E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 555.70 549.30 -6.40 -1.2% 544.00
High 560.50 572.50 12.00 2.1% 581.70
Low 547.10 541.50 -5.60 -1.0% 539.50
Close 548.20 570.30 22.10 4.0% 548.20
Range 13.40 31.00 17.60 131.3% 42.20
ATR 18.98 19.84 0.86 4.5% 0.00
Volume 30,783 21,501 -9,282 -30.2% 146,092
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 654.43 643.37 587.35
R3 623.43 612.37 578.83
R2 592.43 592.43 575.98
R1 581.37 581.37 573.14 586.90
PP 561.43 561.43 561.43 564.20
S1 550.37 550.37 567.46 555.90
S2 530.43 530.43 564.62
S3 499.43 519.37 561.78
S4 468.43 488.37 553.25
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 683.07 657.83 571.41
R3 640.87 615.63 559.81
R2 598.67 598.67 555.94
R1 573.43 573.43 552.07 586.05
PP 556.47 556.47 556.47 562.78
S1 531.23 531.23 544.33 543.85
S2 514.27 514.27 540.46
S3 472.07 489.03 536.60
S4 429.87 446.83 524.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 581.70 541.50 40.20 7.0% 18.64 3.3% 72% False True 27,304
10 581.70 539.50 42.20 7.4% 20.07 3.5% 73% False False 29,752
20 589.10 533.80 55.30 9.7% 19.66 3.4% 66% False False 36,608
40 589.10 473.90 115.20 20.2% 19.97 3.5% 84% False False 33,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.46
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 704.25
2.618 653.66
1.618 622.66
1.000 603.50
0.618 591.66
HIGH 572.50
0.618 560.66
0.500 557.00
0.382 553.34
LOW 541.50
0.618 522.34
1.000 510.50
1.618 491.34
2.618 460.34
4.250 409.75
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 565.87 565.87
PP 561.43 561.43
S1 557.00 557.00

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

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