E-mini S&P 500 Future June 2007

Trading Metrics calculated at close of trading on 28-Feb-2007

Day Change Summary
	Previous	Current
	27-Feb-2007	28-Feb-2007	Change	Change %	Previous Week
Open	1,465.75	1,407.00	-58.75	-4.0%	1,473.00
High	1,465.75	1,431.25	-34.50	-2.4%	1,477.75
Low	1,402.00	1,403.25	1.25	0.1%	1,464.00
Close	1,407.75	1,421.50	13.75	1.0%	1,467.00
Range	63.75	28.00	-35.75	-56.1%	13.75
ATR	13.57	14.60	1.03	7.6%	0.00
Volume	13,393	41,752	28,359	211.7%	24,724

Daily Pivots for day following 28-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,502.75	1,490.00	1,437.00
R3	1,474.75	1,462.00	1,429.25
R2	1,446.75	1,446.75	1,426.75
R1	1,434.00	1,434.00	1,424.00	1,440.50
PP	1,418.75	1,418.75	1,418.75	1,421.75
S1	1,406.00	1,406.00	1,419.00	1,412.50
S2	1,390.75	1,390.75	1,416.25
S3	1,362.75	1,378.00	1,413.75
S4	1,334.75	1,350.00	1,406.00

Weekly Pivots for week ending 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,510.75	1,502.75	1,474.50
R3	1,497.00	1,489.00	1,470.75
R2	1,483.25	1,483.25	1,469.50
R1	1,475.25	1,475.25	1,468.25	1,472.50
PP	1,469.50	1,469.50	1,469.50	1,468.25
S1	1,461.50	1,461.50	1,465.75	1,458.50
S2	1,455.75	1,455.75	1,464.50
S3	1,442.00	1,447.75	1,463.25
S4	1,428.25	1,434.00	1,459.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,477.75	1,402.00	75.75	5.3%	24.75	1.7%	26%	False	False	16,251
10	1,477.75	1,402.00	75.75	5.3%	15.50	1.1%	26%	False	False	8,766
20	1,477.75	1,402.00	75.75	5.3%	12.75	0.9%	26%	False	False	5,414
40	1,477.75	1,402.00	75.75	5.3%	12.25	0.9%	26%	False	False	3,493

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,550.25
2.618	1,504.50
1.618	1,476.50
1.000	1,459.25
0.618	1,448.50
HIGH	1,431.25
0.618	1,420.50
0.500	1,417.25
0.382	1,414.00
LOW	1,403.25
0.618	1,386.00
1.000	1,375.25
1.618	1,358.00
2.618	1,330.00
4.250	1,284.25

Fisher Pivots for day following 28-Feb-2007
Pivot	1 day	3 day
R1	1,420.00	1,437.50
PP	1,418.75	1,432.25
S1	1,417.25	1,426.75

Download as Excel Spreadsheet

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

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