E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 603.00 593.00 -10.00 -1.7% 575.50
High 603.80 597.00 -6.80 -1.1% 603.80
Low 589.50 584.00 -5.50 -0.9% 574.10
Close 595.20 591.60 -3.60 -0.6% 595.20
Range 14.30 13.00 -1.30 -9.1% 29.70
ATR 17.70 17.36 -0.34 -1.9% 0.00
Volume 690 71 -619 -89.7% 32,056
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 629.87 623.73 598.75
R3 616.87 610.73 595.18
R2 603.87 603.87 593.98
R1 597.73 597.73 592.79 594.30
PP 590.87 590.87 590.87 589.15
S1 584.73 584.73 590.41 581.30
S2 577.87 577.87 589.22
S3 564.87 571.73 588.03
S4 551.87 558.73 584.45
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
5 603.80 583.50 20.30 3.4% 12.04 2.0% 40% False False 163
10 603.80 541.50 62.30 10.5% 16.33 2.8% 80% False False 14,599
20 603.80 539.50 64.30 10.9% 17.32 2.9% 81% False False 22,837
40 603.80 515.00 88.80 15.0% 18.29 3.1% 86% False False 30,134
60 603.80 443.50 160.30 27.1% 19.32 3.3% 92% False False 32,302
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 652.25
2.618 631.03
1.618 618.03
1.000 610.00
0.618 605.03
HIGH 597.00
0.618 592.03
0.500 590.50
0.382 588.97
LOW 584.00
0.618 575.97
1.000 571.00
1.618 562.97
2.618 549.97
4.250 528.75
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 591.23 593.90
PP 590.87 593.13
S1 590.50 592.37

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

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