E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 591.00 603.00 12.00 2.0% 575.50
High 597.50 603.80 6.30 1.1% 603.80
Low 586.00 589.50 3.50 0.6% 574.10
Close 596.80 595.20 -1.60 -0.3% 595.20
Range 11.50 14.30 2.80 24.3% 29.70
ATR 17.96 17.70 -0.26 -1.5% 0.00
Volume 18 690 672 3,733.3% 32,056
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 639.07 631.43 603.07
R3 624.77 617.13 599.13
R2 610.47 610.47 597.82
R1 602.83 602.83 596.51 599.50
PP 596.17 596.17 596.17 594.50
S1 588.53 588.53 593.89 585.20
S2 581.87 581.87 592.58
S3 567.57 574.23 591.27
S4 553.27 559.93 587.34
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 680.13 667.37 611.54
R3 650.43 637.67 603.37
R2 620.73 620.73 600.65
R1 607.97 607.97 597.92 614.35
PP 591.03 591.03 591.03 594.23
S1 578.27 578.27 592.48 584.65
S2 561.33 561.33 589.76
S3 531.63 548.57 587.03
S4 501.93 518.87 578.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 603.80 574.10 29.70 5.0% 14.44 2.4% 71% True False 6,411
10 603.80 541.50 62.30 10.5% 16.37 2.8% 86% True False 17,670
20 603.80 539.50 64.30 10.8% 17.75 3.0% 87% True False 24,774
40 603.80 506.10 97.70 16.4% 18.74 3.1% 91% True False 30,769
60 603.80 425.20 178.60 30.0% 19.61 3.3% 95% True False 32,658
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.76
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 664.58
2.618 641.24
1.618 626.94
1.000 618.10
0.618 612.64
HIGH 603.80
0.618 598.34
0.500 596.65
0.382 594.96
LOW 589.50
0.618 580.66
1.000 575.20
1.618 566.36
2.618 552.06
4.250 528.73
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 596.65 594.68
PP 596.17 594.17
S1 595.68 593.65

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

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