E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 1,454.00 1,452.75 -1.25 -0.1% 1,458.50
High 1,459.75 1,452.75 -7.00 -0.5% 1,464.75
Low 1,447.75 1,389.00 -58.75 -4.1% 1,450.50
Close 1,452.50 1,395.25 -57.25 -3.9% 1,453.75
Range 12.00 63.75 51.75 431.3% 14.25
ATR 10.53 14.33 3.80 36.1% 0.00
Volume 1,060,452 1,197,313 136,861 12.9% 3,723,766
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,603.50 1,563.25 1,430.25
R3 1,539.75 1,499.50 1,412.75
R2 1,476.00 1,476.00 1,407.00
R1 1,435.75 1,435.75 1,401.00 1,424.00
PP 1,412.25 1,412.25 1,412.25 1,406.50
S1 1,372.00 1,372.00 1,389.50 1,360.25
S2 1,348.50 1,348.50 1,383.50
S3 1,284.75 1,308.25 1,377.75
S4 1,221.00 1,244.50 1,360.25
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,499.00 1,490.75 1,461.50
R3 1,484.75 1,476.50 1,457.75
R2 1,470.50 1,470.50 1,456.25
R1 1,462.25 1,462.25 1,455.00 1,459.25
PP 1,456.25 1,456.25 1,456.25 1,455.00
S1 1,448.00 1,448.00 1,452.50 1,445.00
S2 1,442.00 1,442.00 1,451.25
S3 1,427.75 1,433.75 1,449.75
S4 1,413.50 1,419.50 1,446.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,464.75 1,389.00 75.75 5.4% 21.00 1.5% 8% False True 1,062,289
10 1,464.75 1,389.00 75.75 5.4% 15.25 1.1% 8% False True 967,572
20 1,464.75 1,389.00 75.75 5.4% 12.75 0.9% 8% False True 972,949
40 1,464.75 1,389.00 75.75 5.4% 12.50 0.9% 8% False True 969,529
60 1,464.75 1,389.00 75.75 5.4% 12.00 0.9% 8% False True 838,196
80 1,464.75 1,377.50 87.25 6.3% 11.75 0.8% 20% False False 629,725
100 1,464.75 1,351.00 113.75 8.2% 11.50 0.8% 39% False False 503,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.10
Widest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 1,723.75
2.618 1,619.75
1.618 1,556.00
1.000 1,516.50
0.618 1,492.25
HIGH 1,452.75
0.618 1,428.50
0.500 1,421.00
0.382 1,413.25
LOW 1,389.00
0.618 1,349.50
1.000 1,325.25
1.618 1,285.75
2.618 1,222.00
4.250 1,118.00
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 1,421.00 1,424.50
PP 1,412.25 1,414.75
S1 1,403.75 1,405.00

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

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