E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 581.80 566.30 -15.50 -2.7% 558.30
High 589.10 586.30 -2.80 -0.5% 589.10
Low 562.50 564.70 2.20 0.4% 558.30
Close 567.30 583.30 16.00 2.8% 583.30
Range 26.60 21.60 -5.00 -18.8% 30.80
ATR 19.89 20.01 0.12 0.6% 0.00
Volume 42,390 38,802 -3,588 -8.5% 216,762
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 642.90 634.70 595.18
R3 621.30 613.10 589.24
R2 599.70 599.70 587.26
R1 591.50 591.50 585.28 595.60
PP 578.10 578.10 578.10 580.15
S1 569.90 569.90 581.32 574.00
S2 556.50 556.50 579.34
S3 534.90 548.30 577.36
S4 513.30 526.70 571.42
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 669.30 657.10 600.24
R3 638.50 626.30 591.77
R2 607.70 607.70 588.95
R1 595.50 595.50 586.12 601.60
PP 576.90 576.90 576.90 579.95
S1 564.70 564.70 580.48 570.80
S2 546.10 546.10 577.65
S3 515.30 533.90 574.83
S4 484.50 503.10 566.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 589.10 558.30 30.80 5.3% 19.56 3.4% 81% False False 43,352
10 589.10 533.80 55.30 9.5% 19.29 3.3% 90% False False 43,337
20 589.10 515.00 74.10 12.7% 19.27 3.3% 92% False False 37,431
40 589.10 443.50 145.60 25.0% 20.33 3.5% 96% False False 37,035
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.94
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 678.10
2.618 642.85
1.618 621.25
1.000 607.90
0.618 599.65
HIGH 586.30
0.618 578.05
0.500 575.50
0.382 572.95
LOW 564.70
0.618 551.35
1.000 543.10
1.618 529.75
2.618 508.15
4.250 472.90
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 580.70 580.80
PP 578.10 578.30
S1 575.50 575.80

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

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