E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 594.00 594.50 0.50 0.1% 549.30
High 601.00 594.50 -6.50 -1.1% 578.70
Low 590.60 583.50 -7.10 -1.2% 541.50
Close 597.50 589.40 -8.10 -1.4% 575.00
Range 10.40 11.00 0.60 5.8% 37.20
ATR 18.80 18.46 -0.34 -1.8% 0.00
Volume 11 28 17 154.5% 113,870
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 622.13 616.77 595.45
R3 611.13 605.77 592.43
R2 600.13 600.13 591.42
R1 594.77 594.77 590.41 591.95
PP 589.13 589.13 589.13 587.73
S1 583.77 583.77 588.39 580.95
S2 578.13 578.13 587.38
S3 567.13 572.77 586.38
S4 556.13 561.77 583.35
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 8.1% 15.70 2.7% 76% False False 18,539
10 601.00 541.50 59.50 10.1% 17.38 2.9% 81% False False 23,403
20 601.00 539.50 61.50 10.4% 18.59 3.2% 81% False False 28,771
40 601.00 493.40 107.60 18.3% 18.97 3.2% 89% False False 31,997
60 601.00 409.60 191.40 32.5% 19.73 3.3% 94% False False 32,715
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 3.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 641.25
2.618 623.30
1.618 612.30
1.000 605.50
0.618 601.30
HIGH 594.50
0.618 590.30
0.500 589.00
0.382 587.70
LOW 583.50
0.618 576.70
1.000 572.50
1.618 565.70
2.618 554.70
4.250 536.75
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 589.27 588.78
PP 589.13 588.17
S1 589.00 587.55

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

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