E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 06-Feb-2007
Day Change Summary
Previous Current
05-Feb-2007 06-Feb-2007 Change Change % Previous Week
Open 1,452.50 1,453.25 0.75 0.1% 1,428.00
High 1,454.25 1,455.75 1.50 0.1% 1,454.75
Low 1,448.00 1,447.50 -0.50 0.0% 1,423.25
Close 1,453.75 1,453.25 -0.50 0.0% 1,453.00
Range 6.25 8.25 2.00 32.0% 31.50
ATR 11.09 10.88 -0.20 -1.8% 0.00
Volume 820,588 625,989 -194,599 -23.7% 5,494,111
Daily Pivots for day following 06-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,477.00 1,473.25 1,457.75
R3 1,468.75 1,465.00 1,455.50
R2 1,460.50 1,460.50 1,454.75
R1 1,456.75 1,456.75 1,454.00 1,457.50
PP 1,452.25 1,452.25 1,452.25 1,452.50
S1 1,448.50 1,448.50 1,452.50 1,449.00
S2 1,444.00 1,444.00 1,451.75
S3 1,435.75 1,440.25 1,451.00
S4 1,427.50 1,432.00 1,448.75
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,538.25 1,527.00 1,470.25
R3 1,506.75 1,495.50 1,461.75
R2 1,475.25 1,475.25 1,458.75
R1 1,464.00 1,464.00 1,456.00 1,469.50
PP 1,443.75 1,443.75 1,443.75 1,446.50
S1 1,432.50 1,432.50 1,450.00 1,438.00
S2 1,412.25 1,412.25 1,447.25
S3 1,380.75 1,401.00 1,444.25
S4 1,349.25 1,369.50 1,435.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,455.75 1,429.00 26.75 1.8% 9.75 0.7% 91% True False 948,264
10 1,455.75 1,422.00 33.75 2.3% 11.00 0.8% 93% True False 1,045,478
20 1,455.75 1,412.25 43.50 3.0% 11.00 0.8% 94% True False 1,041,200
40 1,455.75 1,412.25 43.50 3.0% 11.25 0.8% 94% True False 907,078
60 1,455.75 1,390.25 65.50 4.5% 11.00 0.8% 96% True False 609,900
80 1,455.75 1,370.25 85.50 5.9% 11.00 0.8% 97% True False 457,757
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,490.75
2.618 1,477.25
1.618 1,469.00
1.000 1,464.00
0.618 1,460.75
HIGH 1,455.75
0.618 1,452.50
0.500 1,451.50
0.382 1,450.75
LOW 1,447.50
0.618 1,442.50
1.000 1,439.25
1.618 1,434.25
2.618 1,426.00
4.250 1,412.50
Fisher Pivots for day following 06-Feb-2007
Pivot 1 day 3 day
R1 1,452.75 1,452.75
PP 1,452.25 1,452.25
S1 1,451.50 1,451.50

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

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