E-mini S&P MIDCAP 400 Future September 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 561.50 564.50 3.00 0.5% 567.00
High 565.70 575.30 9.60 1.7% 575.30
Low 551.90 563.30 11.40 2.1% 542.00
Close 561.50 572.20 10.70 1.9% 572.20
Range 13.80 12.00 -1.80 -13.0% 33.30
ATR
Volume
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 606.27 601.23 578.80
R3 594.27 589.23 575.50
R2 582.27 582.27 574.40
R1 577.23 577.23 573.30 579.75
PP 570.27 570.27 570.27 571.53
S1 565.23 565.23 571.10 567.75
S2 558.27 558.27 570.00
S3 546.27 553.23 568.90
S4 534.27 541.23 565.60
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 663.07 650.93 590.52
R3 629.77 617.63 581.36
R2 596.47 596.47 578.31
R1 584.33 584.33 575.25 590.40
PP 563.17 563.17 563.17 566.20
S1 551.03 551.03 569.15 557.10
S2 529.87 529.87 566.10
S3 496.57 517.73 563.04
S4 463.27 484.43 553.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 575.30 542.00 33.30 5.8% 15.14 2.6% 91% True False 1
10 578.50 539.60 38.90 6.8% 13.90 2.4% 84% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 1.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 626.30
2.618 606.72
1.618 594.72
1.000 587.30
0.618 582.72
HIGH 575.30
0.618 570.72
0.500 569.30
0.382 567.88
LOW 563.30
0.618 555.88
1.000 551.30
1.618 543.88
2.618 531.88
4.250 512.30
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 571.23 569.33
PP 570.27 566.47
S1 569.30 563.60

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

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