E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 577.40 581.80 4.40 0.8% 550.30
High 584.70 589.10 4.40 0.8% 573.30
Low 568.70 562.50 -6.20 -1.1% 533.80
Close 581.70 567.30 -14.40 -2.5% 557.60
Range 16.00 26.60 10.60 66.3% 39.50
ATR 19.38 19.89 0.52 2.7% 0.00
Volume 38,256 42,390 4,134 10.8% 216,612
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 652.77 636.63 581.93
R3 626.17 610.03 574.62
R2 599.57 599.57 572.18
R1 583.43 583.43 569.74 578.20
PP 572.97 572.97 572.97 570.35
S1 556.83 556.83 564.86 551.60
S2 546.37 546.37 562.42
S3 519.77 530.23 559.99
S4 493.17 503.63 552.67
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
5 589.10 549.90 39.20 6.9% 17.78 3.1% 44% True False 46,722
10 589.10 531.50 57.60 10.2% 19.27 3.4% 62% True False 43,111
20 589.10 506.10 83.00 14.6% 19.73 3.5% 74% True False 36,765
40 589.10 425.20 163.90 28.9% 20.54 3.6% 87% True False 36,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.22
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 702.15
2.618 658.74
1.618 632.14
1.000 615.70
0.618 605.54
HIGH 589.10
0.618 578.94
0.500 575.80
0.382 572.66
LOW 562.50
0.618 546.06
1.000 535.90
1.618 519.46
2.618 492.86
4.250 449.45
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 575.80 575.80
PP 572.97 572.97
S1 570.13 570.13

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.