E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 544.20 557.10 12.90 2.4% 545.90
High 565.90 573.30 7.40 1.3% 552.90
Low 542.90 546.80 3.90 0.7% 515.00
Close 559.50 560.00 0.50 0.1% 551.80
Range 23.00 26.50 3.50 15.2% 37.90
ATR 20.19 20.64 0.45 2.2% 0.00
Volume 43,035 40,674 -2,361 -5.5% 164,629
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 639.53 626.27 574.58
R3 613.03 599.77 567.29
R2 586.53 586.53 564.86
R1 573.27 573.27 562.43 579.90
PP 560.03 560.03 560.03 563.35
S1 546.77 546.77 557.57 553.40
S2 533.53 533.53 555.14
S3 507.03 520.27 552.71
S4 480.53 493.77 545.43
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
5 573.30 531.50 41.80 7.5% 20.76 3.7% 68% True False 39,501
10 573.30 515.00 58.30 10.4% 20.69 3.7% 77% True False 36,451
20 573.30 492.00 81.30 14.5% 20.51 3.7% 84% True False 32,968
40 573.30 395.50 177.80 31.8% 19.93 3.6% 93% True False 30,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 685.93
2.618 642.68
1.618 616.18
1.000 599.80
0.618 589.68
HIGH 573.30
0.618 563.18
0.500 560.05
0.382 556.92
LOW 546.80
0.618 530.42
1.000 520.30
1.618 503.92
2.618 477.42
4.250 434.18
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 560.05 557.85
PP 560.03 555.70
S1 560.02 553.55

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

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