E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 566.30 580.40 14.10 2.5% 558.30
High 586.30 582.10 -4.20 -0.7% 589.10
Low 564.70 568.80 4.10 0.7% 558.30
Close 583.30 574.40 -8.90 -1.5% 583.30
Range 21.60 13.30 -8.30 -38.4% 30.80
ATR 20.01 19.62 -0.39 -2.0% 0.00
Volume 38,802 34,733 -4,069 -10.5% 216,762
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 615.00 608.00 581.72
R3 601.70 594.70 578.06
R2 588.40 588.40 576.84
R1 581.40 581.40 575.62 578.25
PP 575.10 575.10 575.10 573.53
S1 568.10 568.10 573.18 564.95
S2 561.80 561.80 571.96
S3 548.50 554.80 570.74
S4 535.20 541.50 567.09
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 669.30 657.10 600.24
R3 638.50 626.30 591.77
R2 607.70 607.70 588.95
R1 595.50 595.50 586.12 601.60
PP 576.90 576.90 576.90 579.95
S1 564.70 564.70 580.48 570.80
S2 546.10 546.10 577.65
S3 515.30 533.90 574.83
S4 484.50 503.10 566.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 589.10 562.50 26.60 4.6% 17.68 3.1% 45% False False 39,452
10 589.10 533.80 55.30 9.6% 19.24 3.3% 73% False False 43,465
20 589.10 515.00 74.10 12.9% 19.18 3.3% 80% False False 37,691
40 589.10 443.50 145.60 25.3% 20.33 3.5% 90% False False 36,153
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.96
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 638.63
2.618 616.92
1.618 603.62
1.000 595.40
0.618 590.32
HIGH 582.10
0.618 577.02
0.500 575.45
0.382 573.88
LOW 568.80
0.618 560.58
1.000 555.50
1.618 547.28
2.618 533.98
4.250 512.28
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 575.45 575.80
PP 575.10 575.33
S1 574.75 574.87

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

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