E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 579.70 577.40 -2.30 -0.4% 550.30
High 580.40 584.70 4.30 0.7% 573.30
Low 569.50 568.70 -0.80 -0.1% 533.80
Close 578.10 581.70 3.60 0.6% 557.60
Range 10.90 16.00 5.10 46.8% 39.50
ATR 19.64 19.38 -0.26 -1.3% 0.00
Volume 43,080 38,256 -4,824 -11.2% 216,612
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 626.37 620.03 590.50
R3 610.37 604.03 586.10
R2 594.37 594.37 584.63
R1 588.03 588.03 583.17 591.20
PP 578.37 578.37 578.37 579.95
S1 572.03 572.03 580.23 575.20
S2 562.37 562.37 578.77
S3 546.37 556.03 577.30
S4 530.37 540.03 572.90
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 673.40 655.00 579.33
R3 633.90 615.50 568.46
R2 594.40 594.40 564.84
R1 576.00 576.00 561.22 585.20
PP 554.90 554.90 554.90 559.50
S1 536.50 536.50 553.98 545.70
S2 515.40 515.40 550.36
S3 475.90 497.00 546.74
S4 436.40 457.50 535.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 584.70 546.80 37.90 6.5% 17.76 3.1% 92% True False 46,378
10 584.70 524.10 60.60 10.4% 18.28 3.1% 95% True False 42,762
20 584.70 493.40 91.30 15.7% 19.14 3.3% 97% True False 35,873
40 584.70 425.20 159.50 27.4% 20.20 3.5% 98% True False 35,641
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 652.70
2.618 626.59
1.618 610.59
1.000 600.70
0.618 594.59
HIGH 584.70
0.618 578.59
0.500 576.70
0.382 574.81
LOW 568.70
0.618 558.81
1.000 552.70
1.618 542.81
2.618 526.81
4.250 500.70
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 580.03 578.30
PP 578.37 574.90
S1 576.70 571.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.