E-mini S&P 500 Future June 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 1,361.75 1,335.00 -26.75 -2.0% 1,332.00
High 1,374.50 1,361.00 -13.50 -1.0% 1,374.50
Low 1,332.25 1,315.25 -17.00 -1.3% 1,260.00
Close 1,337.50 1,358.00 20.50 1.5% 1,337.50
Range 42.25 45.75 3.50 8.3% 114.50
ATR 35.41 36.15 0.74 2.1% 0.00
Volume 12,795 3,775 -9,020 -70.5% 56,007
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 1,482.00 1,465.75 1,383.25
R3 1,436.25 1,420.00 1,370.50
R2 1,390.50 1,390.50 1,366.50
R1 1,374.25 1,374.25 1,362.25 1,382.50
PP 1,344.75 1,344.75 1,344.75 1,348.75
S1 1,328.50 1,328.50 1,353.75 1,336.50
S2 1,299.00 1,299.00 1,349.50
S3 1,253.25 1,282.75 1,345.50
S4 1,207.50 1,237.00 1,332.75
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 1,667.50 1,617.00 1,400.50
R3 1,553.00 1,502.50 1,369.00
R2 1,438.50 1,438.50 1,358.50
R1 1,388.00 1,388.00 1,348.00 1,413.25
PP 1,324.00 1,324.00 1,324.00 1,336.50
S1 1,273.50 1,273.50 1,327.00 1,298.75
S2 1,209.50 1,209.50 1,316.50
S3 1,095.00 1,159.00 1,306.00
S4 980.50 1,044.50 1,274.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,374.50 1,260.00 114.50 8.4% 54.00 4.0% 86% False False 11,956
10 1,429.75 1,260.00 169.75 12.5% 45.25 3.3% 58% False False 6,808
20 1,511.50 1,260.00 251.50 18.5% 36.75 2.7% 39% False False 4,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,555.50
2.618 1,480.75
1.618 1,435.00
1.000 1,406.75
0.618 1,389.25
HIGH 1,361.00
0.618 1,343.50
0.500 1,338.00
0.382 1,332.75
LOW 1,315.25
0.618 1,287.00
1.000 1,269.50
1.618 1,241.25
2.618 1,195.50
4.250 1,120.75
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 1,351.50 1,353.50
PP 1,344.75 1,349.25
S1 1,338.00 1,345.00

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

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