E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 12-Feb-2007
Day Change Summary
Previous Current
09-Feb-2007 12-Feb-2007 Change Change % Previous Week
Open 1,453.75 1,442.75 -11.00 -0.8% 1,452.50
High 1,457.00 1,444.75 -12.25 -0.8% 1,457.75
Low 1,437.00 1,435.00 -2.00 -0.1% 1,437.00
Close 1,443.00 1,438.00 -5.00 -0.3% 1,443.00
Range 20.00 9.75 -10.25 -51.3% 20.75
ATR 11.19 11.08 -0.10 -0.9% 0.00
Volume 970,082 1,410,788 440,706 45.4% 4,134,248
Daily Pivots for day following 12-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,468.50 1,463.00 1,443.25
R3 1,458.75 1,453.25 1,440.75
R2 1,449.00 1,449.00 1,439.75
R1 1,443.50 1,443.50 1,439.00 1,441.50
PP 1,439.25 1,439.25 1,439.25 1,438.25
S1 1,433.75 1,433.75 1,437.00 1,431.50
S2 1,429.50 1,429.50 1,436.25
S3 1,419.75 1,424.00 1,435.25
S4 1,410.00 1,414.25 1,432.75
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,508.25 1,496.25 1,454.50
R3 1,487.50 1,475.50 1,448.75
R2 1,466.75 1,466.75 1,446.75
R1 1,454.75 1,454.75 1,445.00 1,450.50
PP 1,446.00 1,446.00 1,446.00 1,443.75
S1 1,434.00 1,434.00 1,441.00 1,429.50
S2 1,425.25 1,425.25 1,439.25
S3 1,404.50 1,413.25 1,437.25
S4 1,383.75 1,392.50 1,431.50
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 1,435.00 22.75 1.6% 10.75 0.8% 13% False True 944,889
10 1,457.75 1,425.50 32.25 2.2% 10.50 0.7% 39% False False 978,326
20 1,457.75 1,422.00 35.75 2.5% 10.75 0.7% 45% False False 1,011,598
40 1,457.75 1,412.25 45.50 3.2% 11.50 0.8% 57% False False 929,965
60 1,457.75 1,390.25 67.50 4.7% 11.00 0.8% 71% False False 677,980
80 1,457.75 1,377.50 80.25 5.6% 11.00 0.8% 75% False False 508,910
100 1,457.75 1,332.00 125.75 8.7% 11.00 0.8% 84% False False 407,254
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 2.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,486.25
2.618 1,470.25
1.618 1,460.50
1.000 1,454.50
0.618 1,450.75
HIGH 1,444.75
0.618 1,441.00
0.500 1,440.00
0.382 1,438.75
LOW 1,435.00
0.618 1,429.00
1.000 1,425.25
1.618 1,419.25
2.618 1,409.50
4.250 1,393.50
Fisher Pivots for day following 12-Feb-2007
Pivot 1 day 3 day
R1 1,440.00 1,446.00
PP 1,439.25 1,443.25
S1 1,438.50 1,440.75

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

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