E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 550.30 544.00 -6.30 -1.1% 545.90
High 551.80 552.90 1.10 0.2% 552.90
Low 538.00 533.80 -4.20 -0.8% 515.00
Close 544.90 544.50 -0.40 -0.1% 551.80
Range 13.80 19.10 5.30 38.4% 37.90
ATR 20.04 19.97 -0.07 -0.3% 0.00
Volume 33,456 43,797 10,341 30.9% 164,629
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 601.03 591.87 555.01
R3 581.93 572.77 549.75
R2 562.83 562.83 548.00
R1 553.67 553.67 546.25 558.25
PP 543.73 543.73 543.73 546.03
S1 534.57 534.57 542.75 539.15
S2 524.63 524.63 541.00
S3 505.53 515.47 539.25
S4 486.43 496.37 534.00
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 552.90 524.10 28.80 5.3% 19.00 3.5% 71% True False 36,762
10 552.90 515.00 37.90 7.0% 19.42 3.6% 78% True False 33,818
20 552.90 473.90 79.00 14.5% 20.02 3.7% 89% True False 32,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 634.08
2.618 602.90
1.618 583.80
1.000 572.00
0.618 564.70
HIGH 552.90
0.618 545.60
0.500 543.35
0.382 541.10
LOW 533.80
0.618 522.00
1.000 514.70
1.618 502.90
2.618 483.80
4.250 452.63
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 544.12 543.73
PP 543.73 542.97
S1 543.35 542.20

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

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