E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 545.90 522.60 -23.30 -4.3% 531.20
High 545.90 535.20 -10.70 -2.0% 551.60
Low 518.70 515.00 -3.70 -0.7% 515.40
Close 523.20 533.60 10.40 2.0% 547.00
Range 27.20 20.20 -7.00 -25.7% 36.20
ATR 20.51 20.49 -0.02 -0.1% 0.00
Volume 27,138 30,931 3,793 14.0% 150,634
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 588.53 581.27 544.71
R3 568.33 561.07 539.16
R2 548.13 548.13 537.30
R1 540.87 540.87 535.45 544.50
PP 527.93 527.93 527.93 529.75
S1 520.67 520.67 531.75 524.30
S2 507.73 507.73 529.90
S3 487.53 500.47 528.05
S4 467.33 480.27 522.49
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
5 551.60 515.00 36.60 6.9% 19.84 3.7% 51% False True 30,874
10 551.60 493.40 58.20 10.9% 19.61 3.7% 69% False False 28,399
20 551.60 473.10 78.50 14.7% 20.37 3.8% 77% False False 31,212
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 621.05
2.618 588.08
1.618 567.88
1.000 555.40
0.618 547.68
HIGH 535.20
0.618 527.48
0.500 525.10
0.382 522.72
LOW 515.00
0.618 502.52
1.000 494.80
1.618 482.32
2.618 462.12
4.250 429.15
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 530.77 533.50
PP 527.93 533.40
S1 525.10 533.30

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

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