E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 533.30 520.50 -12.80 -2.4% 525.00
High 536.00 528.80 -7.20 -1.3% 536.90
Low 520.00 515.40 -4.60 -0.9% 493.40
Close 522.30 527.40 5.10 1.0% 533.30
Range 16.00 13.40 -2.60 -16.3% 43.50
ATR 20.56 20.05 -0.51 -2.5% 0.00
Volume 24,783 27,304 2,521 10.2% 107,084
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 564.07 559.13 534.77
R3 550.67 545.73 531.09
R2 537.27 537.27 529.86
R1 532.33 532.33 528.63 534.80
PP 523.87 523.87 523.87 525.10
S1 518.93 518.93 526.17 521.40
S2 510.47 510.47 524.94
S3 497.07 505.53 523.72
S4 483.67 492.13 520.03
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 8.3% 18.04 3.4% 77% False False 26,333
10 537.30 473.90 63.40 12.0% 20.00 3.8% 84% False False 30,079
20 537.30 455.90 81.40 15.4% 20.93 4.0% 88% False False 32,315
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.35
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 585.75
2.618 563.88
1.618 550.48
1.000 542.20
0.618 537.08
HIGH 528.80
0.618 523.68
0.500 522.10
0.382 520.52
LOW 515.40
0.618 507.12
1.000 502.00
1.618 493.72
2.618 480.32
4.250 458.45
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 525.63 527.05
PP 523.87 526.70
S1 522.10 526.35

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

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