E-mini S&P MIDCAP 400 Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 564.50 588.00 23.50 4.2% 567.00
High 575.30 596.00 20.70 3.6% 575.30
Low 563.30 581.70 18.40 3.3% 542.00
Close 572.20 589.50 17.30 3.0% 572.20
Range 12.00 14.30 2.30 19.2% 33.30
ATR
Volume 0 10 10 5
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 631.97 625.03 597.37
R3 617.67 610.73 593.43
R2 603.37 603.37 592.12
R1 596.43 596.43 590.81 599.90
PP 589.07 589.07 589.07 590.80
S1 582.13 582.13 588.19 585.60
S2 574.77 574.77 586.88
S3 560.47 567.83 585.57
S4 546.17 553.53 581.64
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
5 596.00 542.00 54.00 9.2% 16.12 2.7% 88% True False 3
10 596.00 541.50 54.50 9.2% 14.17 2.4% 88% True False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 656.78
2.618 633.44
1.618 619.14
1.000 610.30
0.618 604.84
HIGH 596.00
0.618 590.54
0.500 588.85
0.382 587.16
LOW 581.70
0.618 572.86
1.000 567.40
1.618 558.56
2.618 544.26
4.250 520.93
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 589.28 584.32
PP 589.07 579.13
S1 588.85 573.95

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

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