E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 558.30 579.70 21.40 3.8% 550.30
High 581.00 580.40 -0.60 -0.1% 573.30
Low 558.30 569.50 11.20 2.0% 533.80
Close 579.20 578.10 -1.10 -0.2% 557.60
Range 22.70 10.90 -11.80 -52.0% 39.50
ATR 20.31 19.64 -0.67 -3.3% 0.00
Volume 54,234 43,080 -11,154 -20.6% 216,612
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 608.70 604.30 584.10
R3 597.80 593.40 581.10
R2 586.90 586.90 580.10
R1 582.50 582.50 579.10 579.25
PP 576.00 576.00 576.00 574.38
S1 571.60 571.60 577.10 568.35
S2 565.10 565.10 576.10
S3 554.20 560.70 575.10
S4 543.30 549.80 572.11
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
5 581.00 542.90 38.10 6.6% 19.16 3.3% 92% False False 47,334
10 581.00 524.10 56.90 9.8% 19.08 3.3% 95% False False 42,048
20 581.00 493.40 87.60 15.2% 19.35 3.3% 97% False False 35,224
40 581.00 409.60 171.40 29.6% 20.31 3.5% 98% False False 34,687
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 4.35
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 626.73
2.618 608.94
1.618 598.04
1.000 591.30
0.618 587.14
HIGH 580.40
0.618 576.24
0.500 574.95
0.382 573.66
LOW 569.50
0.618 562.76
1.000 558.60
1.618 551.86
2.618 540.96
4.250 523.18
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 577.05 573.88
PP 576.00 569.67
S1 574.95 565.45

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

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