E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 575.50 594.00 18.50 3.2% 549.30
High 599.10 601.00 1.90 0.3% 578.70
Low 574.10 590.60 16.50 2.9% 541.50
Close 592.30 597.50 5.20 0.9% 575.00
Range 25.00 10.40 -14.60 -58.4% 37.20
ATR 19.45 18.80 -0.65 -3.3% 0.00
Volume 31,309 11 -31,298 -100.0% 113,870
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 627.57 622.93 603.22
R3 617.17 612.53 600.36
R2 606.77 606.77 599.41
R1 602.13 602.13 598.45 604.45
PP 596.37 596.37 596.37 597.53
S1 591.73 591.73 596.55 594.05
S2 585.97 585.97 595.59
S3 575.57 581.33 594.64
S4 565.17 570.93 591.78
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
5 601.00 553.10 47.90 8.0% 16.50 2.8% 93% True False 24,737
10 601.00 541.50 59.50 10.0% 17.57 2.9% 94% True False 26,021
20 601.00 539.50 61.50 10.3% 18.58 3.1% 94% True False 30,923
40 601.00 493.40 107.60 18.0% 19.27 3.2% 97% True False 32,791
60 601.00 400.00 201.00 33.6% 19.76 3.3% 98% True False 32,716
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 4.22
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 645.20
2.618 628.23
1.618 617.83
1.000 611.40
0.618 607.43
HIGH 601.00
0.618 597.03
0.500 595.80
0.382 594.57
LOW 590.60
0.618 584.17
1.000 580.20
1.618 573.77
2.618 563.37
4.250 546.40
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 596.93 592.30
PP 596.37 587.10
S1 595.80 581.90

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

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