E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 534.20 533.50 -0.70 -0.1% 531.20
High 549.60 540.80 -8.80 -1.6% 551.60
Low 525.60 524.10 -1.50 -0.3% 515.40
Close 533.20 536.20 3.00 0.6% 547.00
Range 24.00 16.70 -7.30 -30.4% 36.20
ATR 20.74 20.45 -0.29 -1.4% 0.00
Volume 31,121 38,895 7,774 25.0% 150,634
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 583.80 576.70 545.39
R3 567.10 560.00 540.79
R2 550.40 550.40 539.26
R1 543.30 543.30 537.73 546.85
PP 533.70 533.70 533.70 535.48
S1 526.60 526.60 534.67 530.15
S2 517.00 517.00 533.14
S3 500.30 509.90 531.61
S4 483.60 493.20 527.02
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 6.8% 20.62 3.8% 58% False False 33,401
10 551.60 506.10 45.50 8.5% 20.19 3.8% 66% False False 30,419
20 551.60 473.90 77.70 14.5% 20.45 3.8% 80% False False 31,751
Crabel Price Patterns
NR True
NR4 True
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 4.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 611.78
2.618 584.52
1.618 567.82
1.000 557.50
0.618 551.12
HIGH 540.80
0.618 534.42
0.500 532.45
0.382 530.48
LOW 524.10
0.618 513.78
1.000 507.40
1.618 497.08
2.618 480.38
4.250 453.13
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 534.95 534.90
PP 533.70 533.60
S1 532.45 532.30

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

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