E-mini S&P MIDCAP 400 Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 588.00 588.50 0.50 0.1% 567.00
High 596.00 598.00 2.00 0.3% 575.30
Low 581.70 586.50 4.80 0.8% 542.00
Close 589.50 595.40 5.90 1.0% 572.20
Range 14.30 11.50 -2.80 -19.6% 33.30
ATR 0.00 15.75 15.75 0.00
Volume 10 2 -8 -80.0% 5
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 627.80 623.10 601.73
R3 616.30 611.60 598.56
R2 604.80 604.80 597.51
R1 600.10 600.10 596.45 602.45
PP 593.30 593.30 593.30 594.48
S1 588.60 588.60 594.35 590.95
S2 581.80 581.80 593.29
S3 570.30 577.10 592.24
S4 558.80 565.60 589.08
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
5 598.00 551.90 46.10 7.7% 12.98 2.2% 94% True False 3
10 598.00 542.00 56.00 9.4% 13.18 2.2% 95% True False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 646.88
2.618 628.11
1.618 616.61
1.000 609.50
0.618 605.11
HIGH 598.00
0.618 593.61
0.500 592.25
0.382 590.89
LOW 586.50
0.618 579.39
1.000 575.00
1.618 567.89
2.618 556.39
4.250 537.63
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 594.35 590.48
PP 593.30 585.57
S1 592.25 580.65

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

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