E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 593.00 594.00 1.00 0.2% 575.50
High 597.00 601.00 4.00 0.7% 603.80
Low 584.00 592.50 8.50 1.5% 574.10
Close 591.60 596.70 5.10 0.9% 595.20
Range 13.00 8.50 -4.50 -34.6% 29.70
ATR 17.36 16.79 -0.57 -3.3% 0.00
Volume 71 199 128 180.3% 32,056
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 622.23 617.97 601.38
R3 613.73 609.47 599.04
R2 605.23 605.23 598.26
R1 600.97 600.97 597.48 603.10
PP 596.73 596.73 596.73 597.80
S1 592.47 592.47 595.92 594.60
S2 588.23 588.23 595.14
S3 579.73 583.97 594.36
S4 571.23 575.47 592.03
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% 11.66 2.0% 65% False False 201
10 603.80 553.10 50.70 8.5% 14.08 2.4% 86% False False 12,469
20 603.80 539.50 64.30 10.8% 17.08 2.9% 89% False False 21,110
40 603.80 515.00 88.80 14.9% 18.13 3.0% 92% False False 29,400
60 603.80 443.50 160.30 26.9% 19.24 3.2% 96% False False 31,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.05
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 637.13
2.618 623.25
1.618 614.75
1.000 609.50
0.618 606.25
HIGH 601.00
0.618 597.75
0.500 596.75
0.382 595.75
LOW 592.50
0.618 587.25
1.000 584.00
1.618 578.75
2.618 570.25
4.250 556.38
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 596.75 595.77
PP 596.73 594.83
S1 596.72 593.90

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

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