E-mini S&P 500 Future March 2008


Trading Metrics calculated at close of trading on 25-Feb-2008
Day Change Summary
Previous Current
22-Feb-2008 25-Feb-2008 Change Change % Previous Week
Open 1,346.50 1,354.50 8.00 0.6% 1,350.00
High 1,357.50 1,375.50 18.00 1.3% 1,369.75
Low 1,327.00 1,346.25 19.25 1.5% 1,327.00
Close 1,355.50 1,371.50 16.00 1.2% 1,355.50
Range 30.50 29.25 -1.25 -4.1% 42.75
ATR 31.27 31.12 -0.14 -0.5% 0.00
Volume 2,032,644 2,024,736 -7,908 -0.4% 7,430,803
Daily Pivots for day following 25-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,452.25 1,441.00 1,387.50
R3 1,423.00 1,411.75 1,379.50
R2 1,393.75 1,393.75 1,376.75
R1 1,382.50 1,382.50 1,374.25 1,388.00
PP 1,364.50 1,364.50 1,364.50 1,367.25
S1 1,353.25 1,353.25 1,368.75 1,359.00
S2 1,335.25 1,335.25 1,366.25
S3 1,306.00 1,324.00 1,363.50
S4 1,276.75 1,294.75 1,355.50
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 1,479.00 1,460.00 1,379.00
R3 1,436.25 1,417.25 1,367.25
R2 1,393.50 1,393.50 1,363.25
R1 1,374.50 1,374.50 1,359.50 1,384.00
PP 1,350.75 1,350.75 1,350.75 1,355.50
S1 1,331.75 1,331.75 1,351.50 1,341.25
S2 1,308.00 1,308.00 1,347.75
S3 1,265.25 1,289.00 1,343.75
S4 1,222.50 1,246.25 1,332.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,375.50 1,327.00 48.50 3.5% 29.25 2.1% 92% True False 1,891,107
10 1,375.50 1,320.25 55.25 4.0% 27.00 2.0% 93% True False 1,899,635
20 1,400.00 1,310.25 89.75 6.5% 30.50 2.2% 68% False False 2,102,702
40 1,511.00 1,255.50 255.50 18.6% 33.75 2.5% 45% False False 2,199,448
60 1,538.25 1,255.50 282.75 20.6% 30.75 2.2% 41% False False 1,678,190
80 1,569.00 1,255.50 313.50 22.9% 30.75 2.2% 37% False False 1,260,041
100 1,598.50 1,255.50 343.00 25.0% 28.50 2.1% 34% False False 1,008,332
Crabel Price Patterns
NR True
NR4 True
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 7.95
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,499.75
2.618 1,452.00
1.618 1,422.75
1.000 1,404.75
0.618 1,393.50
HIGH 1,375.50
0.618 1,364.25
0.500 1,361.00
0.382 1,357.50
LOW 1,346.25
0.618 1,328.25
1.000 1,317.00
1.618 1,299.00
2.618 1,269.75
4.250 1,222.00
Fisher Pivots for day following 25-Feb-2008
Pivot 1 day 3 day
R1 1,368.00 1,364.75
PP 1,364.50 1,358.00
S1 1,361.00 1,351.25

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

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