E-mini S&P 500 Future September 2007


Trading Metrics calculated at close of trading on 08-Jun-2007
Day Change Summary
Previous Current
07-Jun-2007 08-Jun-2007 Change Change % Previous Week
Open 1,532.00 1,503.75 -28.25 -1.8% 1,554.25
High 1,538.25 1,524.00 -14.25 -0.9% 1,557.50
Low 1,502.25 1,494.25 -8.00 -0.5% 1,494.25
Close 1,503.75 1,522.50 18.75 1.2% 1,522.50
Range 36.00 29.75 -6.25 -17.4% 63.25
ATR 14.37 15.47 1.10 7.6% 0.00
Volume 179,651 1,859,481 1,679,830 935.1% 2,278,165
Daily Pivots for day following 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,602.75 1,592.50 1,538.75
R3 1,573.00 1,562.75 1,530.75
R2 1,543.25 1,543.25 1,528.00
R1 1,533.00 1,533.00 1,525.25 1,538.00
PP 1,513.50 1,513.50 1,513.50 1,516.25
S1 1,503.25 1,503.25 1,519.75 1,508.50
S2 1,483.75 1,483.75 1,517.00
S3 1,454.00 1,473.50 1,514.25
S4 1,424.25 1,443.75 1,506.25
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,714.50 1,681.75 1,557.25
R3 1,651.25 1,618.50 1,540.00
R2 1,588.00 1,588.00 1,534.00
R1 1,555.25 1,555.25 1,528.25 1,540.00
PP 1,524.75 1,524.75 1,524.75 1,517.00
S1 1,492.00 1,492.00 1,516.75 1,476.75
S2 1,461.50 1,461.50 1,511.00
S3 1,398.25 1,428.75 1,505.00
S4 1,335.00 1,365.50 1,487.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,557.50 1,494.25 63.25 4.2% 22.00 1.4% 45% False True 455,633
10 1,557.75 1,494.25 63.50 4.2% 16.75 1.1% 44% False True 233,928
20 1,557.75 1,494.25 63.50 4.2% 15.00 1.0% 44% False True 118,425
40 1,557.75 1,466.00 91.75 6.0% 13.00 0.9% 62% False False 59,632
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 4.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,650.50
2.618 1,602.00
1.618 1,572.25
1.000 1,553.75
0.618 1,542.50
HIGH 1,524.00
0.618 1,512.75
0.500 1,509.00
0.382 1,505.50
LOW 1,494.25
0.618 1,475.75
1.000 1,464.50
1.618 1,446.00
2.618 1,416.25
4.250 1,367.75
Fisher Pivots for day following 08-Jun-2007
Pivot 1 day 3 day
R1 1,518.00 1,522.50
PP 1,513.50 1,522.50
S1 1,509.00 1,522.50

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

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