E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 544.80 549.30 4.50 0.8% 580.40
High 556.00 554.70 -1.30 -0.2% 582.10
Low 540.10 541.50 1.40 0.3% 540.10
Close 548.40 544.90 -3.50 -0.6% 544.90
Range 15.90 13.20 -2.70 -17.0% 42.00
ATR 20.15 19.66 -0.50 -2.5% 0.00
Volume 34,364 32,888 -1,476 -4.3% 164,663
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 586.63 578.97 552.16
R3 573.43 565.77 548.53
R2 560.23 560.23 547.32
R1 552.57 552.57 546.11 549.80
PP 547.03 547.03 547.03 545.65
S1 539.37 539.37 543.69 536.60
S2 533.83 533.83 542.48
S3 520.63 526.17 541.27
S4 507.43 512.97 537.64
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 681.70 655.30 568.00
R3 639.70 613.30 556.45
R2 597.70 597.70 552.60
R1 571.30 571.30 548.75 563.50
PP 555.70 555.70 555.70 551.80
S1 529.30 529.30 541.05 521.50
S2 513.70 513.70 537.20
S3 471.70 487.30 533.35
S4 429.70 445.30 521.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 582.10 540.10 42.00 7.7% 18.78 3.4% 11% False False 32,932
10 589.10 540.10 49.00 9.0% 19.17 3.5% 10% False False 38,142
20 589.10 515.00 74.10 13.6% 19.82 3.6% 40% False False 38,133
40 589.10 459.20 129.90 23.8% 20.38 3.7% 66% False False 34,574
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.57
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 610.80
2.618 589.26
1.618 576.06
1.000 567.90
0.618 562.86
HIGH 554.70
0.618 549.66
0.500 548.10
0.382 546.54
LOW 541.50
0.618 533.34
1.000 528.30
1.618 520.14
2.618 506.94
4.250 485.40
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 548.10 554.90
PP 547.03 551.57
S1 545.97 548.23

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

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