E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 1,431.75 1,433.50 1.75 0.1% 1,446.25
High 1,436.00 1,450.50 14.50 1.0% 1,449.25
Low 1,425.75 1,433.25 7.50 0.5% 1,418.00
Close 1,433.25 1,447.25 14.00 1.0% 1,431.25
Range 10.25 17.25 7.00 68.3% 31.25
ATR 16.33 16.40 0.07 0.4% 0.00
Volume 1,399,338 904,543 -494,795 -35.4% 5,626,465
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,495.50 1,488.50 1,456.75
R3 1,478.25 1,471.25 1,452.00
R2 1,461.00 1,461.00 1,450.50
R1 1,454.00 1,454.00 1,448.75 1,457.50
PP 1,443.75 1,443.75 1,443.75 1,445.50
S1 1,436.75 1,436.75 1,445.75 1,440.25
S2 1,426.50 1,426.50 1,444.00
S3 1,409.25 1,419.50 1,442.50
S4 1,392.00 1,402.25 1,437.75
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 1,450.50 1,418.00 32.50 2.2% 16.25 1.1% 90% True False 1,198,399
10 1,451.00 1,418.00 33.00 2.3% 15.25 1.1% 89% False False 1,174,030
20 1,451.00 1,375.25 75.75 5.2% 16.50 1.1% 95% False False 1,258,928
40 1,477.75 1,375.25 102.50 7.1% 16.50 1.1% 70% False False 637,633
60 1,477.75 1,375.25 102.50 7.1% 14.50 1.0% 70% False False 425,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,523.75
2.618 1,495.75
1.618 1,478.50
1.000 1,467.75
0.618 1,461.25
HIGH 1,450.50
0.618 1,444.00
0.500 1,442.00
0.382 1,439.75
LOW 1,433.25
0.618 1,422.50
1.000 1,416.00
1.618 1,405.25
2.618 1,388.00
4.250 1,360.00
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 1,445.50 1,443.00
PP 1,443.75 1,438.50
S1 1,442.00 1,434.25

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

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