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.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.