E-mini S&P MIDCAP 400 Future September 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 559.00 561.50 2.50 0.4% 561.40
High 572.50 565.70 -6.80 -1.2% 578.50
Low 559.20 551.90 -7.30 -1.3% 541.50
Close 559.00 561.50 2.50 0.4% 545.30
Range 13.30 13.80 0.50 3.8% 37.00
ATR
Volume 5 0 -5 -100.0% 93
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 601.10 595.10 569.09
R3 587.30 581.30 565.30
R2 573.50 573.50 564.03
R1 567.50 567.50 562.77 568.40
PP 559.70 559.70 559.70 560.15
S1 553.70 553.70 560.24 554.60
S2 545.90 545.90 558.97
S3 532.10 539.90 557.71
S4 518.30 526.10 553.91
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 666.10 642.70 565.65
R3 629.10 605.70 555.48
R2 592.10 592.10 552.08
R1 568.70 568.70 548.69 561.90
PP 555.10 555.10 555.10 551.70
S1 531.70 531.70 541.91 524.90
S2 518.10 518.10 538.52
S3 481.10 494.70 535.13
S4 444.10 457.70 524.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 572.50 542.00 30.50 5.4% 12.74 2.3% 64% False False 5
10 578.50 538.20 40.30 7.2% 14.12 2.5% 58% False False 11
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 1.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 624.35
2.618 601.83
1.618 588.03
1.000 579.50
0.618 574.23
HIGH 565.70
0.618 560.43
0.500 558.80
0.382 557.17
LOW 551.90
0.618 543.37
1.000 538.10
1.618 529.57
2.618 515.77
4.250 493.25
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 560.60 560.08
PP 559.70 558.67
S1 558.80 557.25

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

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