E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 573.70 568.10 -5.60 -1.0% 558.30
High 579.10 569.70 -9.40 -1.6% 589.10
Low 556.40 540.90 -15.50 -2.8% 558.30
Close 567.20 544.30 -22.90 -4.0% 583.30
Range 22.70 28.80 6.10 26.9% 30.80
ATR 19.84 20.48 0.64 3.2% 0.00
Volume 28,900 33,778 4,878 16.9% 216,762
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 638.03 619.97 560.14
R3 609.23 591.17 552.22
R2 580.43 580.43 549.58
R1 562.37 562.37 546.94 557.00
PP 551.63 551.63 551.63 548.95
S1 533.57 533.57 541.66 528.20
S2 522.83 522.83 539.02
S3 494.03 504.77 536.38
S4 465.23 475.97 528.46
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
5 589.10 540.90 48.20 8.9% 22.60 4.2% 7% False True 35,720
10 589.10 540.90 48.20 8.9% 20.18 3.7% 7% False True 41,049
20 589.10 515.00 74.10 13.6% 20.28 3.7% 40% False False 38,220
40 589.10 455.90 133.20 24.5% 20.61 3.8% 66% False False 35,268
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 3.64
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 692.10
2.618 645.10
1.618 616.30
1.000 598.50
0.618 587.50
HIGH 569.70
0.618 558.70
0.500 555.30
0.382 551.90
LOW 540.90
0.618 523.10
1.000 512.10
1.618 494.30
2.618 465.50
4.250 418.50
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 555.30 561.50
PP 551.63 555.77
S1 547.97 550.03

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

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