E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 07-Feb-2007
Day Change Summary
Previous Current
06-Feb-2007 07-Feb-2007 Change Change % Previous Week
Open 1,453.25 1,453.00 -0.25 0.0% 1,428.00
High 1,455.75 1,457.75 2.00 0.1% 1,454.75
Low 1,447.50 1,450.50 3.00 0.2% 1,423.25
Close 1,453.25 1,455.75 2.50 0.2% 1,453.00
Range 8.25 7.25 -1.00 -12.1% 31.50
ATR 10.88 10.63 -0.26 -2.4% 0.00
Volume 625,989 822,806 196,817 31.4% 5,494,111
Daily Pivots for day following 07-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,476.50 1,473.25 1,459.75
R3 1,469.25 1,466.00 1,457.75
R2 1,462.00 1,462.00 1,457.00
R1 1,458.75 1,458.75 1,456.50 1,460.50
PP 1,454.75 1,454.75 1,454.75 1,455.50
S1 1,451.50 1,451.50 1,455.00 1,453.00
S2 1,447.50 1,447.50 1,454.50
S3 1,440.25 1,444.25 1,453.75
S4 1,433.00 1,437.00 1,451.75
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,538.25 1,527.00 1,470.25
R3 1,506.75 1,495.50 1,461.75
R2 1,475.25 1,475.25 1,458.75
R1 1,464.00 1,464.00 1,456.00 1,469.50
PP 1,443.75 1,443.75 1,443.75 1,446.50
S1 1,432.50 1,432.50 1,450.00 1,438.00
S2 1,412.25 1,412.25 1,447.25
S3 1,380.75 1,401.00 1,444.25
S4 1,349.25 1,369.50 1,435.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,457.75 1,441.00 16.75 1.2% 7.75 0.5% 88% True False 929,871
10 1,457.75 1,422.00 35.75 2.5% 10.50 0.7% 94% True False 1,022,654
20 1,457.75 1,412.25 45.50 3.1% 10.75 0.7% 96% True False 1,030,292
40 1,457.75 1,412.25 45.50 3.1% 11.25 0.8% 96% True False 923,898
60 1,457.75 1,390.25 67.50 4.6% 11.00 0.7% 97% True False 623,584
80 1,457.75 1,375.75 82.00 5.6% 11.00 0.8% 98% True False 468,036
100 1,457.75 1,332.00 125.75 8.6% 10.75 0.7% 98% True False 374,498
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,488.50
2.618 1,476.75
1.618 1,469.50
1.000 1,465.00
0.618 1,462.25
HIGH 1,457.75
0.618 1,455.00
0.500 1,454.00
0.382 1,453.25
LOW 1,450.50
0.618 1,446.00
1.000 1,443.25
1.618 1,438.75
2.618 1,431.50
4.250 1,419.75
Fisher Pivots for day following 07-Feb-2007
Pivot 1 day 3 day
R1 1,455.25 1,454.75
PP 1,454.75 1,453.75
S1 1,454.00 1,452.50

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

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