E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
06-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 1,452.50 1,457.25 4.75 0.3% 1,431.75
High 1,459.00 1,459.00 0.00 0.0% 1,459.00
Low 1,452.00 1,452.50 0.50 0.0% 1,425.75
Close 1,452.75 1,454.50 1.75 0.1% 1,452.75
Range 7.00 6.50 -0.50 -7.1% 33.25
ATR 14.55 13.97 -0.57 -4.0% 0.00
Volume 520,584 46,227 -474,357 -91.1% 4,586,084
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,474.75 1,471.25 1,458.00
R3 1,468.25 1,464.75 1,456.25
R2 1,461.75 1,461.75 1,455.75
R1 1,458.25 1,458.25 1,455.00 1,456.75
PP 1,455.25 1,455.25 1,455.25 1,454.50
S1 1,451.75 1,451.75 1,454.00 1,450.25
S2 1,448.75 1,448.75 1,453.25
S3 1,442.25 1,445.25 1,452.75
S4 1,435.75 1,438.75 1,451.00
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,545.50 1,532.50 1,471.00
R3 1,512.25 1,499.25 1,462.00
R2 1,479.00 1,479.00 1,458.75
R1 1,466.00 1,466.00 1,455.75 1,472.50
PP 1,445.75 1,445.75 1,445.75 1,449.00
S1 1,432.75 1,432.75 1,449.75 1,439.25
S2 1,412.50 1,412.50 1,446.75
S3 1,379.25 1,399.50 1,443.50
S4 1,346.00 1,366.25 1,434.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,459.00 1,433.25 25.75 1.8% 9.00 0.6% 83% True False 646,594
10 1,459.00 1,418.00 41.00 2.8% 11.75 0.8% 89% True False 947,375
20 1,459.00 1,375.25 83.75 5.8% 14.75 1.0% 95% True False 1,229,538
40 1,477.75 1,375.25 102.50 7.0% 16.25 1.1% 77% False False 695,672
60 1,477.75 1,375.25 102.50 7.0% 14.25 1.0% 77% False False 464,492
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,486.50
2.618 1,476.00
1.618 1,469.50
1.000 1,465.50
0.618 1,463.00
HIGH 1,459.00
0.618 1,456.50
0.500 1,455.75
0.382 1,455.00
LOW 1,452.50
0.618 1,448.50
1.000 1,446.00
1.618 1,442.00
2.618 1,435.50
4.250 1,425.00
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 1,455.75 1,454.00
PP 1,455.25 1,453.25
S1 1,455.00 1,452.50

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

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