E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 496.40 478.60 -17.80 -3.6% 461.40
High 498.90 495.80 -3.10 -0.6% 512.20
Low 474.40 476.20 1.80 0.4% 461.40
Close 479.10 487.90 8.80 1.8% 499.40
Range 24.50 19.60 -4.90 -20.0% 50.80
ATR 20.79 20.71 -0.09 -0.4% 0.00
Volume 29,469 29,106 -363 -1.2% 159,881
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 545.43 536.27 498.68
R3 525.83 516.67 493.29
R2 506.23 506.23 491.49
R1 497.07 497.07 489.70 501.65
PP 486.63 486.63 486.63 488.93
S1 477.47 477.47 486.10 482.05
S2 467.03 467.03 484.31
S3 447.43 457.87 482.51
S4 427.83 438.27 477.12
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
5 512.20 473.10 39.10 8.0% 21.78 4.5% 38% False False 32,867
10 512.20 455.90 56.30 11.5% 21.86 4.5% 57% False False 34,551
20 512.20 395.50 116.70 23.9% 19.64 4.0% 79% False False 26,965
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 3.86
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 579.10
2.618 547.11
1.618 527.51
1.000 515.40
0.618 507.91
HIGH 495.80
0.618 488.31
0.500 486.00
0.382 483.69
LOW 476.20
0.618 464.09
1.000 456.60
1.618 444.49
2.618 424.89
4.250 392.90
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 487.27 492.45
PP 486.63 490.93
S1 486.00 489.42

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

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