E-mini S&P 500 Future March 2007

Trading Metrics calculated at close of trading on 15-Dec-2006

Day Change Summary
	Previous	Current
	14-Dec-2006	15-Dec-2006	Change	Change %	Previous Week
Open	1,426.50	1,438.50	12.00	0.8%	1,422.50
High	1,440.00	1,445.00	5.00	0.3%	1,445.00
Low	1,424.50	1,437.25	12.75	0.9%	1,417.00
Close	1,438.25	1,438.25	0.00	0.0%	1,438.25
Range	15.50	7.75	-7.75	-50.0%	28.00
ATR	10.85	10.63	-0.22	-2.0%	0.00
Volume	1,011,712	1,328,093	316,381	31.3%	5,462,304

Daily Pivots for day following 15-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,463.50	1,458.50	1,442.50
R3	1,455.75	1,450.75	1,440.50
R2	1,448.00	1,448.00	1,439.75
R1	1,443.00	1,443.00	1,439.00	1,441.50
PP	1,440.25	1,440.25	1,440.25	1,439.50
S1	1,435.25	1,435.25	1,437.50	1,434.00
S2	1,432.50	1,432.50	1,436.75
S3	1,424.75	1,427.50	1,436.00
S4	1,417.00	1,419.75	1,434.00

Weekly Pivots for week ending 15-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,517.50	1,505.75	1,453.75
R3	1,489.50	1,477.75	1,446.00
R2	1,461.50	1,461.50	1,443.50
R1	1,449.75	1,449.75	1,440.75	1,455.50
PP	1,433.50	1,433.50	1,433.50	1,436.25
S1	1,421.75	1,421.75	1,435.75	1,427.50
S2	1,405.50	1,405.50	1,433.00
S3	1,377.50	1,393.75	1,430.50
S4	1,349.50	1,365.75	1,422.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,445.00	1,417.00	28.00	1.9%	9.75	0.7%	76%	True	False	1,092,460
10	1,445.00	1,409.50	35.50	2.5%	10.00	0.7%	81%	True	False	688,507
20	1,445.00	1,390.25	54.75	3.8%	10.50	0.7%	88%	True	False	351,281
40	1,445.00	1,377.50	67.50	4.7%	11.00	0.8%	90%	True	False	176,713
60	1,445.00	1,332.50	112.50	7.8%	10.50	0.7%	94%	True	False	118,073

Crabel Price Patterns
NR	True
NR4	True
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	1.83
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,478.00
2.618	1,465.25
1.618	1,457.50
1.000	1,452.75
0.618	1,449.75
HIGH	1,445.00
0.618	1,442.00
0.500	1,441.00
0.382	1,440.25
LOW	1,437.25
0.618	1,432.50
1.000	1,429.50
1.618	1,424.75
2.618	1,417.00
4.250	1,404.25

Fisher Pivots for day following 15-Dec-2006
Pivot	1 day	3 day
R1	1,441.00	1,436.75
PP	1,440.25	1,435.50
S1	1,439.25	1,434.00

Download as Excel Spreadsheet

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

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