E-mini S&P MIDCAP 400 Future June 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
603.00 |
590.50 |
-12.50 |
-2.1% |
593.00 |
| High |
604.00 |
597.00 |
-7.00 |
-1.2% |
604.00 |
| Low |
586.50 |
588.50 |
2.00 |
0.3% |
584.00 |
| Close |
597.30 |
594.60 |
-2.70 |
-0.5% |
594.60 |
| Range |
17.50 |
8.50 |
-9.00 |
-51.4% |
20.00 |
| ATR |
16.84 |
16.27 |
-0.57 |
-3.4% |
0.00 |
| Volume |
380 |
1,094 |
714 |
187.9% |
1,744 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
618.87 |
615.23 |
599.28 |
|
| R3 |
610.37 |
606.73 |
596.94 |
|
| R2 |
601.87 |
601.87 |
596.16 |
|
| R1 |
598.23 |
598.23 |
595.38 |
600.05 |
| PP |
593.37 |
593.37 |
593.37 |
594.28 |
| S1 |
589.73 |
589.73 |
593.82 |
591.55 |
| S2 |
584.87 |
584.87 |
593.04 |
|
| S3 |
576.37 |
581.23 |
592.26 |
|
| S4 |
567.87 |
572.73 |
589.93 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
654.20 |
644.40 |
605.60 |
|
| R3 |
634.20 |
624.40 |
600.10 |
|
| R2 |
614.20 |
614.20 |
598.27 |
|
| R1 |
604.40 |
604.40 |
596.43 |
609.30 |
| PP |
594.20 |
594.20 |
594.20 |
596.65 |
| S1 |
584.40 |
584.40 |
592.77 |
589.30 |
| S2 |
574.20 |
574.20 |
590.93 |
|
| S3 |
554.20 |
564.40 |
589.10 |
|
| S4 |
534.20 |
544.40 |
583.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
604.00 |
584.00 |
20.00 |
3.4% |
12.36 |
2.1% |
53% |
False |
False |
486 |
| 10 |
604.00 |
562.80 |
41.20 |
6.9% |
13.56 |
2.3% |
77% |
False |
False |
6,655 |
| 20 |
604.00 |
539.50 |
64.50 |
10.8% |
15.80 |
2.7% |
85% |
False |
False |
18,050 |
| 40 |
604.00 |
515.00 |
89.00 |
15.0% |
18.04 |
3.0% |
89% |
False |
False |
28,135 |
| 60 |
604.00 |
455.90 |
148.10 |
24.9% |
19.00 |
3.2% |
94% |
False |
False |
29,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
633.13 |
|
2.618 |
619.25 |
|
1.618 |
610.75 |
|
1.000 |
605.50 |
|
0.618 |
602.25 |
|
HIGH |
597.00 |
|
0.618 |
593.75 |
|
0.500 |
592.75 |
|
0.382 |
591.75 |
|
LOW |
588.50 |
|
0.618 |
583.25 |
|
1.000 |
580.00 |
|
1.618 |
574.75 |
|
2.618 |
566.25 |
|
4.250 |
552.38 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
593.98 |
595.25 |
| PP |
593.37 |
595.03 |
| S1 |
592.75 |
594.82 |
|