E-mini S&P MIDCAP 400 Future June 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	594.00	594.50	0.50	0.1%	549.30
High	601.00	594.50	-6.50	-1.1%	578.70
Low	590.60	583.50	-7.10	-1.2%	541.50
Close	597.50	589.40	-8.10	-1.4%	575.00
Range	10.40	11.00	0.60	5.8%	37.20
ATR	18.80	18.46	-0.34	-1.8%	0.00
Volume	11	28	17	154.5%	113,870

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	622.13	616.77	595.45
R3	611.13	605.77	592.43
R2	600.13	600.13	591.42
R1	594.77	594.77	590.41	591.95
PP	589.13	589.13	589.13	587.73
S1	583.77	583.77	588.39	580.95
S2	578.13	578.13	587.38
S3	567.13	572.77	586.38
S4	556.13	561.77	583.35

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	601.00	553.10	47.90	8.1%	15.70	2.7%	76%	False	False	18,539
10	601.00	541.50	59.50	10.1%	17.38	2.9%	81%	False	False	23,403
20	601.00	539.50	61.50	10.4%	18.59	3.2%	81%	False	False	28,771
40	601.00	493.40	107.60	18.3%	18.97	3.2%	89%	False	False	31,997
60	601.00	409.60	191.40	32.5%	19.73	3.3%	94%	False	False	32,715

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	3.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	641.25
2.618	623.30
1.618	612.30
1.000	605.50
0.618	601.30
HIGH	594.50
0.618	590.30
0.500	589.00
0.382	587.70
LOW	583.50
0.618	576.70
1.000	572.50
1.618	565.70
2.618	554.70
4.250	536.75

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	589.27	588.78
PP	589.13	588.17
S1	589.00	587.55

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