E-mini S&P MIDCAP 400 Future September 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 588.50 585.90 -2.60 -0.4% 567.00
High 598.00 587.90 -10.10 -1.7% 575.30
Low 586.50 581.00 -5.50 -0.9% 542.00
Close 595.40 587.30 -8.10 -1.4% 572.20
Range 11.50 6.90 -4.60 -40.0% 33.30
ATR 15.75 15.65 -0.10 -0.6% 0.00
Volume 2 68 66 3,300.0% 5
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 606.10 603.60 591.10
R3 599.20 596.70 589.20
R2 592.30 592.30 588.57
R1 589.80 589.80 587.93 591.05
PP 585.40 585.40 585.40 586.03
S1 582.90 582.90 586.67 584.15
S2 578.50 578.50 586.04
S3 571.60 576.00 585.40
S4 564.70 569.10 583.51
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
5 598.00 551.90 46.10 7.8% 11.70 2.0% 77% False False 16
10 598.00 542.00 56.00 9.5% 12.73 2.2% 81% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.53
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 617.23
2.618 605.96
1.618 599.06
1.000 594.80
0.618 592.16
HIGH 587.90
0.618 585.26
0.500 584.45
0.382 583.64
LOW 581.00
0.618 576.74
1.000 574.10
1.618 569.84
2.618 562.94
4.250 551.68
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 586.35 589.50
PP 585.40 588.77
S1 584.45 588.03

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

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