E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 522.60 534.20 11.60 2.2% 531.20
High 535.20 549.60 14.40 2.7% 551.60
Low 515.00 525.60 10.60 2.1% 515.40
Close 533.60 533.20 -0.40 -0.1% 547.00
Range 20.20 24.00 3.80 18.8% 36.20
ATR 20.49 20.74 0.25 1.2% 0.00
Volume 30,931 31,121 190 0.6% 150,634
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 608.13 594.67 546.40
R3 584.13 570.67 539.80
R2 560.13 560.13 537.60
R1 546.67 546.67 535.40 541.40
PP 536.13 536.13 536.13 533.50
S1 522.67 522.67 531.00 517.40
S2 512.13 512.13 528.80
S3 488.13 498.67 526.60
S4 464.13 474.67 520.00
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
5 551.60 515.00 36.60 6.9% 21.96 4.1% 50% False False 31,637
10 551.60 493.40 58.20 10.9% 20.00 3.8% 68% False False 28,985
20 551.60 473.10 78.50 14.7% 20.94 3.9% 77% False False 31,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 651.60
2.618 612.43
1.618 588.43
1.000 573.60
0.618 564.43
HIGH 549.60
0.618 540.43
0.500 537.60
0.382 534.77
LOW 525.60
0.618 510.77
1.000 501.60
1.618 486.77
2.618 462.77
4.250 423.60
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 537.60 532.90
PP 536.13 532.60
S1 534.67 532.30

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

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