E-mini S&P MIDCAP 400 Future December 2009


Trading Metrics calculated at close of trading on 07-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 07-Sep-2009 Change Change % Previous Week
Open 643.10 653.80 10.70 1.7% 659.10
High 651.60 656.20 4.60 0.7% 660.10
Low 639.10 653.80 14.70 2.3% 630.80
Close 649.30 656.20 6.90 1.1% 649.30
Range 12.50 2.40 -10.10 -80.8% 29.30
ATR
Volume 44 44 0 0.0% 80
Daily Pivots for day following 07-Sep-2009
Classic Woodie Camarilla DeMark
R4 662.60 661.80 657.52
R3 660.20 659.40 656.86
R2 657.80 657.80 656.64
R1 657.00 657.00 656.42 657.40
PP 655.40 655.40 655.40 655.60
S1 654.60 654.60 655.98 655.00
S2 653.00 653.00 655.76
S3 650.60 652.20 655.54
S4 648.20 649.80 654.88
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 734.63 721.27 665.42
R3 705.33 691.97 657.36
R2 676.03 676.03 654.67
R1 662.67 662.67 651.99 654.70
PP 646.73 646.73 646.73 642.75
S1 633.37 633.37 646.61 625.40
S2 617.43 617.43 643.93
S3 588.13 604.07 641.24
S4 558.83 574.77 633.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 660.10 630.80 29.30 4.5% 11.34 1.7% 87% False False 23
10 667.00 630.80 36.20 5.5% 10.08 1.5% 70% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.43
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 666.40
2.618 662.48
1.618 660.08
1.000 658.60
0.618 657.68
HIGH 656.20
0.618 655.28
0.500 655.00
0.382 654.72
LOW 653.80
0.618 652.32
1.000 651.40
1.618 649.92
2.618 647.52
4.250 643.60
Fisher Pivots for day following 07-Sep-2009
Pivot 1 day 3 day
R1 655.80 651.97
PP 655.40 647.73
S1 655.00 643.50

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

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