E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	562.80	575.50	12.70	2.3%	549.30
High	578.70	599.10	20.40	3.5%	578.70
Low	562.80	574.10	11.30	2.0%	541.50
Close	575.00	592.30	17.30	3.0%	575.00
Range	15.90	25.00	9.10	57.2%	37.20
ATR	19.02	19.45	0.43	2.2%	0.00
Volume	32,757	31,309	-1,448	-4.4%	113,870

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	663.50	652.90	606.05
R3	638.50	627.90	599.18
R2	613.50	613.50	596.88
R1	602.90	602.90	594.59	608.20
PP	588.50	588.50	588.50	591.15
S1	577.90	577.90	590.01	583.20
S2	563.50	563.50	587.72
S3	538.50	552.90	585.43
S4	513.50	527.90	578.55

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	599.10	541.50	57.60	9.7%	20.62	3.5%	88%	True	False	29,035
10	599.10	539.50	59.60	10.1%	19.22	3.2%	89%	True	False	29,127
20	599.10	539.50	59.60	10.1%	19.20	3.2%	89%	True	False	33,634
40	599.10	493.40	105.70	17.8%	19.46	3.3%	94%	True	False	33,734
60	599.10	395.50	203.60	34.4%	19.90	3.4%	97%	True	False	32,716

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	4.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	705.35
2.618	664.55
1.618	639.55
1.000	624.10
0.618	614.55
HIGH	599.10
0.618	589.55
0.500	586.60
0.382	583.65
LOW	574.10
0.618	558.65
1.000	549.10
1.618	533.65
2.618	508.65
4.250	467.85

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	590.40	586.90
PP	588.50	581.50
S1	586.60	576.10

Download as Excel Spreadsheet

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

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