E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 1,387.00 1,373.00 -14.00 -1.0% 1,454.00
High 1,393.75 1,399.50 5.75 0.4% 1,459.75
Low 1,371.00 1,368.75 -2.25 -0.2% 1,380.75
Close 1,372.25 1,395.50 23.25 1.7% 1,385.75
Range 22.75 30.75 8.00 35.2% 79.00
ATR 17.57 18.51 0.94 5.4% 0.00
Volume 1,991,452 2,342,172 350,720 17.6% 11,023,954
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,480.25 1,468.50 1,412.50
R3 1,449.50 1,437.75 1,404.00
R2 1,418.75 1,418.75 1,401.25
R1 1,407.00 1,407.00 1,398.25 1,413.00
PP 1,388.00 1,388.00 1,388.00 1,390.75
S1 1,376.25 1,376.25 1,392.75 1,382.00
S2 1,357.25 1,357.25 1,389.75
S3 1,326.50 1,345.50 1,387.00
S4 1,295.75 1,314.75 1,378.50
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 1,418.75 1,368.75 50.00 3.6% 28.00 2.0% 54% False True 2,619,962
10 1,464.75 1,368.75 96.00 6.9% 24.50 1.8% 28% False True 1,841,125
20 1,464.75 1,368.75 96.00 6.9% 17.25 1.2% 28% False True 1,374,999
40 1,464.75 1,368.75 96.00 6.9% 14.25 1.0% 28% False True 1,218,912
60 1,464.75 1,368.75 96.00 6.9% 13.25 1.0% 28% False True 1,053,797
80 1,464.75 1,368.75 96.00 6.9% 12.50 0.9% 28% False True 793,360
100 1,464.75 1,362.75 102.00 7.3% 12.25 0.9% 32% False False 634,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,530.25
2.618 1,480.00
1.618 1,449.25
1.000 1,430.25
0.618 1,418.50
HIGH 1,399.50
0.618 1,387.75
0.500 1,384.00
0.382 1,380.50
LOW 1,368.75
0.618 1,349.75
1.000 1,338.00
1.618 1,319.00
2.618 1,288.25
4.250 1,238.00
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 1,391.75 1,393.50
PP 1,388.00 1,391.50
S1 1,384.00 1,389.50

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

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