E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 1,508.25 1,508.00 -0.25 0.0% 1,513.25
High 1,519.75 1,518.50 -1.25 -0.1% 1,519.00
Low 1,503.00 1,506.00 3.00 0.2% 1,496.00
Close 1,508.50 1,518.00 9.50 0.6% 1,512.25
Range 16.75 12.50 -4.25 -25.4% 23.00
ATR 12.81 12.79 -0.02 -0.2% 0.00
Volume 1,121,195 1,717,996 596,801 53.2% 5,309,351
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 1,551.75 1,547.25 1,525.00
R3 1,539.25 1,534.75 1,521.50
R2 1,526.75 1,526.75 1,520.25
R1 1,522.25 1,522.25 1,519.25 1,524.50
PP 1,514.25 1,514.25 1,514.25 1,515.25
S1 1,509.75 1,509.75 1,516.75 1,512.00
S2 1,501.75 1,501.75 1,515.75
S3 1,489.25 1,497.25 1,514.50
S4 1,476.75 1,484.75 1,511.00
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 1,578.00 1,568.25 1,525.00
R3 1,555.00 1,545.25 1,518.50
R2 1,532.00 1,532.00 1,516.50
R1 1,522.25 1,522.25 1,514.25 1,515.50
PP 1,509.00 1,509.00 1,509.00 1,505.75
S1 1,499.25 1,499.25 1,510.25 1,492.50
S2 1,486.00 1,486.00 1,508.00
S3 1,463.00 1,476.25 1,506.00
S4 1,440.00 1,453.25 1,499.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,519.75 1,496.00 23.75 1.6% 15.75 1.0% 93% False False 1,366,617
10 1,519.75 1,496.00 23.75 1.6% 12.50 0.8% 93% False False 1,131,710
20 1,519.75 1,468.25 51.50 3.4% 12.25 0.8% 97% False False 1,147,159
40 1,519.75 1,418.00 101.75 6.7% 12.00 0.8% 98% False False 1,076,034
60 1,519.75 1,375.25 144.50 9.5% 15.25 1.0% 99% False False 964,205
80 1,519.75 1,375.25 144.50 9.5% 14.00 0.9% 99% False False 723,666
100 1,519.75 1,375.25 144.50 9.5% 13.25 0.9% 99% False False 579,121
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,571.50
2.618 1,551.25
1.618 1,538.75
1.000 1,531.00
0.618 1,526.25
HIGH 1,518.50
0.618 1,513.75
0.500 1,512.25
0.382 1,510.75
LOW 1,506.00
0.618 1,498.25
1.000 1,493.50
1.618 1,485.75
2.618 1,473.25
4.250 1,453.00
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 1,516.00 1,515.75
PP 1,514.25 1,513.50
S1 1,512.25 1,511.25

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

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