E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 540.20 545.90 5.70 1.1% 531.20
High 551.60 545.90 -5.70 -1.0% 551.60
Low 536.60 518.70 -17.90 -3.3% 515.40
Close 547.00 523.20 -23.80 -4.4% 547.00
Range 15.00 27.20 12.20 81.3% 36.20
ATR 19.91 20.51 0.60 3.0% 0.00
Volume 38,923 27,138 -11,785 -30.3% 150,634
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 610.87 594.23 538.16
R3 583.67 567.03 530.68
R2 556.47 556.47 528.19
R1 539.83 539.83 525.69 534.55
PP 529.27 529.27 529.27 526.63
S1 512.63 512.63 520.71 507.35
S2 502.07 502.07 518.21
S3 474.87 485.43 515.72
S4 447.67 458.23 508.24
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 646.60 633.00 566.91
R3 610.40 596.80 556.96
R2 574.20 574.20 553.64
R1 560.60 560.60 550.32 567.40
PP 538.00 538.00 538.00 541.40
S1 524.40 524.40 543.68 531.20
S2 501.80 501.80 540.36
S3 465.60 488.20 537.05
S4 429.40 452.00 527.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 551.60 515.40 36.20 6.9% 19.00 3.6% 22% False False 29,644
10 551.60 493.40 58.20 11.1% 19.89 3.8% 51% False False 28,485
20 551.60 461.40 90.20 17.2% 21.24 4.1% 69% False False 30,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.50
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 661.50
2.618 617.11
1.618 589.91
1.000 573.10
0.618 562.71
HIGH 545.90
0.618 535.51
0.500 532.30
0.382 529.09
LOW 518.70
0.618 501.89
1.000 491.50
1.618 474.69
2.618 447.49
4.250 403.10
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 532.30 535.15
PP 529.27 531.17
S1 526.23 527.18

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

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