E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 08-Feb-2007
Day Change Summary
Previous Current
07-Feb-2007 08-Feb-2007 Change Change % Previous Week
Open 1,453.00 1,455.50 2.50 0.2% 1,428.00
High 1,457.75 1,455.75 -2.00 -0.1% 1,454.75
Low 1,450.50 1,446.75 -3.75 -0.3% 1,423.25
Close 1,455.75 1,454.00 -1.75 -0.1% 1,453.00
Range 7.25 9.00 1.75 24.1% 31.50
ATR 10.63 10.51 -0.12 -1.1% 0.00
Volume 822,806 894,783 71,977 8.7% 5,494,111
Daily Pivots for day following 08-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,479.25 1,475.50 1,459.00
R3 1,470.25 1,466.50 1,456.50
R2 1,461.25 1,461.25 1,455.75
R1 1,457.50 1,457.50 1,454.75 1,455.00
PP 1,452.25 1,452.25 1,452.25 1,450.75
S1 1,448.50 1,448.50 1,453.25 1,446.00
S2 1,443.25 1,443.25 1,452.25
S3 1,434.25 1,439.50 1,451.50
S4 1,425.25 1,430.50 1,449.00
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 1,457.75 1,446.75 11.00 0.8% 7.25 0.5% 66% False True 856,206
10 1,457.75 1,422.00 35.75 2.5% 9.50 0.6% 90% False False 1,007,830
20 1,457.75 1,420.75 37.00 2.5% 10.50 0.7% 90% False False 1,011,302
40 1,457.75 1,412.25 45.50 3.1% 11.00 0.8% 92% False False 918,040
60 1,457.75 1,390.25 67.50 4.6% 11.00 0.8% 94% False False 638,460
80 1,457.75 1,375.75 82.00 5.6% 11.00 0.8% 95% False False 479,199
100 1,457.75 1,332.00 125.75 8.6% 10.75 0.7% 97% False False 383,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,494.00
2.618 1,479.25
1.618 1,470.25
1.000 1,464.75
0.618 1,461.25
HIGH 1,455.75
0.618 1,452.25
0.500 1,451.25
0.382 1,450.25
LOW 1,446.75
0.618 1,441.25
1.000 1,437.75
1.618 1,432.25
2.618 1,423.25
4.250 1,408.50
Fisher Pivots for day following 08-Feb-2007
Pivot 1 day 3 day
R1 1,453.00 1,453.50
PP 1,452.25 1,452.75
S1 1,451.25 1,452.25

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

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