E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 1,452.75 1,452.75 0.00 0.0% 1,430.50
High 1,457.75 1,455.75 -2.00 -0.1% 1,454.25
Low 1,449.75 1,448.75 -1.00 -0.1% 1,425.25
Close 1,451.75 1,452.00 0.25 0.0% 1,453.75
Range 8.00 7.00 -1.00 -12.5% 29.00
ATR 11.12 10.83 -0.29 -2.6% 0.00
Volume 509 496 -13 -2.6% 2,968
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,473.25 1,469.50 1,455.75
R3 1,466.25 1,462.50 1,454.00
R2 1,459.25 1,459.25 1,453.25
R1 1,455.50 1,455.50 1,452.75 1,454.00
PP 1,452.25 1,452.25 1,452.25 1,451.25
S1 1,448.50 1,448.50 1,451.25 1,447.00
S2 1,445.25 1,445.25 1,450.75
S3 1,438.25 1,441.50 1,450.00
S4 1,431.25 1,434.50 1,448.25
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,531.50 1,521.50 1,469.75
R3 1,502.50 1,492.50 1,461.75
R2 1,473.50 1,473.50 1,459.00
R1 1,463.50 1,463.50 1,456.50 1,468.50
PP 1,444.50 1,444.50 1,444.50 1,447.00
S1 1,434.50 1,434.50 1,451.00 1,439.50
S2 1,415.50 1,415.50 1,448.50
S3 1,386.50 1,405.50 1,445.75
S4 1,357.50 1,376.50 1,437.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,457.75 1,425.25 32.50 2.2% 10.75 0.7% 82% False False 556
10 1,457.75 1,425.25 32.50 2.2% 12.75 0.9% 82% False False 495
20 1,457.75 1,425.25 32.50 2.2% 10.75 0.7% 82% False False 934
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 3.53
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,485.50
2.618 1,474.00
1.618 1,467.00
1.000 1,462.75
0.618 1,460.00
HIGH 1,455.75
0.618 1,453.00
0.500 1,452.25
0.382 1,451.50
LOW 1,448.75
0.618 1,444.50
1.000 1,441.75
1.618 1,437.50
2.618 1,430.50
4.250 1,419.00
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 1,452.25 1,451.25
PP 1,452.25 1,450.50
S1 1,452.00 1,449.75

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

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