E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 477.40 461.40 -16.00 -3.4% 452.30
High 480.30 499.00 18.70 3.9% 485.40
Low 459.20 461.40 2.20 0.5% 443.50
Close 461.00 494.10 33.10 7.2% 461.00
Range 21.10 37.60 16.50 78.2% 41.90
ATR 19.52 20.84 1.32 6.8% 0.00
Volume 32,052 22,070 -9,982 -31.1% 225,161
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 597.63 583.47 514.78
R3 560.03 545.87 504.44
R2 522.43 522.43 500.99
R1 508.27 508.27 497.55 515.35
PP 484.83 484.83 484.83 488.38
S1 470.67 470.67 490.65 477.75
S2 447.23 447.23 487.21
S3 409.63 433.07 483.76
S4 372.03 395.47 473.42
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
5 499.00 443.50 55.50 11.2% 24.28 4.9% 91% True False 40,192
10 499.00 409.60 89.40 18.1% 21.40 4.3% 95% True False 34,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.10
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 658.80
2.618 597.44
1.618 559.84
1.000 536.60
0.618 522.24
HIGH 499.00
0.618 484.64
0.500 480.20
0.382 475.76
LOW 461.40
0.618 438.16
1.000 423.80
1.618 400.56
2.618 362.96
4.250 301.60
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 489.47 489.10
PP 484.83 484.10
S1 480.20 479.10

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.