

Download as Excel Spreadsheet

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

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