E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 20-May-2009

Day Change Summary
	Previous	Current
	19-May-2009	20-May-2009	Change	Change %	Previous Week
Open	564.30	567.30	3.00	0.5%	580.40
High	573.30	581.70	8.40	1.5%	582.10
Low	560.40	561.90	1.50	0.3%	540.10
Close	567.50	562.30	-5.20	-0.9%	544.90
Range	12.90	19.80	6.90	53.5%	42.00
ATR	19.65	19.66	0.01	0.1%	0.00
Volume	26,210	26,160	-50	-0.2%	164,663

Daily Pivots for day following 20-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	628.03	614.97	573.19
R3	608.23	595.17	567.75
R2	588.43	588.43	565.93
R1	575.37	575.37	564.12	572.00
PP	568.63	568.63	568.63	566.95
S1	555.57	555.57	560.49	552.20
S2	548.83	548.83	558.67
S3	529.03	535.77	556.86
S4	509.23	515.97	551.41

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	581.70	539.50	42.20	7.5%	17.74	3.2%	54%	True	False	30,138
10	589.10	539.50	49.60	8.8%	20.17	3.6%	46%	False	False	32,929
20	589.10	524.10	65.00	11.6%	19.23	3.4%	59%	False	False	37,845
40	589.10	473.10	116.00	20.6%	20.08	3.6%	77%	False	False	34,505

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	4.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	665.85
2.618	633.54
1.618	613.74
1.000	601.50
0.618	593.94
HIGH	581.70
0.618	574.14
0.500	571.80
0.382	569.46
LOW	561.90
0.618	549.66
1.000	542.10
1.618	529.86
2.618	510.06
4.250	477.75

Fisher Pivots for day following 20-May-2009
Pivot	1 day	3 day
R1	571.80	561.73
PP	568.63	561.17
S1	565.47	560.60

Download as Excel Spreadsheet

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

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