E-mini S&P MIDCAP 400 Future December 2009

Trading Metrics calculated at close of trading on 07-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	07-Sep-2009	Change	Change %	Previous Week
Open	643.10	653.80	10.70	1.7%	659.10
High	651.60	656.20	4.60	0.7%	660.10
Low	639.10	653.80	14.70	2.3%	630.80
Close	649.30	656.20	6.90	1.1%	649.30
Range	12.50	2.40	-10.10	-80.8%	29.30
ATR
Volume	44	44	0	0.0%	80

Daily Pivots for day following 07-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	662.60	661.80	657.52
R3	660.20	659.40	656.86
R2	657.80	657.80	656.64
R1	657.00	657.00	656.42	657.40
PP	655.40	655.40	655.40	655.60
S1	654.60	654.60	655.98	655.00
S2	653.00	653.00	655.76
S3	650.60	652.20	655.54
S4	648.20	649.80	654.88

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	734.63	721.27	665.42
R3	705.33	691.97	657.36
R2	676.03	676.03	654.67
R1	662.67	662.67	651.99	654.70
PP	646.73	646.73	646.73	642.75
S1	633.37	633.37	646.61	625.40
S2	617.43	617.43	643.93
S3	588.13	604.07	641.24
S4	558.83	574.77	633.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	660.10	630.80	29.30	4.5%	11.34	1.7%	87%	False	False	23
10	667.00	630.80	36.20	5.5%	10.08	1.5%	70%	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	2.43
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	666.40
2.618	662.48
1.618	660.08
1.000	658.60
0.618	657.68
HIGH	656.20
0.618	655.28
0.500	655.00
0.382	654.72
LOW	653.80
0.618	652.32
1.000	651.40
1.618	649.92
2.618	647.52
4.250	643.60

Fisher Pivots for day following 07-Sep-2009
Pivot	1 day	3 day
R1	655.80	651.97
PP	655.40	647.73
S1	655.00	643.50

Download as Excel Spreadsheet

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

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