E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 562.80 575.50 12.70 2.3% 549.30
High 578.70 599.10 20.40 3.5% 578.70
Low 562.80 574.10 11.30 2.0% 541.50
Close 575.00 592.30 17.30 3.0% 575.00
Range 15.90 25.00 9.10 57.2% 37.20
ATR 19.02 19.45 0.43 2.2% 0.00
Volume 32,757 31,309 -1,448 -4.4% 113,870
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 663.50 652.90 606.05
R3 638.50 627.90 599.18
R2 613.50 613.50 596.88
R1 602.90 602.90 594.59 608.20
PP 588.50 588.50 588.50 591.15
S1 577.90 577.90 590.01 583.20
S2 563.50 563.50 587.72
S3 538.50 552.90 585.43
S4 513.50 527.90 578.55
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 676.67 663.03 595.46
R3 639.47 625.83 585.23
R2 602.27 602.27 581.82
R1 588.63 588.63 578.41 595.45
PP 565.07 565.07 565.07 568.48
S1 551.43 551.43 571.59 558.25
S2 527.87 527.87 568.18
S3 490.67 514.23 564.77
S4 453.47 477.03 554.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 599.10 541.50 57.60 9.7% 20.62 3.5% 88% True False 29,035
10 599.10 539.50 59.60 10.1% 19.22 3.2% 89% True False 29,127
20 599.10 539.50 59.60 10.1% 19.20 3.2% 89% True False 33,634
40 599.10 493.40 105.70 17.8% 19.46 3.3% 94% True False 33,734
60 599.10 395.50 203.60 34.4% 19.90 3.4% 97% True False 32,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 705.35
2.618 664.55
1.618 639.55
1.000 624.10
0.618 614.55
HIGH 599.10
0.618 589.55
0.500 586.60
0.382 583.65
LOW 574.10
0.618 558.65
1.000 549.10
1.618 533.65
2.618 508.65
4.250 467.85
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 590.40 586.90
PP 588.50 581.50
S1 586.60 576.10

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

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