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

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

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