E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 07-Dec-2006
Day Change Summary
Previous Current
06-Dec-2006 07-Dec-2006 Change Change % Previous Week
Open 1,428.75 1,426.25 -2.50 -0.2% 1,414.00
High 1,429.50 1,432.00 2.50 0.2% 1,420.25
Low 1,424.25 1,419.75 -4.50 -0.3% 1,390.25
Close 1,426.75 1,420.75 -6.00 -0.4% 1,412.25
Range 5.25 12.25 7.00 133.3% 30.00
ATR 10.82 10.92 0.10 0.9% 0.00
Volume 70,727 150,016 79,289 112.1% 113,431
Daily Pivots for day following 07-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,461.00 1,453.00 1,427.50
R3 1,448.75 1,440.75 1,424.00
R2 1,436.50 1,436.50 1,423.00
R1 1,428.50 1,428.50 1,421.75 1,426.50
PP 1,424.25 1,424.25 1,424.25 1,423.00
S1 1,416.25 1,416.25 1,419.75 1,414.00
S2 1,412.00 1,412.00 1,418.50
S3 1,399.75 1,404.00 1,417.50
S4 1,387.50 1,391.75 1,414.00
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,497.50 1,485.00 1,428.75
R3 1,467.50 1,455.00 1,420.50
R2 1,437.50 1,437.50 1,417.75
R1 1,425.00 1,425.00 1,415.00 1,416.25
PP 1,407.50 1,407.50 1,407.50 1,403.25
S1 1,395.00 1,395.00 1,409.50 1,386.25
S2 1,377.50 1,377.50 1,406.75
S3 1,347.50 1,365.00 1,404.00
S4 1,317.50 1,335.00 1,395.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,432.00 1,399.25 32.75 2.3% 12.00 0.8% 66% True False 70,256
10 1,432.00 1,390.25 41.75 2.9% 13.00 0.9% 73% True False 41,917
20 1,432.00 1,390.25 41.75 2.9% 10.25 0.7% 73% True False 22,957
40 1,432.00 1,375.75 56.25 4.0% 10.75 0.8% 80% True False 12,174
60 1,432.00 1,332.00 100.00 7.0% 10.50 0.7% 89% True False 8,232
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 2.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,484.00
2.618 1,464.00
1.618 1,451.75
1.000 1,444.25
0.618 1,439.50
HIGH 1,432.00
0.618 1,427.25
0.500 1,426.00
0.382 1,424.50
LOW 1,419.75
0.618 1,412.25
1.000 1,407.50
1.618 1,400.00
2.618 1,387.75
4.250 1,367.75
Fisher Pivots for day following 07-Dec-2006
Pivot 1 day 3 day
R1 1,426.00 1,426.00
PP 1,424.25 1,424.25
S1 1,422.50 1,422.50

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

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