E-mini S&P MIDCAP 400 Future September 2009

Trading Metrics calculated at close of trading on 29-May-2009

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	561.50	564.50	3.00	0.5%	567.00
High	565.70	575.30	9.60	1.7%	575.30
Low	551.90	563.30	11.40	2.1%	542.00
Close	561.50	572.20	10.70	1.9%	572.20
Range	13.80	12.00	-1.80	-13.0%	33.30
ATR
Volume

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	606.27	601.23	578.80
R3	594.27	589.23	575.50
R2	582.27	582.27	574.40
R1	577.23	577.23	573.30	579.75
PP	570.27	570.27	570.27	571.53
S1	565.23	565.23	571.10	567.75
S2	558.27	558.27	570.00
S3	546.27	553.23	568.90
S4	534.27	541.23	565.60

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	663.07	650.93	590.52
R3	629.77	617.63	581.36
R2	596.47	596.47	578.31
R1	584.33	584.33	575.25	590.40
PP	563.17	563.17	563.17	566.20
S1	551.03	551.03	569.15	557.10
S2	529.87	529.87	566.10
S3	496.57	517.73	563.04
S4	463.27	484.43	553.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	575.30	542.00	33.30	5.8%	15.14	2.6%	91%	True	False	1
10	578.50	539.60	38.90	6.8%	13.90	2.4%	84%	False	False	9

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	1.09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	626.30
2.618	606.72
1.618	594.72
1.000	587.30
0.618	582.72
HIGH	575.30
0.618	570.72
0.500	569.30
0.382	567.88
LOW	563.30
0.618	555.88
1.000	551.30
1.618	543.88
2.618	531.88
4.250	512.30

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	571.23	569.33
PP	570.27	566.47
S1	569.30	563.60

Download as Excel Spreadsheet

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

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