E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 1,488.00 1,488.25 0.25 0.0% 1,461.50
High 1,491.50 1,503.50 12.00 0.8% 1,493.50
Low 1,480.25 1,486.75 6.50 0.4% 1,461.00
Close 1,488.50 1,500.75 12.25 0.8% 1,493.00
Range 11.25 16.75 5.50 48.9% 32.50
ATR 12.83 13.11 0.28 2.2% 0.00
Volume 1,179,394 1,202,067 22,673 1.9% 5,775,744
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,547.25 1,540.75 1,510.00
R3 1,530.50 1,524.00 1,505.25
R2 1,513.75 1,513.75 1,503.75
R1 1,507.25 1,507.25 1,502.25 1,510.50
PP 1,497.00 1,497.00 1,497.00 1,498.50
S1 1,490.50 1,490.50 1,499.25 1,493.75
S2 1,480.25 1,480.25 1,497.75
S3 1,463.50 1,473.75 1,496.25
S4 1,446.75 1,457.00 1,491.50
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,580.00 1,569.00 1,511.00
R3 1,547.50 1,536.50 1,502.00
R2 1,515.00 1,515.00 1,499.00
R1 1,504.00 1,504.00 1,496.00 1,509.50
PP 1,482.50 1,482.50 1,482.50 1,485.25
S1 1,471.50 1,471.50 1,490.00 1,477.00
S2 1,450.00 1,450.00 1,487.00
S3 1,417.50 1,439.00 1,484.00
S4 1,385.00 1,406.50 1,475.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,503.50 1,468.25 35.25 2.3% 12.75 0.9% 92% True False 1,204,468
10 1,503.50 1,442.25 61.25 4.1% 12.75 0.8% 96% True False 1,182,732
20 1,503.50 1,418.00 85.50 5.7% 12.00 0.8% 97% True False 1,026,294
40 1,503.50 1,375.25 128.25 8.5% 15.25 1.0% 98% True False 1,021,255
60 1,503.50 1,375.25 128.25 8.5% 14.50 1.0% 98% True False 682,641
80 1,503.50 1,375.25 128.25 8.5% 13.75 0.9% 98% True False 512,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.83
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,574.75
2.618 1,547.25
1.618 1,530.50
1.000 1,520.25
0.618 1,513.75
HIGH 1,503.50
0.618 1,497.00
0.500 1,495.00
0.382 1,493.25
LOW 1,486.75
0.618 1,476.50
1.000 1,470.00
1.618 1,459.75
2.618 1,443.00
4.250 1,415.50
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 1,499.00 1,497.75
PP 1,497.00 1,494.75
S1 1,495.00 1,492.00

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

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