E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 527.50 540.20 12.70 2.4% 531.20
High 546.00 551.60 5.60 1.0% 551.60
Low 522.60 536.60 14.00 2.7% 515.40
Close 540.80 547.00 6.20 1.1% 547.00
Range 23.40 15.00 -8.40 -35.9% 36.20
ATR 20.29 19.91 -0.38 -1.9% 0.00
Volume 30,074 38,923 8,849 29.4% 150,634
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 590.07 583.53 555.25
R3 575.07 568.53 551.13
R2 560.07 560.07 549.75
R1 553.53 553.53 548.38 556.80
PP 545.07 545.07 545.07 546.70
S1 538.53 538.53 545.63 541.80
S2 530.07 530.07 544.25
S3 515.07 523.53 542.88
S4 500.07 508.53 538.75
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 646.60 633.00 566.91
R3 610.40 596.80 556.96
R2 574.20 574.20 553.64
R1 560.60 560.60 550.32 567.40
PP 538.00 538.00 538.00 541.40
S1 524.40 524.40 543.68 531.20
S2 501.80 501.80 540.36
S3 465.60 488.20 537.05
S4 429.40 452.00 527.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 551.60 515.40 36.20 6.6% 16.60 3.0% 87% True False 30,126
10 551.60 493.40 58.20 10.6% 18.97 3.5% 92% True False 29,543
20 551.60 459.20 92.40 16.9% 20.94 3.8% 95% True False 31,014
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 4.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 615.35
2.618 590.87
1.618 575.87
1.000 566.60
0.618 560.87
HIGH 551.60
0.618 545.87
0.500 544.10
0.382 542.33
LOW 536.60
0.618 527.33
1.000 521.60
1.618 512.33
2.618 497.33
4.250 472.85
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 546.03 542.50
PP 545.07 538.00
S1 544.10 533.50

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

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