E-mini S&P MIDCAP 400 Future September 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 601.40 589.00 -12.40 -2.1% 588.00
High 605.00 589.50 -15.50 -2.6% 605.00
Low 587.60 589.00 1.40 0.2% 581.00
Close 592.90 589.50 -3.40 -0.6% 592.90
Range 17.40 0.50 -16.90 -97.1% 24.00
ATR 15.55 14.72 -0.83 -5.4% 0.00
Volume 78 0 -78 -100.0% 491
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 590.83 590.67 589.78
R3 590.33 590.17 589.64
R2 589.83 589.83 589.59
R1 589.67 589.67 589.55 589.75
PP 589.33 589.33 589.33 589.38
S1 589.17 589.17 589.45 589.25
S2 588.83 588.83 589.41
S3 588.33 588.67 589.36
S4 587.83 588.17 589.23
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 664.97 652.93 606.10
R3 640.97 628.93 599.50
R2 616.97 616.97 597.30
R1 604.93 604.93 595.10 610.95
PP 592.97 592.97 592.97 595.98
S1 580.93 580.93 590.70 586.95
S2 568.97 568.97 588.50
S3 544.97 556.93 586.30
S4 520.97 532.93 579.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 605.00 581.00 24.00 4.1% 9.70 1.6% 35% False False 96
10 605.00 542.00 63.00 10.7% 12.91 2.2% 75% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.66
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 591.63
2.618 590.81
1.618 590.31
1.000 590.00
0.618 589.81
HIGH 589.50
0.618 589.31
0.500 589.25
0.382 589.19
LOW 589.00
0.618 588.69
1.000 588.50
1.618 588.19
2.618 587.69
4.250 586.88
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 589.42 594.20
PP 589.33 592.63
S1 589.25 591.07

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.