E-mini S&P MIDCAP 400 Future September 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 585.90 588.70 2.80 0.5% 567.00
High 587.90 595.60 7.70 1.3% 575.30
Low 581.00 583.40 2.40 0.4% 542.00
Close 587.30 594.70 7.40 1.3% 572.20
Range 6.90 12.20 5.30 76.8% 33.30
ATR 15.65 15.41 -0.25 -1.6% 0.00
Volume 68 333 265 389.7% 5
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 627.83 623.47 601.41
R3 615.63 611.27 598.06
R2 603.43 603.43 596.94
R1 599.07 599.07 595.82 601.25
PP 591.23 591.23 591.23 592.33
S1 586.87 586.87 593.58 589.05
S2 579.03 579.03 592.46
S3 566.83 574.67 591.35
S4 554.63 562.47 587.99
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
5 598.00 563.30 34.70 5.8% 11.38 1.9% 90% False False 82
10 598.00 542.00 56.00 9.4% 12.06 2.0% 94% False False 43
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 1.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 647.45
2.618 627.54
1.618 615.34
1.000 607.80
0.618 603.14
HIGH 595.60
0.618 590.94
0.500 589.50
0.382 588.06
LOW 583.40
0.618 575.86
1.000 571.20
1.618 563.66
2.618 551.46
4.250 531.55
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 592.97 592.97
PP 591.23 591.23
S1 589.50 589.50

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

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