E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 485.20 488.60 3.40 0.7% 452.30
High 499.50 512.20 12.70 2.5% 485.40
Low 473.10 488.60 15.50 3.3% 443.50
Close 488.60 509.50 20.90 4.3% 461.00
Range 26.40 23.60 -2.80 -10.6% 41.90
ATR 20.70 20.91 0.21 1.0% 0.00
Volume 27,191 40,411 13,220 48.6% 225,161
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 574.23 565.47 522.48
R3 550.63 541.87 515.99
R2 527.03 527.03 513.83
R1 518.27 518.27 511.66 522.65
PP 503.43 503.43 503.43 505.63
S1 494.67 494.67 507.34 499.05
S2 479.83 479.83 505.17
S3 456.23 471.07 503.01
S4 432.63 447.47 496.52
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
5 512.20 459.20 53.00 10.4% 24.28 4.8% 95% True False 30,754
10 512.20 443.50 68.70 13.5% 21.33 4.2% 96% True False 41,688
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 5.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 612.50
2.618 573.98
1.618 550.38
1.000 535.80
0.618 526.78
HIGH 512.20
0.618 503.18
0.500 500.40
0.382 497.62
LOW 488.60
0.618 474.02
1.000 465.00
1.618 450.42
2.618 426.82
4.250 388.30
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 506.47 503.88
PP 503.43 498.27
S1 500.40 492.65

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

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