E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 478.60 482.60 4.00 0.8% 461.40
High 495.80 494.10 -1.70 -0.3% 512.20
Low 476.20 473.90 -2.30 -0.5% 461.40
Close 487.90 492.60 4.70 1.0% 499.40
Range 19.60 20.20 0.60 3.1% 50.80
ATR 20.71 20.67 -0.04 -0.2% 0.00
Volume 29,106 36,015 6,909 23.7% 159,881
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 547.47 540.23 503.71
R3 527.27 520.03 498.16
R2 507.07 507.07 496.30
R1 499.83 499.83 494.45 503.45
PP 486.87 486.87 486.87 488.68
S1 479.63 479.63 490.75 483.25
S2 466.67 466.67 488.90
S3 446.47 459.43 487.05
S4 426.27 439.23 481.49
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
5 512.20 473.90 38.30 7.8% 20.54 4.2% 49% False True 34,632
10 512.20 459.20 53.00 10.8% 21.22 4.3% 63% False False 32,758
20 512.20 395.50 116.70 23.7% 19.35 3.9% 83% False False 28,764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 579.95
2.618 546.98
1.618 526.78
1.000 514.30
0.618 506.58
HIGH 494.10
0.618 486.38
0.500 484.00
0.382 481.62
LOW 473.90
0.618 461.42
1.000 453.70
1.618 441.22
2.618 421.02
4.250 388.05
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 489.73 490.53
PP 486.87 488.47
S1 484.00 486.40

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

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