E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 564.30 567.30 3.00 0.5% 580.40
High 573.30 581.70 8.40 1.5% 582.10
Low 560.40 561.90 1.50 0.3% 540.10
Close 567.50 562.30 -5.20 -0.9% 544.90
Range 12.90 19.80 6.90 53.5% 42.00
ATR 19.65 19.66 0.01 0.1% 0.00
Volume 26,210 26,160 -50 -0.2% 164,663
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 628.03 614.97 573.19
R3 608.23 595.17 567.75
R2 588.43 588.43 565.93
R1 575.37 575.37 564.12 572.00
PP 568.63 568.63 568.63 566.95
S1 555.57 555.57 560.49 552.20
S2 548.83 548.83 558.67
S3 529.03 535.77 556.86
S4 509.23 515.97 551.41
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
5 581.70 539.50 42.20 7.5% 17.74 3.2% 54% True False 30,138
10 589.10 539.50 49.60 8.8% 20.17 3.6% 46% False False 32,929
20 589.10 524.10 65.00 11.6% 19.23 3.4% 59% False False 37,845
40 589.10 473.10 116.00 20.6% 20.08 3.6% 77% False False 34,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 665.85
2.618 633.54
1.618 613.74
1.000 601.50
0.618 593.94
HIGH 581.70
0.618 574.14
0.500 571.80
0.382 569.46
LOW 561.90
0.618 549.66
1.000 542.10
1.618 529.86
2.618 510.06
4.250 477.75
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 571.80 561.73
PP 568.63 561.17
S1 565.47 560.60

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.