E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 1,424.50 1,431.25 6.75 0.5% 1,417.25
High 1,435.75 1,441.50 5.75 0.4% 1,441.50
Low 1,420.75 1,428.25 7.50 0.5% 1,412.25
Close 1,431.00 1,440.75 9.75 0.7% 1,440.75
Range 15.00 13.25 -1.75 -11.7% 29.25
ATR 12.16 12.24 0.08 0.6% 0.00
Volume 1,145,364 1,229,581 84,217 7.4% 5,748,989
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,476.50 1,472.00 1,448.00
R3 1,463.25 1,458.75 1,444.50
R2 1,450.00 1,450.00 1,443.25
R1 1,445.50 1,445.50 1,442.00 1,447.75
PP 1,436.75 1,436.75 1,436.75 1,438.00
S1 1,432.25 1,432.25 1,439.50 1,434.50
S2 1,423.50 1,423.50 1,438.25
S3 1,410.25 1,419.00 1,437.00
S4 1,397.00 1,405.75 1,433.50
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,519.25 1,509.25 1,456.75
R3 1,490.00 1,480.00 1,448.75
R2 1,460.75 1,460.75 1,446.00
R1 1,450.75 1,450.75 1,443.50 1,455.75
PP 1,431.50 1,431.50 1,431.50 1,434.00
S1 1,421.50 1,421.50 1,438.00 1,426.50
S2 1,402.25 1,402.25 1,435.50
S3 1,373.00 1,392.25 1,432.75
S4 1,343.75 1,363.00 1,424.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,441.50 1,412.25 29.25 2.0% 13.00 0.9% 97% True False 1,149,797
10 1,441.50 1,412.25 29.25 2.0% 13.50 0.9% 97% True False 887,348
20 1,445.00 1,412.25 32.75 2.3% 12.25 0.8% 87% False False 848,331
40 1,445.00 1,390.25 54.75 3.8% 11.25 0.8% 92% False False 511,171
60 1,445.00 1,377.50 67.50 4.7% 11.25 0.8% 94% False False 341,347
80 1,445.00 1,332.00 113.00 7.8% 11.00 0.8% 96% False False 256,167
Crabel Price Patterns
NR True
NR4 False
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 3.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,497.75
2.618 1,476.25
1.618 1,463.00
1.000 1,454.75
0.618 1,449.75
HIGH 1,441.50
0.618 1,436.50
0.500 1,435.00
0.382 1,433.25
LOW 1,428.25
0.618 1,420.00
1.000 1,415.00
1.618 1,406.75
2.618 1,393.50
4.250 1,372.00
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 1,438.75 1,436.00
PP 1,436.75 1,431.50
S1 1,435.00 1,427.00

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

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