E-mini S&P 500 Future June 2007

Trading Metrics calculated at close of trading on 09-May-2007

Day Change Summary
	Previous	Current
	08-May-2007	09-May-2007	Change	Change %	Previous Week
Open	1,514.00	1,511.75	-2.25	-0.1%	1,501.00
High	1,514.00	1,519.00	5.00	0.3%	1,517.00
Low	1,505.75	1,507.75	2.00	0.1%	1,482.25
Close	1,512.25	1,515.50	3.25	0.2%	1,514.25
Range	8.25	11.25	3.00	36.4%	34.75
ATR	11.54	11.52	-0.02	-0.2%	0.00
Volume	522,513	880,954	358,441	68.6%	5,360,539

Daily Pivots for day following 09-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,547.75	1,543.00	1,521.75
R3	1,536.50	1,531.75	1,518.50
R2	1,525.25	1,525.25	1,517.50
R1	1,520.50	1,520.50	1,516.50	1,523.00
PP	1,514.00	1,514.00	1,514.00	1,515.25
S1	1,509.25	1,509.25	1,514.50	1,511.50
S2	1,502.75	1,502.75	1,513.50
S3	1,491.50	1,498.00	1,512.50
S4	1,480.25	1,486.75	1,509.25

Weekly Pivots for week ending 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,608.75	1,596.25	1,533.25
R3	1,574.00	1,561.50	1,523.75
R2	1,539.25	1,539.25	1,520.50
R1	1,526.75	1,526.75	1,517.50	1,533.00
PP	1,504.50	1,504.50	1,504.50	1,507.50
S1	1,492.00	1,492.00	1,511.00	1,498.25
S2	1,469.75	1,469.75	1,508.00
S3	1,435.00	1,457.25	1,504.75
S4	1,400.25	1,422.50	1,495.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,519.00	1,498.75	20.25	1.3%	9.00	0.6%	83%	True	False	896,803
10	1,519.00	1,482.25	36.75	2.4%	10.25	0.7%	90%	True	False	1,008,775
20	1,519.00	1,442.25	76.75	5.1%	11.50	0.8%	95%	True	False	1,095,754
40	1,519.00	1,394.75	124.25	8.2%	12.25	0.8%	97%	True	False	1,104,712
60	1,519.00	1,375.25	143.75	9.5%	14.50	1.0%	98%	True	False	850,427
80	1,519.00	1,375.25	143.75	9.5%	13.50	0.9%	98%	True	False	638,409
100	1,519.00	1,375.25	143.75	9.5%	13.00	0.9%	98%	True	False	510,914

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.13
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,566.75
2.618	1,548.50
1.618	1,537.25
1.000	1,530.25
0.618	1,526.00
HIGH	1,519.00
0.618	1,514.75
0.500	1,513.50
0.382	1,512.00
LOW	1,507.75
0.618	1,500.75
1.000	1,496.50
1.618	1,489.50
2.618	1,478.25
4.250	1,460.00

Fisher Pivots for day following 09-May-2007
Pivot	1 day	3 day
R1	1,514.75	1,514.50
PP	1,514.00	1,513.50
S1	1,513.50	1,512.50

Download as Excel Spreadsheet

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

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