E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
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 10.96 10.77 -0.19 -1.8% 0.00
Volume 2,747 3,266 519 18.9% 8,586
Daily Pivots for day following 30-Jan-2007
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 1,445.00
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
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
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 1,451
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 2.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
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 1,443.00
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
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 1,443.00 1,441.25

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

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