E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 557.10 550.40 -6.70 -1.2% 550.30
High 573.30 562.60 -10.70 -1.9% 573.30
Low 546.80 549.90 3.10 0.6% 533.80
Close 560.00 557.60 -2.40 -0.4% 557.60
Range 26.50 12.70 -13.80 -52.1% 39.50
ATR 20.64 20.07 -0.57 -2.7% 0.00
Volume 40,674 55,650 14,976 36.8% 216,612
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 594.80 588.90 564.59
R3 582.10 576.20 561.09
R2 569.40 569.40 559.93
R1 563.50 563.50 558.76 566.45
PP 556.70 556.70 556.70 558.18
S1 550.80 550.80 556.44 553.75
S2 544.00 544.00 555.27
S3 531.30 538.10 554.11
S4 518.60 525.40 550.62
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 673.40 655.00 579.33
R3 633.90 615.50 568.46
R2 594.40 594.40 564.84
R1 576.00 576.00 561.22 585.20
PP 554.90 554.90 554.90 559.50
S1 536.50 536.50 553.98 545.70
S2 515.40 515.40 550.36
S3 475.90 497.00 546.74
S4 436.40 457.50 535.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 573.30 533.80 39.50 7.1% 19.02 3.4% 60% False False 43,322
10 573.30 515.00 58.30 10.5% 20.46 3.7% 73% False False 38,124
20 573.30 493.40 79.90 14.3% 19.72 3.5% 80% False False 33,833
40 573.30 395.50 177.80 31.9% 20.25 3.6% 91% False False 32,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.04
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 616.58
2.618 595.85
1.618 583.15
1.000 575.30
0.618 570.45
HIGH 562.60
0.618 557.75
0.500 556.25
0.382 554.75
LOW 549.90
0.618 542.05
1.000 537.20
1.618 529.35
2.618 516.65
4.250 495.93
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 557.15 558.10
PP 556.70 557.93
S1 556.25 557.77

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

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