E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 493.40 515.60 22.20 4.5% 496.40
High 520.50 526.70 6.20 1.2% 526.70
Low 492.00 508.70 16.70 3.4% 473.90
Close 517.00 526.30 9.30 1.8% 526.30
Range 28.50 18.00 -10.50 -36.8% 52.80
ATR 21.23 21.00 -0.23 -1.1% 0.00
Volume 38,339 37,719 -620 -1.6% 170,648
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 574.57 568.43 536.20
R3 556.57 550.43 531.25
R2 538.57 538.57 529.60
R1 532.43 532.43 527.95 535.50
PP 520.57 520.57 520.57 522.10
S1 514.43 514.43 524.65 517.50
S2 502.57 502.57 523.00
S3 484.57 496.43 521.35
S4 466.57 478.43 516.40
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 667.37 649.63 555.34
R3 614.57 596.83 540.82
R2 561.77 561.77 535.98
R1 544.03 544.03 531.14 552.90
PP 508.97 508.97 508.97 513.40
S1 491.23 491.23 521.46 500.10
S2 456.17 456.17 516.62
S3 403.37 438.43 511.78
S4 350.57 385.63 497.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 526.70 473.90 52.80 10.0% 22.16 4.2% 99% True False 34,129
10 526.70 461.40 65.30 12.4% 22.59 4.3% 99% True False 33,052
20 526.70 400.00 126.70 24.1% 20.76 3.9% 100% True False 32,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.68
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 603.20
2.618 573.82
1.618 555.82
1.000 544.70
0.618 537.82
HIGH 526.70
0.618 519.82
0.500 517.70
0.382 515.58
LOW 508.70
0.618 497.58
1.000 490.70
1.618 479.58
2.618 461.58
4.250 432.20
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 523.43 517.63
PP 520.57 508.97
S1 517.70 500.30

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

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