E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 26-May-2009

Day Change Summary
	Previous	Current
	22-May-2009	26-May-2009	Change	Change %	Previous Week
Open	555.70	549.30	-6.40	-1.2%	544.00
High	560.50	572.50	12.00	2.1%	581.70
Low	547.10	541.50	-5.60	-1.0%	539.50
Close	548.20	570.30	22.10	4.0%	548.20
Range	13.40	31.00	17.60	131.3%	42.20
ATR	18.98	19.84	0.86	4.5%	0.00
Volume	30,783	21,501	-9,282	-30.2%	146,092

Daily Pivots for day following 26-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	654.43	643.37	587.35
R3	623.43	612.37	578.83
R2	592.43	592.43	575.98
R1	581.37	581.37	573.14	586.90
PP	561.43	561.43	561.43	564.20
S1	550.37	550.37	567.46	555.90
S2	530.43	530.43	564.62
S3	499.43	519.37	561.78
S4	468.43	488.37	553.25

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	683.07	657.83	571.41
R3	640.87	615.63	559.81
R2	598.67	598.67	555.94
R1	573.43	573.43	552.07	586.05
PP	556.47	556.47	556.47	562.78
S1	531.23	531.23	544.33	543.85
S2	514.27	514.27	540.46
S3	472.07	489.03	536.60
S4	429.87	446.83	524.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	581.70	541.50	40.20	7.0%	18.64	3.3%	72%	False	True	27,304
10	581.70	539.50	42.20	7.4%	20.07	3.5%	73%	False	False	29,752
20	589.10	533.80	55.30	9.7%	19.66	3.4%	66%	False	False	36,608
40	589.10	473.90	115.20	20.2%	19.97	3.5%	84%	False	False	33,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.46
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	704.25
2.618	653.66
1.618	622.66
1.000	603.50
0.618	591.66
HIGH	572.50
0.618	560.66
0.500	557.00
0.382	553.34
LOW	541.50
0.618	522.34
1.000	510.50
1.618	491.34
2.618	460.34
4.250	409.75

Fisher Pivots for day following 26-May-2009
Pivot	1 day	3 day
R1	565.87	565.87
PP	561.43	561.43
S1	557.00	557.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols