E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 07-May-2009

Day Change Summary
	Previous	Current
	06-May-2009	07-May-2009	Change	Change %	Previous Week
Open	577.40	581.80	4.40	0.8%	550.30
High	584.70	589.10	4.40	0.8%	573.30
Low	568.70	562.50	-6.20	-1.1%	533.80
Close	581.70	567.30	-14.40	-2.5%	557.60
Range	16.00	26.60	10.60	66.3%	39.50
ATR	19.38	19.89	0.52	2.7%	0.00
Volume	38,256	42,390	4,134	10.8%	216,612

Daily Pivots for day following 07-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	652.77	636.63	581.93
R3	626.17	610.03	574.62
R2	599.57	599.57	572.18
R1	583.43	583.43	569.74	578.20
PP	572.97	572.97	572.97	570.35
S1	556.83	556.83	564.86	551.60
S2	546.37	546.37	562.42
S3	519.77	530.23	559.99
S4	493.17	503.63	552.67

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	589.10	549.90	39.20	6.9%	17.78	3.1%	44%	True	False	46,722
10	589.10	531.50	57.60	10.2%	19.27	3.4%	62%	True	False	43,111
20	589.10	506.10	83.00	14.6%	19.73	3.5%	74%	True	False	36,765
40	589.10	425.20	163.90	28.9%	20.54	3.6%	87%	True	False	36,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.22
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	702.15
2.618	658.74
1.618	632.14
1.000	615.70
0.618	605.54
HIGH	589.10
0.618	578.94
0.500	575.80
0.382	572.66
LOW	562.50
0.618	546.06
1.000	535.90
1.618	519.46
2.618	492.86
4.250	449.45

Fisher Pivots for day following 07-May-2009
Pivot	1 day	3 day
R1	575.80	575.80
PP	572.97	572.97
S1	570.13	570.13

Download as Excel Spreadsheet

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

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