E-mini S&P MIDCAP 400 Future June 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
590.50 |
588.50 |
-2.00 |
-0.3% |
593.00 |
| High |
597.00 |
588.50 |
-8.50 |
-1.4% |
604.00 |
| Low |
588.50 |
578.00 |
-10.50 |
-1.8% |
584.00 |
| Close |
594.60 |
583.30 |
-11.30 |
-1.9% |
594.60 |
| Range |
8.50 |
10.50 |
2.00 |
23.5% |
20.00 |
| ATR |
16.27 |
16.29 |
0.02 |
0.1% |
0.00 |
| Volume |
1,094 |
257 |
-837 |
-76.5% |
1,744 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614.77 |
609.53 |
589.08 |
|
| R3 |
604.27 |
599.03 |
586.19 |
|
| R2 |
593.77 |
593.77 |
585.23 |
|
| R1 |
588.53 |
588.53 |
584.26 |
585.90 |
| PP |
583.27 |
583.27 |
583.27 |
581.95 |
| S1 |
578.03 |
578.03 |
582.34 |
575.40 |
| S2 |
572.77 |
572.77 |
581.38 |
|
| S3 |
562.27 |
567.53 |
580.41 |
|
| S4 |
551.77 |
557.03 |
577.53 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.20 |
644.40 |
605.60 |
|
| R3 |
634.20 |
624.40 |
600.10 |
|
| R2 |
614.20 |
614.20 |
598.27 |
|
| R1 |
604.40 |
604.40 |
596.43 |
609.30 |
| PP |
594.20 |
594.20 |
594.20 |
596.65 |
| S1 |
584.40 |
584.40 |
592.77 |
589.30 |
| S2 |
574.20 |
574.20 |
590.93 |
|
| S3 |
554.20 |
564.40 |
589.10 |
|
| S4 |
534.20 |
544.40 |
583.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
604.00 |
578.00 |
26.00 |
4.5% |
11.60 |
2.0% |
20% |
False |
True |
400 |
| 10 |
604.00 |
574.10 |
29.90 |
5.1% |
13.02 |
2.2% |
31% |
False |
False |
3,405 |
| 20 |
604.00 |
539.50 |
64.50 |
11.1% |
15.53 |
2.7% |
68% |
False |
False |
16,345 |
| 40 |
604.00 |
515.00 |
89.00 |
15.3% |
17.72 |
3.0% |
77% |
False |
False |
27,390 |
| 60 |
604.00 |
459.20 |
144.80 |
24.8% |
18.74 |
3.2% |
86% |
False |
False |
28,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
633.13 |
|
2.618 |
615.99 |
|
1.618 |
605.49 |
|
1.000 |
599.00 |
|
0.618 |
594.99 |
|
HIGH |
588.50 |
|
0.618 |
584.49 |
|
0.500 |
583.25 |
|
0.382 |
582.01 |
|
LOW |
578.00 |
|
0.618 |
571.51 |
|
1.000 |
567.50 |
|
1.618 |
561.01 |
|
2.618 |
550.51 |
|
4.250 |
533.38 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
583.28 |
591.00 |
| PP |
583.27 |
588.43 |
| S1 |
583.25 |
585.87 |
|