E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 479.00 477.40 -1.60 -0.3% 452.30
High 485.40 480.30 -5.10 -1.1% 485.40
Low 473.70 459.20 -14.50 -3.1% 443.50
Close 477.60 461.00 -16.60 -3.5% 461.00
Range 11.70 21.10 9.40 80.3% 41.90
ATR 0.00 19.52 19.52 0.00
Volume 41,065 32,052 -9,013 -21.9% 225,161
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 530.13 516.67 472.61
R3 509.03 495.57 466.80
R2 487.93 487.93 464.87
R1 474.47 474.47 462.93 470.65
PP 466.83 466.83 466.83 464.93
S1 453.37 453.37 459.07 449.55
S2 445.73 445.73 457.13
S3 424.63 432.27 455.20
S4 403.53 411.17 449.40
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 589.00 566.90 484.05
R3 547.10 525.00 472.52
R2 505.20 505.20 468.68
R1 483.10 483.10 464.84 494.15
PP 463.30 463.30 463.30 468.83
S1 441.20 441.20 457.16 452.25
S2 421.40 421.40 453.32
S3 379.50 399.30 449.48
S4 337.60 357.40 437.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 485.40 443.50 41.90 9.1% 19.94 4.3% 42% False False 45,032
10 485.40 400.00 85.40 18.5% 18.92 4.1% 71% False False 32,081
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 5.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 569.98
2.618 535.54
1.618 514.44
1.000 501.40
0.618 493.34
HIGH 480.30
0.618 472.24
0.500 469.75
0.382 467.26
LOW 459.20
0.618 446.16
1.000 438.10
1.618 425.06
2.618 403.96
4.250 369.53
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 469.75 470.65
PP 466.83 467.43
S1 463.92 464.22

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

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