E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 1,433.00 1,425.25 -7.75 -0.5% 1,421.00
High 1,440.00 1,431.50 -8.50 -0.6% 1,438.75
Low 1,416.50 1,416.75 0.25 0.0% 1,420.50
Close 1,424.75 1,427.50 2.75 0.2% 1,428.50
Range 23.50 14.75 -8.75 -37.2% 18.25
ATR 11.42 11.66 0.24 2.1% 0.00
Volume 25,473 1,220,241 1,194,768 4,690.3% 1,712,727
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,469.50 1,463.25 1,435.50
R3 1,454.75 1,448.50 1,431.50
R2 1,440.00 1,440.00 1,430.25
R1 1,433.75 1,433.75 1,428.75 1,437.00
PP 1,425.25 1,425.25 1,425.25 1,426.75
S1 1,419.00 1,419.00 1,426.25 1,422.00
S2 1,410.50 1,410.50 1,424.75
S3 1,395.75 1,404.25 1,423.50
S4 1,381.00 1,389.50 1,419.50
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,484.00 1,474.50 1,438.50
R3 1,465.75 1,456.25 1,433.50
R2 1,447.50 1,447.50 1,431.75
R1 1,438.00 1,438.00 1,430.25 1,442.75
PP 1,429.25 1,429.25 1,429.25 1,431.50
S1 1,419.75 1,419.75 1,426.75 1,424.50
S2 1,411.00 1,411.00 1,425.25
S3 1,392.75 1,401.50 1,423.50
S4 1,374.50 1,383.25 1,418.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,440.00 1,416.50 23.50 1.6% 13.25 0.9% 47% False False 471,887
10 1,440.50 1,416.50 24.00 1.7% 12.00 0.8% 46% False False 576,153
20 1,445.00 1,416.25 28.75 2.0% 11.00 0.8% 39% False False 672,838
40 1,445.00 1,390.25 54.75 3.8% 10.75 0.8% 68% False False 342,014
60 1,445.00 1,362.75 82.25 5.8% 10.75 0.8% 79% False False 228,434
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 3.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,494.25
2.618 1,470.00
1.618 1,455.25
1.000 1,446.25
0.618 1,440.50
HIGH 1,431.50
0.618 1,425.75
0.500 1,424.00
0.382 1,422.50
LOW 1,416.75
0.618 1,407.75
1.000 1,402.00
1.618 1,393.00
2.618 1,378.25
4.250 1,354.00
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 1,426.50 1,428.25
PP 1,425.25 1,428.00
S1 1,424.00 1,427.75

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

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