E-mini S&P 500 Future March 2007

Trading Metrics calculated at close of trading on 28-Dec-2006

Day Change Summary
	Previous	Current
	27-Dec-2006	28-Dec-2006	Change	Change %	Previous Week
Open	1,428.75	1,437.00	8.25	0.6%	1,438.25
High	1,438.75	1,438.00	-0.75	-0.1%	1,444.00
Low	1,428.50	1,432.00	3.50	0.2%	1,419.75
Close	1,437.00	1,433.75	-3.25	-0.2%	1,420.25
Range	10.25	6.00	-4.25	-41.5%	24.25
ATR	10.71	10.38	-0.34	-3.1%	0.00
Volume	267,515	429,427	161,912	60.5%	3,668,224

Daily Pivots for day following 28-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,452.50	1,449.25	1,437.00
R3	1,446.50	1,443.25	1,435.50
R2	1,440.50	1,440.50	1,434.75
R1	1,437.25	1,437.25	1,434.25	1,436.00
PP	1,434.50	1,434.50	1,434.50	1,434.00
S1	1,431.25	1,431.25	1,433.25	1,430.00
S2	1,428.50	1,428.50	1,432.75
S3	1,422.50	1,425.25	1,432.00
S4	1,416.50	1,419.25	1,430.50

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,500.75	1,484.75	1,433.50
R3	1,476.50	1,460.50	1,427.00
R2	1,452.25	1,452.25	1,424.75
R1	1,436.25	1,436.25	1,422.50	1,432.00
PP	1,428.00	1,428.00	1,428.00	1,426.00
S1	1,412.00	1,412.00	1,418.00	1,408.00
S2	1,403.75	1,403.75	1,415.75
S3	1,379.50	1,387.75	1,413.50
S4	1,355.25	1,363.50	1,407.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,439.50	1,419.75	19.75	1.4%	10.00	0.7%	71%	False	False	484,206
10	1,445.00	1,419.75	25.25	1.8%	10.50	0.7%	55%	False	False	730,397
20	1,445.00	1,399.25	45.75	3.2%	10.75	0.8%	75%	False	False	596,178
40	1,445.00	1,377.50	67.50	4.7%	10.50	0.7%	83%	False	False	300,607
60	1,445.00	1,362.75	82.25	5.7%	10.25	0.7%	86%	False	False	200,749

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.48
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,463.50
2.618	1,453.75
1.618	1,447.75
1.000	1,444.00
0.618	1,441.75
HIGH	1,438.00
0.618	1,435.75
0.500	1,435.00
0.382	1,434.25
LOW	1,432.00
0.618	1,428.25
1.000	1,426.00
1.618	1,422.25
2.618	1,416.25
4.250	1,406.50

Fisher Pivots for day following 28-Dec-2006
Pivot	1 day	3 day
R1	1,435.00	1,432.50
PP	1,434.50	1,431.00
S1	1,434.25	1,429.50

Download as Excel Spreadsheet

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

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