E-mini S&P MIDCAP 400 Future June 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
535.90 |
550.30 |
14.40 |
2.7% |
545.90 |
High |
552.90 |
551.80 |
-1.10 |
-0.2% |
552.90 |
Low |
531.50 |
538.00 |
6.50 |
1.2% |
515.00 |
Close |
551.80 |
544.90 |
-6.90 |
-1.3% |
551.80 |
Range |
21.40 |
13.80 |
-7.60 |
-35.5% |
37.90 |
ATR |
20.52 |
20.04 |
-0.48 |
-2.3% |
0.00 |
Volume |
36,544 |
33,456 |
-3,088 |
-8.5% |
164,629 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
586.30 |
579.40 |
552.49 |
|
R3 |
572.50 |
565.60 |
548.70 |
|
R2 |
558.70 |
558.70 |
547.43 |
|
R1 |
551.80 |
551.80 |
546.17 |
548.35 |
PP |
544.90 |
544.90 |
544.90 |
543.18 |
S1 |
538.00 |
538.00 |
543.64 |
534.55 |
S2 |
531.10 |
531.10 |
542.37 |
|
S3 |
517.30 |
524.20 |
541.11 |
|
S4 |
503.50 |
510.40 |
537.31 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
653.60 |
640.60 |
572.65 |
|
R3 |
615.70 |
602.70 |
562.22 |
|
R2 |
577.80 |
577.80 |
558.75 |
|
R1 |
564.80 |
564.80 |
555.27 |
571.30 |
PP |
539.90 |
539.90 |
539.90 |
543.15 |
S1 |
526.90 |
526.90 |
548.33 |
533.40 |
S2 |
502.00 |
502.00 |
544.85 |
|
S3 |
464.10 |
489.00 |
541.38 |
|
S4 |
426.20 |
451.10 |
530.96 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
610.45 |
2.618 |
587.93 |
1.618 |
574.13 |
1.000 |
565.60 |
0.618 |
560.33 |
HIGH |
551.80 |
0.618 |
546.53 |
0.500 |
544.90 |
0.382 |
543.27 |
LOW |
538.00 |
0.618 |
529.47 |
1.000 |
524.20 |
1.618 |
515.67 |
2.618 |
501.87 |
4.250 |
479.35 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
544.90 |
542.77 |
PP |
544.90 |
540.63 |
S1 |
544.90 |
538.50 |
|