E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 461.40 494.10 32.70 7.1% 452.30
High 499.00 495.40 -3.60 -0.7% 485.40
Low 461.40 482.70 21.30 4.6% 443.50
Close 494.10 486.00 -8.10 -1.6% 461.00
Range 37.60 12.70 -24.90 -66.2% 41.90
ATR 20.84 20.26 -0.58 -2.8% 0.00
Volume 22,070 32,050 9,980 45.2% 225,161
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 526.13 518.77 492.99
R3 513.43 506.07 489.49
R2 500.73 500.73 488.33
R1 493.37 493.37 487.16 490.70
PP 488.03 488.03 488.03 486.70
S1 480.67 480.67 484.84 478.00
S2 475.33 475.33 483.67
S3 462.63 467.97 482.51
S4 449.93 455.27 479.02
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
5 499.00 455.90 43.10 8.9% 21.94 4.5% 70% False False 36,236
10 499.00 425.20 73.80 15.2% 20.65 4.2% 82% False False 37,472
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 549.38
2.618 528.65
1.618 515.95
1.000 508.10
0.618 503.25
HIGH 495.40
0.618 490.55
0.500 489.05
0.382 487.55
LOW 482.70
0.618 474.85
1.000 470.00
1.618 462.15
2.618 449.45
4.250 428.73
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 489.05 483.70
PP 488.03 481.40
S1 487.02 479.10

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

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