E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	550.30	544.00	-6.30	-1.1%	545.90
High	551.80	552.90	1.10	0.2%	552.90
Low	538.00	533.80	-4.20	-0.8%	515.00
Close	544.90	544.50	-0.40	-0.1%	551.80
Range	13.80	19.10	5.30	38.4%	37.90
ATR	20.04	19.97	-0.07	-0.3%	0.00
Volume	33,456	43,797	10,341	30.9%	164,629

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	601.03	591.87	555.01
R3	581.93	572.77	549.75
R2	562.83	562.83	548.00
R1	553.67	553.67	546.25	558.25
PP	543.73	543.73	543.73	546.03
S1	534.57	534.57	542.75	539.15
S2	524.63	524.63	541.00
S3	505.53	515.47	539.25
S4	486.43	496.37	534.00

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	524.10	28.80	5.3%	19.00	3.5%	71%	True	False	36,762
10	552.90	515.00	37.90	7.0%	19.42	3.6%	78%	True	False	33,818
20	552.90	473.90	79.00	14.5%	20.02	3.7%	89%	True	False	32,038

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	634.08
2.618	602.90
1.618	583.80
1.000	572.00
0.618	564.70
HIGH	552.90
0.618	545.60
0.500	543.35
0.382	541.10
LOW	533.80
0.618	522.00
1.000	514.70
1.618	502.90
2.618	483.80
4.250	452.63

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	544.12	543.73
PP	543.73	542.97
S1	543.35	542.20

Download as Excel Spreadsheet

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

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