E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 561.20 562.80 1.60 0.3% 549.30
High 569.30 578.70 9.40 1.7% 578.70
Low 553.10 562.80 9.70 1.8% 541.50
Close 564.30 575.00 10.70 1.9% 575.00
Range 16.20 15.90 -0.30 -1.9% 37.20
ATR 19.26 19.02 -0.24 -1.2% 0.00
Volume 28,593 32,757 4,164 14.6% 113,870
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 619.87 613.33 583.75
R3 603.97 597.43 579.37
R2 588.07 588.07 577.92
R1 581.53 581.53 576.46 584.80
PP 572.17 572.17 572.17 573.80
S1 565.63 565.63 573.54 568.90
S2 556.27 556.27 572.09
S3 540.37 549.73 570.63
S4 524.47 533.83 566.26
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 676.67 663.03 595.46
R3 639.47 625.83 585.23
R2 602.27 602.27 581.82
R1 588.63 588.63 578.41 595.45
PP 565.07 565.07 565.07 568.48
S1 551.43 551.43 571.59 558.25
S2 527.87 527.87 568.18
S3 490.67 514.23 564.77
S4 453.47 477.03 554.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 578.70 541.50 37.20 6.5% 18.30 3.2% 90% True False 28,930
10 581.70 539.50 42.20 7.3% 18.04 3.1% 84% False False 29,285
20 589.10 539.50 49.60 8.6% 18.58 3.2% 72% False False 34,851
40 589.10 492.00 97.10 16.9% 19.54 3.4% 85% False False 33,910
60 589.10 395.50 193.60 33.7% 19.48 3.4% 93% False False 32,194
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 646.28
2.618 620.33
1.618 604.43
1.000 594.60
0.618 588.53
HIGH 578.70
0.618 572.63
0.500 570.75
0.382 568.87
LOW 562.80
0.618 552.97
1.000 546.90
1.618 537.07
2.618 521.17
4.250 495.23
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 573.58 571.97
PP 572.17 568.93
S1 570.75 565.90

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

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