E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 22-Apr-2009

Day Change Summary
	Previous	Current
	21-Apr-2009	22-Apr-2009	Change	Change %	Previous Week
Open	522.60	534.20	11.60	2.2%	531.20
High	535.20	549.60	14.40	2.7%	551.60
Low	515.00	525.60	10.60	2.1%	515.40
Close	533.60	533.20	-0.40	-0.1%	547.00
Range	20.20	24.00	3.80	18.8%	36.20
ATR	20.49	20.74	0.25	1.2%	0.00
Volume	30,931	31,121	190	0.6%	150,634

Daily Pivots for day following 22-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	608.13	594.67	546.40
R3	584.13	570.67	539.80
R2	560.13	560.13	537.60
R1	546.67	546.67	535.40	541.40
PP	536.13	536.13	536.13	533.50
S1	522.67	522.67	531.00	517.40
S2	512.13	512.13	528.80
S3	488.13	498.67	526.60
S4	464.13	474.67	520.00

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%	21.96	4.1%	50%	False	False	31,637
10	551.60	493.40	58.20	10.9%	20.00	3.8%	68%	False	False	28,985
20	551.60	473.10	78.50	14.7%	20.94	3.9%	77%	False	False	31,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	651.60
2.618	612.43
1.618	588.43
1.000	573.60
0.618	564.43
HIGH	549.60
0.618	540.43
0.500	537.60
0.382	534.77
LOW	525.60
0.618	510.77
1.000	501.60
1.618	486.77
2.618	462.77
4.250	423.60

Fisher Pivots for day following 22-Apr-2009
Pivot	1 day	3 day
R1	537.60	532.90
PP	536.13	532.60
S1	534.67	532.30

Download as Excel Spreadsheet

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

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