E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 517.00 502.60 -14.40 -2.8% 496.40
High 518.10 508.20 -9.90 -1.9% 526.70
Low 498.00 493.40 -4.60 -0.9% 473.90
Close 501.20 506.20 5.00 1.0% 526.30
Range 20.10 14.80 -5.30 -26.4% 52.80
ATR 21.07 20.62 -0.45 -2.1% 0.00
Volume 25,266 24,550 -716 -2.8% 170,648
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 547.00 541.40 514.34
R3 532.20 526.60 510.27
R2 517.40 517.40 508.91
R1 511.80 511.80 507.56 514.60
PP 502.60 502.60 502.60 504.00
S1 497.00 497.00 504.84 499.80
S2 487.80 487.80 503.49
S3 473.00 482.20 502.13
S4 458.20 467.40 498.06
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
5 530.90 492.00 38.90 7.7% 20.88 4.1% 37% False False 31,532
10 530.90 473.90 57.00 11.3% 20.71 4.1% 57% False False 33,082
20 530.90 425.20 105.70 20.9% 21.36 4.2% 77% False False 36,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.60
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 571.10
2.618 546.95
1.618 532.15
1.000 523.00
0.618 517.35
HIGH 508.20
0.618 502.55
0.500 500.80
0.382 499.05
LOW 493.40
0.618 484.25
1.000 478.60
1.618 469.45
2.618 454.65
4.250 430.50
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 504.40 512.15
PP 502.60 510.17
S1 500.80 508.18

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

View Archives - Comment on this page... - Back to Index of Symbols