E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 544.00 544.20 0.20 0.0% 545.90
High 552.90 565.90 13.00 2.4% 552.90
Low 533.80 542.90 9.10 1.7% 515.00
Close 544.50 559.50 15.00 2.8% 551.80
Range 19.10 23.00 3.90 20.4% 37.90
ATR 19.97 20.19 0.22 1.1% 0.00
Volume 43,797 43,035 -762 -1.7% 164,629
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 625.10 615.30 572.15
R3 602.10 592.30 565.83
R2 579.10 579.10 563.72
R1 569.30 569.30 561.61 574.20
PP 556.10 556.10 556.10 558.55
S1 546.30 546.30 557.39 551.20
S2 533.10 533.10 555.28
S3 510.10 523.30 553.18
S4 487.10 500.30 546.85
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
5 565.90 524.10 41.80 7.5% 18.80 3.4% 85% True False 39,145
10 565.90 515.00 50.90 9.1% 20.38 3.6% 87% True False 35,391
20 565.90 473.90 92.00 16.4% 20.19 3.6% 93% True False 32,735
40 565.90 395.50 170.40 30.5% 19.92 3.6% 96% True False 29,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.81
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 663.65
2.618 626.11
1.618 603.11
1.000 588.90
0.618 580.11
HIGH 565.90
0.618 557.11
0.500 554.40
0.382 551.69
LOW 542.90
0.618 528.69
1.000 519.90
1.618 505.69
2.618 482.69
4.250 445.15
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 557.80 556.28
PP 556.10 553.07
S1 554.40 549.85

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

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