E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 506.10 531.20 25.10 5.0% 525.00
High 536.90 537.30 0.40 0.1% 536.90
Low 506.10 522.10 16.00 3.2% 493.40
Close 533.30 532.40 -0.90 -0.2% 533.30
Range 30.80 15.20 -15.60 -50.6% 43.50
ATR 21.35 20.91 -0.44 -2.1% 0.00
Volume 25,478 29,550 4,072 16.0% 107,084
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 576.20 569.50 540.76
R3 561.00 554.30 536.58
R2 545.80 545.80 535.19
R1 539.10 539.10 533.79 542.45
PP 530.60 530.60 530.60 532.28
S1 523.90 523.90 531.01 527.25
S2 515.40 515.40 529.61
S3 500.20 508.70 528.22
S4 485.00 493.50 524.04
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 651.70 636.00 557.23
R3 608.20 592.50 545.26
R2 564.70 564.70 541.28
R1 549.00 549.00 537.29 556.85
PP 521.20 521.20 521.20 525.13
S1 505.50 505.50 529.31 513.35
S2 477.70 477.70 525.33
S3 434.20 462.00 521.34
S4 390.70 418.50 509.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 537.30 493.40 43.90 8.2% 20.78 3.9% 89% True False 27,326
10 537.30 473.90 63.40 11.9% 21.47 4.0% 92% True False 30,728
20 537.30 443.50 93.80 17.6% 21.48 4.0% 95% True False 34,616
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 4.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 601.90
2.618 577.09
1.618 561.89
1.000 552.50
0.618 546.69
HIGH 537.30
0.618 531.49
0.500 529.70
0.382 527.91
LOW 522.10
0.618 512.71
1.000 506.90
1.618 497.51
2.618 482.31
4.250 457.50
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 531.50 526.72
PP 530.60 521.03
S1 529.70 515.35

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

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