E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 24-Apr-2009

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	533.50	535.90	2.40	0.4%	545.90
High	540.80	552.90	12.10	2.2%	552.90
Low	524.10	531.50	7.40	1.4%	515.00
Close	536.20	551.80	15.60	2.9%	551.80
Range	16.70	21.40	4.70	28.1%	37.90
ATR	20.45	20.52	0.07	0.3%	0.00
Volume	38,895	36,544	-2,351	-6.0%	164,629

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	609.60	602.10	563.57
R3	588.20	580.70	557.69
R2	566.80	566.80	555.72
R1	559.30	559.30	553.76	563.05
PP	545.40	545.40	545.40	547.28
S1	537.90	537.90	549.84	541.65
S2	524.00	524.00	547.88
S3	502.60	516.50	545.92
S4	481.20	495.10	540.03

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	653.60	640.60	572.65
R3	615.70	602.70	562.22
R2	577.80	577.80	558.75
R1	564.80	564.80	555.27	571.30
PP	539.90	539.90	539.90	543.15
S1	526.90	526.90	548.33	533.40
S2	502.00	502.00	544.85
S3	464.10	489.00	541.38
S4	426.20	451.10	530.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	552.90	515.00	37.90	6.9%	21.90	4.0%	97%	True	False	32,925
10	552.90	515.00	37.90	6.9%	19.25	3.5%	97%	True	False	31,526
20	552.90	473.90	79.00	14.3%	20.34	3.7%	99%	True	False	31,557

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	5.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	643.85
2.618	608.93
1.618	587.53
1.000	574.30
0.618	566.13
HIGH	552.90
0.618	544.73
0.500	542.20
0.382	539.67
LOW	531.50
0.618	518.27
1.000	510.10
1.618	496.87
2.618	475.47
4.250	440.55

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	548.60	547.37
PP	545.40	542.93
S1	542.20	538.50

Download as Excel Spreadsheet

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

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