E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 568.10 544.80 -23.30 -4.1% 558.30
High 569.70 556.00 -13.70 -2.4% 589.10
Low 540.90 540.10 -0.80 -0.1% 558.30
Close 544.30 548.40 4.10 0.8% 583.30
Range 28.80 15.90 -12.90 -44.8% 30.80
ATR 20.48 20.15 -0.33 -1.6% 0.00
Volume 33,778 34,364 586 1.7% 216,762
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 595.87 588.03 557.15
R3 579.97 572.13 552.77
R2 564.07 564.07 551.32
R1 556.23 556.23 549.86 560.15
PP 548.17 548.17 548.17 550.13
S1 540.33 540.33 546.94 544.25
S2 532.27 532.27 545.49
S3 516.37 524.43 544.03
S4 500.47 508.53 539.66
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
5 586.30 540.10 46.20 8.4% 20.46 3.7% 18% False True 34,115
10 589.10 540.10 49.00 8.9% 19.12 3.5% 17% False True 40,418
20 589.10 515.00 74.10 13.5% 19.91 3.6% 45% False False 38,435
40 589.10 459.20 129.90 23.7% 20.34 3.7% 69% False False 34,778
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 623.58
2.618 597.63
1.618 581.73
1.000 571.90
0.618 565.83
HIGH 556.00
0.618 549.93
0.500 548.05
0.382 546.17
LOW 540.10
0.618 530.27
1.000 524.20
1.618 514.37
2.618 498.47
4.250 472.53
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 548.28 559.60
PP 548.17 555.87
S1 548.05 552.13

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

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