E-mini S&P MIDCAP 400 Future June 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 594.50 591.00 -3.50 -0.6% 549.30
High 594.50 597.50 3.00 0.5% 578.70
Low 583.50 586.00 2.50 0.4% 541.50
Close 589.40 596.80 7.40 1.3% 575.00
Range 11.00 11.50 0.50 4.5% 37.20
ATR 18.46 17.96 -0.50 -2.7% 0.00
Volume 28 18 -10 -35.7% 113,870
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 627.93 623.87 603.13
R3 616.43 612.37 599.96
R2 604.93 604.93 598.91
R1 600.87 600.87 597.85 602.90
PP 593.43 593.43 593.43 594.45
S1 589.37 589.37 595.75 591.40
S2 581.93 581.93 594.69
S3 570.43 577.87 593.64
S4 558.93 566.37 590.48
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
5 601.00 562.80 38.20 6.4% 14.76 2.5% 89% False False 12,824
10 601.00 541.50 59.50 10.0% 16.55 2.8% 93% False False 20,788
20 601.00 539.50 61.50 10.3% 18.36 3.1% 93% False False 26,859
40 601.00 493.40 107.60 18.0% 18.75 3.1% 96% False False 31,366
60 601.00 425.20 175.80 29.5% 19.59 3.3% 98% False False 32,714
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.79
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 646.38
2.618 627.61
1.618 616.11
1.000 609.00
0.618 604.61
HIGH 597.50
0.618 593.11
0.500 591.75
0.382 590.39
LOW 586.00
0.618 578.89
1.000 574.50
1.618 567.39
2.618 555.89
4.250 537.13
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 595.12 595.28
PP 593.43 593.77
S1 591.75 592.25

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

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