E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 550.40 558.30 7.90 1.4% 550.30
High 562.60 581.00 18.40 3.3% 573.30
Low 549.90 558.30 8.40 1.5% 533.80
Close 557.60 579.20 21.60 3.9% 557.60
Range 12.70 22.70 10.00 78.7% 39.50
ATR 20.07 20.31 0.24 1.2% 0.00
Volume 55,650 54,234 -1,416 -2.5% 216,612
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 640.93 632.77 591.69
R3 618.23 610.07 585.44
R2 595.53 595.53 583.36
R1 587.37 587.37 581.28 591.45
PP 572.83 572.83 572.83 574.88
S1 564.67 564.67 577.12 568.75
S2 550.13 550.13 575.04
S3 527.43 541.97 572.96
S4 504.73 519.27 566.72
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
5 581.00 533.80 47.20 8.1% 20.80 3.6% 96% True False 47,478
10 581.00 515.00 66.00 11.4% 20.01 3.5% 97% True False 40,833
20 581.00 493.40 87.60 15.1% 19.95 3.4% 98% True False 34,659
40 581.00 400.00 181.00 31.3% 20.35 3.5% 99% True False 33,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 677.48
2.618 640.43
1.618 617.73
1.000 603.70
0.618 595.03
HIGH 581.00
0.618 572.33
0.500 569.65
0.382 566.97
LOW 558.30
0.618 544.27
1.000 535.60
1.618 521.57
2.618 498.87
4.250 461.83
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 576.02 574.10
PP 572.83 569.00
S1 569.65 563.90

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

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