E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 594.00 603.00 9.00 1.5% 575.50
High 601.00 604.00 3.00 0.5% 603.80
Low 592.50 586.50 -6.00 -1.0% 574.10
Close 596.70 597.30 0.60 0.1% 595.20
Range 8.50 17.50 9.00 105.9% 29.70
ATR 16.79 16.84 0.05 0.3% 0.00
Volume 199 380 181 91.0% 32,056
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 648.43 640.37 606.93
R3 630.93 622.87 602.11
R2 613.43 613.43 600.51
R1 605.37 605.37 598.90 600.65
PP 595.93 595.93 595.93 593.58
S1 587.87 587.87 595.70 583.15
S2 578.43 578.43 594.09
S3 560.93 570.37 592.49
S4 543.43 552.87 587.68
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
5 604.00 584.00 20.00 3.3% 12.96 2.2% 67% True False 271
10 604.00 553.10 50.90 8.5% 14.33 2.4% 87% True False 9,405
20 604.00 539.50 64.50 10.8% 16.82 2.8% 90% True False 19,684
40 604.00 515.00 89.00 14.9% 18.16 3.0% 92% True False 28,790
60 604.00 443.50 160.50 26.9% 19.27 3.2% 96% True False 30,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.52
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 678.38
2.618 649.82
1.618 632.32
1.000 621.50
0.618 614.82
HIGH 604.00
0.618 597.32
0.500 595.25
0.382 593.19
LOW 586.50
0.618 575.69
1.000 569.00
1.618 558.19
2.618 540.69
4.250 512.13
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 596.62 596.20
PP 595.93 595.10
S1 595.25 594.00

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

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