E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 569.60 561.20 -8.40 -1.5% 544.00
High 575.90 569.30 -6.60 -1.1% 581.70
Low 560.90 553.10 -7.80 -1.4% 539.50
Close 561.90 564.30 2.40 0.4% 548.20
Range 15.00 16.20 1.20 8.0% 42.20
ATR 19.49 19.26 -0.24 -1.2% 0.00
Volume 31,019 28,593 -2,426 -7.8% 146,092
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 610.83 603.77 573.21
R3 594.63 587.57 568.76
R2 578.43 578.43 567.27
R1 571.37 571.37 565.79 574.90
PP 562.23 562.23 562.23 564.00
S1 555.17 555.17 562.82 558.70
S2 546.03 546.03 561.33
S3 529.83 538.97 559.85
S4 513.63 522.77 555.39
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
5 575.90 541.50 34.40 6.1% 18.34 3.3% 66% False False 28,753
10 581.70 539.50 42.20 7.5% 18.04 3.2% 59% False False 29,445
20 589.10 539.50 49.60 8.8% 19.11 3.4% 50% False False 35,247
40 589.10 473.90 115.20 20.4% 19.65 3.5% 78% False False 33,991
60 589.10 395.50 193.60 34.3% 19.65 3.5% 87% False False 31,649
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 5.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 638.15
2.618 611.71
1.618 595.51
1.000 585.50
0.618 579.31
HIGH 569.30
0.618 563.11
0.500 561.20
0.382 559.29
LOW 553.10
0.618 543.09
1.000 536.90
1.618 526.89
2.618 510.69
4.250 484.25
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 563.27 562.43
PP 562.23 560.57
S1 561.20 558.70

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

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