E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 1,385.25 1,407.75 22.50 1.6% 1,467.75
High 1,411.75 1,414.50 2.75 0.2% 1,473.00
Low 1,381.25 1,403.50 22.25 1.6% 1,393.00
Close 1,407.75 1,405.50 -2.25 -0.2% 1,398.00
Range 30.50 11.00 -19.50 -63.9% 80.00
ATR 17.94 17.44 -0.50 -2.8% 0.00
Volume 96,914 54,325 -42,589 -43.9% 126,643
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,440.75 1,434.25 1,411.50
R3 1,429.75 1,423.25 1,408.50
R2 1,418.75 1,418.75 1,407.50
R1 1,412.25 1,412.25 1,406.50 1,410.00
PP 1,407.75 1,407.75 1,407.75 1,406.75
S1 1,401.25 1,401.25 1,404.50 1,399.00
S2 1,396.75 1,396.75 1,403.50
S3 1,385.75 1,390.25 1,402.50
S4 1,374.75 1,379.25 1,399.50
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,661.25 1,609.75 1,442.00
R3 1,581.25 1,529.75 1,420.00
R2 1,501.25 1,501.25 1,412.75
R1 1,449.75 1,449.75 1,405.25 1,435.50
PP 1,421.25 1,421.25 1,421.25 1,414.25
S1 1,369.75 1,369.75 1,390.75 1,355.50
S2 1,341.25 1,341.25 1,383.25
S3 1,261.25 1,289.75 1,376.00
S4 1,181.25 1,209.75 1,354.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,426.00 1,381.25 44.75 3.2% 24.25 1.7% 54% False False 56,220
10 1,477.75 1,381.25 96.50 6.9% 24.50 1.7% 25% False False 36,235
20 1,477.75 1,381.25 96.50 6.9% 17.00 1.2% 25% False False 19,020
40 1,477.75 1,381.25 96.50 6.9% 13.50 1.0% 25% False False 10,466
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.90
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,461.25
2.618 1,443.25
1.618 1,432.25
1.000 1,425.50
0.618 1,421.25
HIGH 1,414.50
0.618 1,410.25
0.500 1,409.00
0.382 1,407.75
LOW 1,403.50
0.618 1,396.75
1.000 1,392.50
1.618 1,385.75
2.618 1,374.75
4.250 1,356.75
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 1,409.00 1,403.00
PP 1,407.75 1,400.50
S1 1,406.75 1,398.00

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

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