E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 1,431.75 1,431.75 0.00 0.0% 1,446.25
High 1,439.75 1,436.00 -3.75 -0.3% 1,449.25
Low 1,418.00 1,425.75 7.75 0.5% 1,418.00
Close 1,431.25 1,433.25 2.00 0.1% 1,431.25
Range 21.75 10.25 -11.50 -52.9% 31.25
ATR 16.80 16.33 -0.47 -2.8% 0.00
Volume 1,331,006 1,399,338 68,332 5.1% 5,626,465
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,462.50 1,458.00 1,439.00
R3 1,452.25 1,447.75 1,436.00
R2 1,442.00 1,442.00 1,435.25
R1 1,437.50 1,437.50 1,434.25 1,439.75
PP 1,431.75 1,431.75 1,431.75 1,432.75
S1 1,427.25 1,427.25 1,432.25 1,429.50
S2 1,421.50 1,421.50 1,431.25
S3 1,411.25 1,417.00 1,430.50
S4 1,401.00 1,406.75 1,427.50
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,526.50 1,510.25 1,448.50
R3 1,495.25 1,479.00 1,439.75
R2 1,464.00 1,464.00 1,437.00
R1 1,447.75 1,447.75 1,434.00 1,440.25
PP 1,432.75 1,432.75 1,432.75 1,429.00
S1 1,416.50 1,416.50 1,428.50 1,409.00
S2 1,401.50 1,401.50 1,425.50
S3 1,370.25 1,385.25 1,422.75
S4 1,339.00 1,354.00 1,414.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,446.00 1,418.00 28.00 2.0% 14.75 1.0% 54% False False 1,248,156
10 1,451.00 1,412.50 38.50 2.7% 14.75 1.0% 54% False False 1,191,381
20 1,451.00 1,375.25 75.75 5.3% 17.00 1.2% 77% False False 1,218,546
40 1,477.75 1,375.25 102.50 7.2% 16.25 1.1% 57% False False 615,046
60 1,477.75 1,375.25 102.50 7.2% 14.50 1.0% 57% False False 410,659
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,479.50
2.618 1,462.75
1.618 1,452.50
1.000 1,446.25
0.618 1,442.25
HIGH 1,436.00
0.618 1,432.00
0.500 1,431.00
0.382 1,429.75
LOW 1,425.75
0.618 1,419.50
1.000 1,415.50
1.618 1,409.25
2.618 1,399.00
4.250 1,382.25
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 1,432.50 1,431.75
PP 1,431.75 1,430.25
S1 1,431.00 1,429.00

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

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