E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 549.30 544.00 -5.30 -1.0% 580.40
High 554.70 566.40 11.70 2.1% 582.10
Low 541.50 539.50 -2.00 -0.4% 540.10
Close 544.90 564.30 19.40 3.6% 544.90
Range 13.20 26.90 13.70 103.8% 42.00
ATR 19.66 20.17 0.52 2.6% 0.00
Volume 32,888 31,070 -1,818 -5.5% 164,663
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 637.43 627.77 579.10
R3 610.53 600.87 571.70
R2 583.63 583.63 569.23
R1 573.97 573.97 566.77 578.80
PP 556.73 556.73 556.73 559.15
S1 547.07 547.07 561.83 551.90
S2 529.83 529.83 559.37
S3 502.93 520.17 556.90
S4 476.03 493.27 549.51
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 681.70 655.30 568.00
R3 639.70 613.30 556.45
R2 597.70 597.70 552.60
R1 571.30 571.30 548.75 563.50
PP 555.70 555.70 555.70 551.80
S1 529.30 529.30 541.05 521.50
S2 513.70 513.70 537.20
S3 471.70 487.30 533.35
S4 429.70 445.30 521.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 579.10 539.50 39.60 7.0% 21.50 3.8% 63% False True 32,200
10 589.10 539.50 49.60 8.8% 19.59 3.5% 50% False True 35,826
20 589.10 515.00 74.10 13.1% 19.80 3.5% 67% False False 38,329
40 589.10 461.40 127.70 22.6% 20.52 3.6% 81% False False 34,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 680.73
2.618 636.82
1.618 609.92
1.000 593.30
0.618 583.02
HIGH 566.40
0.618 556.12
0.500 552.95
0.382 549.78
LOW 539.50
0.618 522.88
1.000 512.60
1.618 495.98
2.618 469.08
4.250 425.18
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 560.52 560.52
PP 556.73 556.73
S1 552.95 552.95

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

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