E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 567.30 561.60 -5.70 -1.0% 580.40
High 581.70 562.70 -19.00 -3.3% 582.10
Low 561.90 546.60 -15.30 -2.7% 540.10
Close 562.30 555.70 -6.60 -1.2% 544.90
Range 19.80 16.10 -3.70 -18.7% 42.00
ATR 19.66 19.41 -0.25 -1.3% 0.00
Volume 26,160 31,869 5,709 21.8% 164,663
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 603.30 595.60 564.56
R3 587.20 579.50 560.13
R2 571.10 571.10 558.65
R1 563.40 563.40 557.18 559.20
PP 555.00 555.00 555.00 552.90
S1 547.30 547.30 554.22 543.10
S2 538.90 538.90 552.75
S3 522.80 531.20 551.27
S4 506.70 515.10 546.85
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 7.6% 17.78 3.2% 38% False False 29,639
10 586.30 539.50 46.80 8.4% 19.12 3.4% 35% False False 31,877
20 589.10 531.50 57.60 10.4% 19.20 3.5% 42% False False 37,494
40 589.10 473.90 115.20 20.7% 19.82 3.6% 71% False False 34,622
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 3.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 631.13
2.618 604.85
1.618 588.75
1.000 578.80
0.618 572.65
HIGH 562.70
0.618 556.55
0.500 554.65
0.382 552.75
LOW 546.60
0.618 536.65
1.000 530.50
1.618 520.55
2.618 504.45
4.250 478.18
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 555.35 564.15
PP 555.00 561.33
S1 554.65 558.52

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

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