E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 488.60 509.00 20.40 4.2% 461.40
High 512.20 510.50 -1.70 -0.3% 512.20
Low 488.60 495.70 7.10 1.5% 461.40
Close 509.50 499.40 -10.10 -2.0% 499.40
Range 23.60 14.80 -8.80 -37.3% 50.80
ATR 20.91 20.47 -0.44 -2.1% 0.00
Volume 40,411 38,159 -2,252 -5.6% 159,881
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 546.27 537.63 507.54
R3 531.47 522.83 503.47
R2 516.67 516.67 502.11
R1 508.03 508.03 500.76 504.95
PP 501.87 501.87 501.87 500.33
S1 493.23 493.23 498.04 490.15
S2 487.07 487.07 496.69
S3 472.27 478.43 495.33
S4 457.47 463.63 491.26
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 643.40 622.20 527.34
R3 592.60 571.40 513.37
R2 541.80 541.80 508.71
R1 520.60 520.60 504.06 531.20
PP 491.00 491.00 491.00 496.30
S1 469.80 469.80 494.74 480.40
S2 440.20 440.20 490.09
S3 389.40 419.00 485.43
S4 338.60 368.20 471.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 512.20 461.40 50.80 10.2% 23.02 4.6% 75% False False 31,976
10 512.20 443.50 68.70 13.8% 21.48 4.3% 81% False False 38,504
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 4.71
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 573.40
2.618 549.25
1.618 534.45
1.000 525.30
0.618 519.65
HIGH 510.50
0.618 504.85
0.500 503.10
0.382 501.35
LOW 495.70
0.618 486.55
1.000 480.90
1.618 471.75
2.618 456.95
4.250 432.80
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 503.10 497.15
PP 501.87 494.90
S1 500.63 492.65

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

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