E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 1,461.50 1,474.75 13.25 0.9% 1,457.25
High 1,477.25 1,482.75 5.50 0.4% 1,461.75
Low 1,461.00 1,471.25 10.25 0.7% 1,442.25
Close 1,475.50 1,479.00 3.50 0.2% 1,461.25
Range 16.25 11.50 -4.75 -29.2% 19.50
ATR 13.50 13.36 -0.14 -1.1% 0.00
Volume 975,395 1,204,460 229,065 23.5% 3,660,176
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,512.25 1,507.00 1,485.25
R3 1,500.75 1,495.50 1,482.25
R2 1,489.25 1,489.25 1,481.00
R1 1,484.00 1,484.00 1,480.00 1,486.50
PP 1,477.75 1,477.75 1,477.75 1,479.00
S1 1,472.50 1,472.50 1,478.00 1,475.00
S2 1,466.25 1,466.25 1,477.00
S3 1,454.75 1,461.00 1,475.75
S4 1,443.25 1,449.50 1,472.75
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,513.50 1,507.00 1,472.00
R3 1,494.00 1,487.50 1,466.50
R2 1,474.50 1,474.50 1,464.75
R1 1,468.00 1,468.00 1,463.00 1,471.25
PP 1,455.00 1,455.00 1,455.00 1,456.75
S1 1,448.50 1,448.50 1,459.50 1,451.75
S2 1,435.50 1,435.50 1,457.75
S3 1,416.00 1,429.00 1,456.00
S4 1,396.50 1,409.50 1,450.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,482.75 1,442.25 40.50 2.7% 13.25 0.9% 91% True False 1,043,423
10 1,482.75 1,442.25 40.50 2.7% 10.00 0.7% 91% True False 812,223
20 1,482.75 1,418.00 64.75 4.4% 12.75 0.9% 94% True False 993,126
40 1,482.75 1,375.25 107.50 7.3% 16.75 1.1% 97% True False 840,258
60 1,482.75 1,375.25 107.50 7.3% 14.50 1.0% 97% True False 560,839
80 1,482.75 1,375.25 107.50 7.3% 13.50 0.9% 97% True False 420,864
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,531.50
2.618 1,512.75
1.618 1,501.25
1.000 1,494.25
0.618 1,489.75
HIGH 1,482.75
0.618 1,478.25
0.500 1,477.00
0.382 1,475.75
LOW 1,471.25
0.618 1,464.25
1.000 1,459.75
1.618 1,452.75
2.618 1,441.25
4.250 1,422.50
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 1,478.25 1,475.25
PP 1,477.75 1,471.25
S1 1,477.00 1,467.50

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

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