E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 30-Apr-2009

Day Change Summary
	Previous	Current
	29-Apr-2009	30-Apr-2009	Change	Change %	Previous Week
Open	544.20	557.10	12.90	2.4%	545.90
High	565.90	573.30	7.40	1.3%	552.90
Low	542.90	546.80	3.90	0.7%	515.00
Close	559.50	560.00	0.50	0.1%	551.80
Range	23.00	26.50	3.50	15.2%	37.90
ATR	20.19	20.64	0.45	2.2%	0.00
Volume	43,035	40,674	-2,361	-5.5%	164,629

Daily Pivots for day following 30-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	639.53	626.27	574.58
R3	613.03	599.77	567.29
R2	586.53	586.53	564.86
R1	573.27	573.27	562.43	579.90
PP	560.03	560.03	560.03	563.35
S1	546.77	546.77	557.57	553.40
S2	533.53	533.53	555.14
S3	507.03	520.27	552.71
S4	480.53	493.77	545.43

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	573.30	531.50	41.80	7.5%	20.76	3.7%	68%	True	False	39,501
10	573.30	515.00	58.30	10.4%	20.69	3.7%	77%	True	False	36,451
20	573.30	492.00	81.30	14.5%	20.51	3.7%	84%	True	False	32,968
40	573.30	395.50	177.80	31.8%	19.93	3.6%	93%	True	False	30,866

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.35
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	685.93
2.618	642.68
1.618	616.18
1.000	599.80
0.618	589.68
HIGH	573.30
0.618	563.18
0.500	560.05
0.382	556.92
LOW	546.80
0.618	530.42
1.000	520.30
1.618	503.92
2.618	477.42
4.250	434.18

Fisher Pivots for day following 30-Apr-2009
Pivot	1 day	3 day
R1	560.05	557.85
PP	560.03	555.70
S1	560.02	553.55

Download as Excel Spreadsheet

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

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