E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 580.40 573.70 -6.70 -1.2% 558.30
High 582.10 579.10 -3.00 -0.5% 589.10
Low 568.80 556.40 -12.40 -2.2% 558.30
Close 574.40 567.20 -7.20 -1.3% 583.30
Range 13.30 22.70 9.40 70.7% 30.80
ATR 19.62 19.84 0.22 1.1% 0.00
Volume 34,733 28,900 -5,833 -16.8% 216,762
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 635.67 624.13 579.69
R3 612.97 601.43 573.44
R2 590.27 590.27 571.36
R1 578.73 578.73 569.28 573.15
PP 567.57 567.57 567.57 564.78
S1 556.03 556.03 565.12 550.45
S2 544.87 544.87 563.04
S3 522.17 533.33 560.96
S4 499.47 510.63 554.72
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
5 589.10 556.40 32.70 5.8% 20.04 3.5% 33% False True 36,616
10 589.10 542.90 46.20 8.1% 19.60 3.5% 53% False False 41,975
20 589.10 515.00 74.10 13.1% 19.51 3.4% 70% False False 37,896
40 589.10 443.50 145.60 25.7% 20.50 3.6% 85% False False 35,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.61
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 675.58
2.618 638.53
1.618 615.83
1.000 601.80
0.618 593.13
HIGH 579.10
0.618 570.43
0.500 567.75
0.382 565.07
LOW 556.40
0.618 542.37
1.000 533.70
1.618 519.67
2.618 496.97
4.250 459.93
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 567.75 571.35
PP 567.57 569.97
S1 567.38 568.58

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

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