E-mini S&P 500 Future June 2008

Trading Metrics calculated at close of trading on 28-Apr-2008

Day Change Summary
	Previous	Current
	25-Apr-2008	28-Apr-2008	Change	Change %	Previous Week
Open	1,386.50	1,398.75	12.25	0.9%	1,389.00
High	1,400.75	1,404.75	4.00	0.3%	1,400.75
Low	1,380.50	1,393.50	13.00	0.9%	1,368.00
Close	1,397.00	1,397.50	0.50	0.0%	1,397.00
Range	20.25	11.25	-9.00	-44.4%	32.75
ATR	24.68	23.72	-0.96	-3.9%	0.00
Volume	2,146,239	1,567,802	-578,437	-27.0%	8,981,081

Daily Pivots for day following 28-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,432.25	1,426.25	1,403.75
R3	1,421.00	1,415.00	1,400.50
R2	1,409.75	1,409.75	1,399.50
R1	1,403.75	1,403.75	1,398.50	1,401.00
PP	1,398.50	1,398.50	1,398.50	1,397.25
S1	1,392.50	1,392.50	1,396.50	1,390.00
S2	1,387.25	1,387.25	1,395.50
S3	1,376.00	1,381.25	1,394.50
S4	1,364.75	1,370.00	1,391.25

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,486.75	1,474.75	1,415.00
R3	1,454.00	1,442.00	1,406.00
R2	1,421.25	1,421.25	1,403.00
R1	1,409.25	1,409.25	1,400.00	1,415.25
PP	1,388.50	1,388.50	1,388.50	1,391.50
S1	1,376.50	1,376.50	1,394.00	1,382.50
S2	1,355.75	1,355.75	1,391.00
S3	1,323.00	1,343.75	1,388.00
S4	1,290.25	1,311.00	1,379.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,404.75	1,368.00	36.75	2.6%	20.00	1.4%	80%	True	False	1,712,222
10	1,404.75	1,325.00	79.75	5.7%	20.50	1.5%	91%	True	False	1,763,901
20	1,404.75	1,315.75	89.00	6.4%	22.25	1.6%	92%	True	False	1,774,105
40	1,404.75	1,253.00	151.75	10.9%	28.50	2.0%	95%	True	False	1,588,580
60	1,404.75	1,253.00	151.75	10.9%	27.75	2.0%	95%	True	False	1,061,770
80	1,471.00	1,253.00	218.00	15.6%	30.75	2.2%	66%	False	False	797,795

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	True
Bear Hook	False
Bull Hook	False
Stretch	5.88
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,452.50
2.618	1,434.25
1.618	1,423.00
1.000	1,416.00
0.618	1,411.75
HIGH	1,404.75
0.618	1,400.50
0.500	1,399.00
0.382	1,397.75
LOW	1,393.50
0.618	1,386.50
1.000	1,382.25
1.618	1,375.25
2.618	1,364.00
4.250	1,345.75

Fisher Pivots for day following 28-Apr-2008
Pivot	1 day	3 day
R1	1,399.00	1,393.75
PP	1,398.50	1,390.00
S1	1,398.00	1,386.50

Download as Excel Spreadsheet

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

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