E-mini S&P MIDCAP 400 Future September 2009

Trading Metrics calculated at close of trading on 28-May-2009

Day Change Summary
	Previous	Current
	27-May-2009	28-May-2009	Change	Change %	Previous Week
Open	559.00	561.50	2.50	0.4%	561.40
High	572.50	565.70	-6.80	-1.2%	578.50
Low	559.20	551.90	-7.30	-1.3%	541.50
Close	559.00	561.50	2.50	0.4%	545.30
Range	13.30	13.80	0.50	3.8%	37.00
ATR
Volume	5	0	-5	-100.0%	93

Daily Pivots for day following 28-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	601.10	595.10	569.09
R3	587.30	581.30	565.30
R2	573.50	573.50	564.03
R1	567.50	567.50	562.77	568.40
PP	559.70	559.70	559.70	560.15
S1	553.70	553.70	560.24	554.60
S2	545.90	545.90	558.97
S3	532.10	539.90	557.71
S4	518.30	526.10	553.91

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	666.10	642.70	565.65
R3	629.10	605.70	555.48
R2	592.10	592.10	552.08
R1	568.70	568.70	548.69	561.90
PP	555.10	555.10	555.10	551.70
S1	531.70	531.70	541.91	524.90
S2	518.10	518.10	538.52
S3	481.10	494.70	535.13
S4	444.10	457.70	524.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	572.50	542.00	30.50	5.4%	12.74	2.3%	64%	False	False	5
10	578.50	538.20	40.30	7.2%	14.12	2.5%	58%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.66
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	624.35
2.618	601.83
1.618	588.03
1.000	579.50
0.618	574.23
HIGH	565.70
0.618	560.43
0.500	558.80
0.382	557.17
LOW	551.90
0.618	543.37
1.000	538.10
1.618	529.57
2.618	515.77
4.250	493.25

Fisher Pivots for day following 28-May-2009
Pivot	1 day	3 day
R1	560.60	560.08
PP	559.70	558.67
S1	558.80	557.25

Download as Excel Spreadsheet

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

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