E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 18-Apr-2007
Day Change Summary
Previous Current
17-Apr-2007 18-Apr-2007 Change Change % Previous Week
Open 1,474.75 1,478.75 4.00 0.3% 1,457.25
High 1,482.75 1,484.50 1.75 0.1% 1,461.75
Low 1,471.25 1,473.00 1.75 0.1% 1,442.25
Close 1,479.00 1,480.25 1.25 0.1% 1,461.25
Range 11.50 11.50 0.00 0.0% 19.50
ATR 13.36 13.23 -0.13 -1.0% 0.00
Volume 1,204,460 1,300,312 95,852 8.0% 3,660,176
Daily Pivots for day following 18-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,513.75 1,508.50 1,486.50
R3 1,502.25 1,497.00 1,483.50
R2 1,490.75 1,490.75 1,482.25
R1 1,485.50 1,485.50 1,481.25 1,488.00
PP 1,479.25 1,479.25 1,479.25 1,480.50
S1 1,474.00 1,474.00 1,479.25 1,476.50
S2 1,467.75 1,467.75 1,478.25
S3 1,456.25 1,462.50 1,477.00
S4 1,444.75 1,451.00 1,474.00
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,513.50 1,507.00 1,472.00
R3 1,494.00 1,487.50 1,466.50
R2 1,474.50 1,474.50 1,464.75
R1 1,468.00 1,468.00 1,463.00 1,471.25
PP 1,455.00 1,455.00 1,455.00 1,456.75
S1 1,448.50 1,448.50 1,459.50 1,451.75
S2 1,435.50 1,435.50 1,457.75
S3 1,416.00 1,429.00 1,456.00
S4 1,396.50 1,409.50 1,450.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,484.50 1,442.25 42.25 2.9% 12.75 0.9% 90% True False 1,160,997
10 1,484.50 1,442.25 42.25 2.9% 10.50 0.7% 90% True False 841,413
20 1,484.50 1,418.00 66.50 4.5% 11.75 0.8% 94% True False 1,004,910
40 1,484.50 1,375.25 109.25 7.4% 16.75 1.1% 96% True False 872,728
60 1,484.50 1,375.25 109.25 7.4% 14.50 1.0% 96% True False 582,502
80 1,484.50 1,375.25 109.25 7.4% 13.50 0.9% 96% True False 437,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 2.88
Fibonacci Retracements and Extensions
4.250 1,533.50
2.618 1,514.50
1.618 1,503.00
1.000 1,496.00
0.618 1,491.50
HIGH 1,484.50
0.618 1,480.00
0.500 1,478.75
0.382 1,477.50
LOW 1,473.00
0.618 1,466.00
1.000 1,461.50
1.618 1,454.50
2.618 1,443.00
4.250 1,424.00
Fisher Pivots for day following 18-Apr-2007
Pivot 1 day 3 day
R1 1,479.75 1,477.75
PP 1,479.25 1,475.25
S1 1,478.75 1,472.75

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

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