E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 544.00 564.30 20.30 3.7% 580.40
High 566.40 573.30 6.90 1.2% 582.10
Low 539.50 560.40 20.90 3.9% 540.10
Close 564.30 567.50 3.20 0.6% 544.90
Range 26.90 12.90 -14.00 -52.0% 42.00
ATR 20.17 19.65 -0.52 -2.6% 0.00
Volume 31,070 26,210 -4,860 -15.6% 164,663
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 605.77 599.53 574.60
R3 592.87 586.63 571.05
R2 579.97 579.97 569.87
R1 573.73 573.73 568.68 576.85
PP 567.07 567.07 567.07 568.63
S1 560.83 560.83 566.32 563.95
S2 554.17 554.17 565.14
S3 541.27 547.93 563.95
S4 528.37 535.03 560.41
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
5 573.30 539.50 33.80 6.0% 19.54 3.4% 83% True False 31,662
10 589.10 539.50 49.60 8.7% 19.79 3.5% 56% False False 34,139
20 589.10 524.10 65.00 11.5% 19.44 3.4% 67% False False 38,093
40 589.10 473.10 116.00 20.4% 19.90 3.5% 81% False False 34,653
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.34
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 628.13
2.618 607.07
1.618 594.17
1.000 586.20
0.618 581.27
HIGH 573.30
0.618 568.37
0.500 566.85
0.382 565.33
LOW 560.40
0.618 552.43
1.000 547.50
1.618 539.53
2.618 526.63
4.250 505.58
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 567.28 563.80
PP 567.07 560.10
S1 566.85 556.40

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

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