E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 1,515.50 1,527.50 12.00 0.8% 1,512.00
High 1,528.25 1,534.00 5.75 0.4% 1,528.25
Low 1,513.75 1,526.25 12.50 0.8% 1,502.75
Close 1,528.00 1,528.00 0.00 0.0% 1,528.00
Range 14.50 7.75 -6.75 -46.6% 25.50
ATR 12.65 12.30 -0.35 -2.8% 0.00
Volume 1,120,458 1,197,238 76,780 6.9% 6,439,523
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 1,552.75 1,548.00 1,532.25
R3 1,545.00 1,540.25 1,530.25
R2 1,537.25 1,537.25 1,529.50
R1 1,532.50 1,532.50 1,528.75 1,535.00
PP 1,529.50 1,529.50 1,529.50 1,530.50
S1 1,524.75 1,524.75 1,527.25 1,527.00
S2 1,521.75 1,521.75 1,526.50
S3 1,514.00 1,517.00 1,525.75
S4 1,506.25 1,509.25 1,523.75
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 1,596.25 1,587.50 1,542.00
R3 1,570.75 1,562.00 1,535.00
R2 1,545.25 1,545.25 1,532.75
R1 1,536.50 1,536.50 1,530.25 1,541.00
PP 1,519.75 1,519.75 1,519.75 1,521.75
S1 1,511.00 1,511.00 1,525.75 1,515.50
S2 1,494.25 1,494.25 1,523.25
S3 1,468.75 1,485.50 1,521.00
S4 1,443.25 1,460.00 1,514.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,534.00 1,503.00 31.00 2.0% 12.00 0.8% 81% True False 1,283,651
10 1,534.00 1,496.00 38.00 2.5% 13.00 0.8% 84% True False 1,181,562
20 1,534.00 1,480.25 53.75 3.5% 12.00 0.8% 89% True False 1,144,068
40 1,534.00 1,418.00 116.00 7.6% 12.00 0.8% 95% True False 1,077,253
60 1,534.00 1,375.25 158.75 10.4% 15.25 1.0% 96% True False 1,023,421
80 1,534.00 1,375.25 158.75 10.4% 13.75 0.9% 96% True False 768,302
100 1,534.00 1,375.25 158.75 10.4% 13.50 0.9% 96% True False 614,900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1,567.00
2.618 1,554.25
1.618 1,546.50
1.000 1,541.75
0.618 1,538.75
HIGH 1,534.00
0.618 1,531.00
0.500 1,530.00
0.382 1,529.25
LOW 1,526.25
0.618 1,521.50
1.000 1,518.50
1.618 1,513.75
2.618 1,506.00
4.250 1,493.25
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 1,530.00 1,526.50
PP 1,529.50 1,525.00
S1 1,528.75 1,523.50

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

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