E-mini S&P 500 Future September 2007


Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary
Previous Current
15-Jun-2007 18-Jun-2007 Change Change % Previous Week
Open 1,539.50 1,547.00 7.50 0.5% 1,521.75
High 1,554.00 1,553.00 -1.00 -0.1% 1,554.00
Low 1,538.25 1,543.75 5.50 0.4% 1,503.75
Close 1,547.75 1,546.00 -1.75 -0.1% 1,547.75
Range 15.75 9.25 -6.50 -41.3% 50.25
ATR 16.28 15.77 -0.50 -3.1% 0.00
Volume 1,712,047 1,366,620 -345,427 -20.2% 9,805,007
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,575.25 1,570.00 1,551.00
R3 1,566.00 1,560.75 1,548.50
R2 1,556.75 1,556.75 1,547.75
R1 1,551.50 1,551.50 1,546.75 1,549.50
PP 1,547.50 1,547.50 1,547.50 1,546.50
S1 1,542.25 1,542.25 1,545.25 1,540.25
S2 1,538.25 1,538.25 1,544.25
S3 1,529.00 1,533.00 1,543.50
S4 1,519.75 1,523.75 1,541.00
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,686.00 1,667.00 1,575.50
R3 1,635.75 1,616.75 1,561.50
R2 1,585.50 1,585.50 1,557.00
R1 1,566.50 1,566.50 1,552.25 1,576.00
PP 1,535.25 1,535.25 1,535.25 1,540.00
S1 1,516.25 1,516.25 1,543.25 1,525.75
S2 1,485.00 1,485.00 1,538.50
S3 1,434.75 1,466.00 1,534.00
S4 1,384.50 1,415.75 1,520.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,554.00 1,503.75 50.25 3.3% 17.50 1.1% 84% False False 1,831,613
10 1,556.25 1,494.25 62.00 4.0% 20.00 1.3% 83% False False 1,343,351
20 1,557.75 1,494.25 63.50 4.1% 16.00 1.0% 81% False False 676,082
40 1,557.75 1,494.25 63.50 4.1% 13.75 0.9% 81% False False 338,835
60 1,557.75 1,431.75 126.00 8.2% 13.00 0.8% 91% False False 226,153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.35
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,592.25
2.618 1,577.25
1.618 1,568.00
1.000 1,562.25
0.618 1,558.75
HIGH 1,553.00
0.618 1,549.50
0.500 1,548.50
0.382 1,547.25
LOW 1,543.75
0.618 1,538.00
1.000 1,534.50
1.618 1,528.75
2.618 1,519.50
4.250 1,504.50
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 1,548.50 1,544.50
PP 1,547.50 1,542.75
S1 1,546.75 1,541.25

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

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