E-mini S&P 500 Future June 2007

Trading Metrics calculated at close of trading on 30-Jan-2007

ESM07 began trading on 12/05/2006 and has 30 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 06/08/2007.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.50)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.33

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 2.25x

ATR(14) %: 0.8%

20-Day Historical Volatility: —

Day Change Summary (OHLC)

	Previous	Current
Metric	29-Jan-2007	30-Jan-2007	Change	Change %	Previous Week
Open	1,439.50	1,443.25	3.75	0.3%	1,450.75
High	1,445.25	1,447.25	2.00	0.1%	1,460.00
Low	1,436.75	1,439.00	2.25	0.2%	1,435.25
Close	1,439.25	1,447.00	7.75	0.5%	1,440.50
Range	8.50	8.25	-0.25	-2.9%	24.75
ATR(14)	12.02	11.75	-0.27	-2.2%	12.29
Volume	2,747	3,266	519	18.9%	8,586

Multi-Period Performance

1-Month (21d)

-0.2%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

0.7%

52-Week Range

52W Low: 1,425.25 (1.5%)

Position (63%)

52W High: 1,460.00 (0.9%)

Daily Pivots for day following 30-Jan-2007

Level	Classic	Woodie	Camarilla	DeMark
R4	1,469.25	1,466.25	1,451.50
R3	1,461.00	1,458.00	1,449.25
R2	1,452.75	1,452.75	1,448.50
R1	1,449.75	1,449.75	1,447.75	1,451.25
PP	1,444.50	1,444.50	1,444.50	1,445.25
S1	1,441.50	1,441.50	1,446.25	1,443.00
S2	1,436.25	1,436.25	1,445.50
S3	1,428.00	1,433.25	1,444.75
S4	1,419.75	1,425.00	1,442.50

Weekly Pivots for week ending 26-Jan-2007

Level	Classic	Woodie	Camarilla	DeMark
R4	1,519.50	1,504.75	1,454.00
R3	1,494.75	1,480.00	1,447.25
R2	1,470.00	1,470.00	1,445.00
R1	1,455.25	1,455.25	1,442.75	1,450.25
PP	1,445.25	1,445.25	1,445.25	1,442.75
S1	1,430.50	1,430.50	1,438.25	1,425.50
S2	1,420.50	1,420.50	1,436.00
S3	1,395.75	1,405.75	1,433.75
S4	1,371.00	1,381.00	1,427.00

Fisher Pivots for day following 30-Jan-2007

Pivot	1 Day	3 Day
R1	1,445.75	1,445.00
PP	1,444.50	1,443.25
S1	1,443.25	1,441.25

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1,482.25
2.618	1,468.75
1.618	1,460.50
1.000	1,455.50
0.618	1,452.25
HIGH	1,447.25
0.618	1,444.00
0.500	1,443.25
0.382	1,442.25
LOW	1,439.00
0.618	1,434.00
1.000	1,430.75
1.618	1,425.75
2.618	1,417.50
4.250	1,404.00

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1,451.75
38.2%	1,446.75
50.0%	1,442.75
61.8%	1,438.50
78.6%	1,432.75

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	1,445.75	1.25	0.1%	Above
10-Day SMA	1,447.00	0.00	0.0%	Above
20-Day SMA	1,443.50	3.50	0.2%	Above
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 1,458.50

Middle: 1,443.50

Lower: 1,428.75

Bandwidth: 2.0%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

51.85

Neutral 30–70

Stochastic (14, 3)

Neutral

%K: 62.59

%D: 48.92

ADX (14) & Trend

Neutral

14.03

+DI: 16.35 · -DI: 21.68

CCI (20)

Neutral

11.38

Range -100 to +100

Williams %R (14)

Neutral

-37.41

Range -100 to 0

ROC (12)

Bullish

0.21%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

1.89

Bull: 1.89 · Bear: -6.36

Crabel Price Patterns

Pattern	Signal / Value
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	2.50
Narrowest range in 7 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,460.00	1,435.25	24.75	1.7%	11.50	0.8%	47%	False	False	2,398
10	1,460.00	1,435.25	24.75	1.7%	10.25	0.7%	47%	False	False	2,449
20	1,460.00	1,425.25	34.75	2.4%	11.75	0.8%	63%	False	False	1,452

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