E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 1,430.25 1,428.00 -2.25 -0.2% 1,437.25
High 1,433.00 1,432.50 -0.50 0.0% 1,447.25
Low 1,422.00 1,423.25 1.25 0.1% 1,422.00
Close 1,427.50 1,426.25 -1.25 -0.1% 1,427.50
Range 11.00 9.25 -1.75 -15.9% 25.25
ATR 11.91 11.72 -0.19 -1.6% 0.00
Volume 1,420,031 1,255,881 -164,150 -11.6% 5,535,448
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,455.00 1,450.00 1,431.25
R3 1,445.75 1,440.75 1,428.75
R2 1,436.50 1,436.50 1,428.00
R1 1,431.50 1,431.50 1,427.00 1,429.50
PP 1,427.25 1,427.25 1,427.25 1,426.25
S1 1,422.25 1,422.25 1,425.50 1,420.00
S2 1,418.00 1,418.00 1,424.50
S3 1,408.75 1,413.00 1,423.75
S4 1,399.50 1,403.75 1,421.25
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,508.00 1,493.00 1,441.50
R3 1,482.75 1,467.75 1,434.50
R2 1,457.50 1,457.50 1,432.25
R1 1,442.50 1,442.50 1,429.75 1,437.50
PP 1,432.25 1,432.25 1,432.25 1,429.75
S1 1,417.25 1,417.25 1,425.25 1,412.00
S2 1,407.00 1,407.00 1,422.75
S3 1,381.75 1,392.00 1,420.50
S4 1,356.50 1,366.75 1,413.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,447.25 1,422.00 25.25 1.8% 12.50 0.9% 17% False False 1,161,288
10 1,447.25 1,422.00 25.25 1.8% 11.00 0.8% 17% False False 1,044,871
20 1,447.25 1,412.25 35.00 2.5% 12.25 0.9% 40% False False 966,109
40 1,447.25 1,399.25 48.00 3.4% 11.75 0.8% 56% False False 770,819
60 1,447.25 1,377.50 69.75 4.9% 11.25 0.8% 70% False False 515,317
80 1,447.25 1,351.00 96.25 6.7% 11.00 0.8% 78% False False 386,731
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 2.55
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,471.75
2.618 1,456.75
1.618 1,447.50
1.000 1,441.75
0.618 1,438.25
HIGH 1,432.50
0.618 1,429.00
0.500 1,428.00
0.382 1,426.75
LOW 1,423.25
0.618 1,417.50
1.000 1,414.00
1.618 1,408.25
2.618 1,399.00
4.250 1,384.00
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 1,428.00 1,434.50
PP 1,427.25 1,431.75
S1 1,426.75 1,429.00

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

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