E-mini S&P 500 Future March 2007

Trading Metrics calculated at close of trading on 22-Jan-2007

Day Change Summary
	Previous	Current
	19-Jan-2007	22-Jan-2007	Change	Change %	Previous Week
Open	1,432.25	1,437.25	5.00	0.3%	1,441.00
High	1,439.00	1,439.25	0.25	0.0%	1,444.50
Low	1,431.25	1,426.75	-4.50	-0.3%	1,431.00
Close	1,436.75	1,431.00	-5.75	-0.4%	1,436.75
Range	7.75	12.50	4.75	61.3%	13.50
ATR	11.35	11.43	0.08	0.7%	0.00
Volume	1,117,211	984,888	-132,323	-11.8%	3,657,381

Daily Pivots for day following 22-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,469.75	1,463.00	1,438.00
R3	1,457.25	1,450.50	1,434.50
R2	1,444.75	1,444.75	1,433.25
R1	1,438.00	1,438.00	1,432.25	1,435.00
PP	1,432.25	1,432.25	1,432.25	1,431.00
S1	1,425.50	1,425.50	1,429.75	1,422.50
S2	1,419.75	1,419.75	1,428.75
S3	1,407.25	1,413.00	1,427.50
S4	1,394.75	1,400.50	1,424.00

Weekly Pivots for week ending 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,478.00	1,470.75	1,444.25
R3	1,464.50	1,457.25	1,440.50
R2	1,451.00	1,451.00	1,439.25
R1	1,443.75	1,443.75	1,438.00	1,440.50
PP	1,437.50	1,437.50	1,437.50	1,435.75
S1	1,430.25	1,430.25	1,435.50	1,427.00
S2	1,424.00	1,424.00	1,434.25
S3	1,410.50	1,416.75	1,433.00
S4	1,397.00	1,403.25	1,429.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,444.50	1,426.75	17.75	1.2%	9.50	0.7%	24%	False	True	928,453
10	1,444.50	1,412.25	32.25	2.3%	11.25	0.8%	58%	False	False	1,039,125
20	1,444.50	1,412.25	32.25	2.3%	11.75	0.8%	58%	False	False	824,754
40	1,445.00	1,390.25	54.75	3.8%	11.50	0.8%	74%	False	False	626,609
60	1,445.00	1,377.50	67.50	4.7%	11.00	0.8%	79%	False	False	418,630
80	1,445.00	1,347.50	97.50	6.8%	10.75	0.7%	86%	False	False	314,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.30
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,492.50
2.618	1,472.00
1.618	1,459.50
1.000	1,451.75
0.618	1,447.00
HIGH	1,439.25
0.618	1,434.50
0.500	1,433.00
0.382	1,431.50
LOW	1,426.75
0.618	1,419.00
1.000	1,414.25
1.618	1,406.50
2.618	1,394.00
4.250	1,373.50

Fisher Pivots for day following 22-Jan-2007
Pivot	1 day	3 day
R1	1,433.00	1,434.50
PP	1,432.25	1,433.25
S1	1,431.75	1,432.25

Download as Excel Spreadsheet

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

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