E-mini S&P MIDCAP 400 Future September 2009

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	564.50	588.00	23.50	4.2%	567.00
High	575.30	596.00	20.70	3.6%	575.30
Low	563.30	581.70	18.40	3.3%	542.00
Close	572.20	589.50	17.30	3.0%	572.20
Range	12.00	14.30	2.30	19.2%	33.30
ATR
Volume	0	10	10		5

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	631.97	625.03	597.37
R3	617.67	610.73	593.43
R2	603.37	603.37	592.12
R1	596.43	596.43	590.81	599.90
PP	589.07	589.07	589.07	590.80
S1	582.13	582.13	588.19	585.60
S2	574.77	574.77	586.88
S3	560.47	567.83	585.57
S4	546.17	553.53	581.64

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	596.00	542.00	54.00	9.2%	16.12	2.7%	88%	True	False	3
10	596.00	541.50	54.50	9.2%	14.17	2.4%	88%	True	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.48
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	656.78
2.618	633.44
1.618	619.14
1.000	610.30
0.618	604.84
HIGH	596.00
0.618	590.54
0.500	588.85
0.382	587.16
LOW	581.70
0.618	572.86
1.000	567.40
1.618	558.56
2.618	544.26
4.250	520.93

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	589.28	584.32
PP	589.07	579.13
S1	588.85	573.95

Download as Excel Spreadsheet

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

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