E-mini S&P 500 Future March 2007

Trading Metrics calculated at close of trading on 02-Mar-2007

Day Change Summary
	Previous	Current
	01-Mar-2007	02-Mar-2007	Change	Change %	Previous Week
Open	1,408.75	1,404.75	-4.00	-0.3%	1,454.00
High	1,413.50	1,410.00	-3.50	-0.2%	1,459.75
Low	1,380.75	1,385.00	4.25	0.3%	1,380.75
Close	1,405.00	1,385.75	-19.25	-1.4%	1,385.75
Range	32.75	25.00	-7.75	-23.7%	79.00
ATR	16.57	17.17	0.60	3.6%	0.00
Volume	2,502,209	2,730,029	227,820	9.1%	11,023,954

Daily Pivots for day following 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,468.50	1,452.25	1,399.50
R3	1,443.50	1,427.25	1,392.50
R2	1,418.50	1,418.50	1,390.25
R1	1,402.25	1,402.25	1,388.00	1,398.00
PP	1,393.50	1,393.50	1,393.50	1,391.50
S1	1,377.25	1,377.25	1,383.50	1,373.00
S2	1,368.50	1,368.50	1,381.25
S3	1,343.50	1,352.25	1,379.00
S4	1,318.50	1,327.25	1,372.00

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,645.75	1,594.75	1,429.25
R3	1,566.75	1,515.75	1,407.50
R2	1,487.75	1,487.75	1,400.25
R1	1,436.75	1,436.75	1,393.00	1,422.75
PP	1,408.75	1,408.75	1,408.75	1,401.75
S1	1,357.75	1,357.75	1,378.50	1,343.75
S2	1,329.75	1,329.75	1,371.25
S3	1,250.75	1,278.75	1,364.00
S4	1,171.75	1,199.75	1,342.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,459.75	1,380.75	79.00	5.7%	32.25	2.3%	6%	False	False	2,204,790
10	1,464.75	1,380.75	84.00	6.1%	20.75	1.5%	6%	False	False	1,546,084
20	1,464.75	1,380.75	84.00	6.1%	15.25	1.1%	6%	False	False	1,255,191
40	1,464.75	1,380.75	84.00	6.1%	13.75	1.0%	6%	False	False	1,166,892
60	1,464.75	1,380.75	84.00	6.1%	12.75	0.9%	6%	False	False	982,786
80	1,464.75	1,379.50	85.25	6.2%	12.25	0.9%	7%	False	False	739,226
100	1,464.75	1,362.75	102.00	7.4%	12.00	0.9%	23%	False	False	591,618

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

Fibonacci Retracements and Extensions
4.250	1,516.25
2.618	1,475.50
1.618	1,450.50
1.000	1,435.00
0.618	1,425.50
HIGH	1,410.00
0.618	1,400.50
0.500	1,397.50
0.382	1,394.50
LOW	1,385.00
0.618	1,369.50
1.000	1,360.00
1.618	1,344.50
2.618	1,319.50
4.250	1,278.75

Fisher Pivots for day following 02-Mar-2007
Pivot	1 day	3 day
R1	1,397.50	1,399.75
PP	1,393.50	1,395.00
S1	1,389.75	1,390.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols