E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 1,407.75 1,404.50 -3.25 -0.2% 1,467.75
High 1,414.50 1,421.75 7.25 0.5% 1,473.00
Low 1,403.50 1,402.50 -1.00 -0.1% 1,393.00
Close 1,405.50 1,417.25 11.75 0.8% 1,398.00
Range 11.00 19.25 8.25 75.0% 80.00
ATR 17.44 17.57 0.13 0.7% 0.00
Volume 54,325 181,104 126,779 233.4% 126,643
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,471.50 1,463.75 1,427.75
R3 1,452.25 1,444.50 1,422.50
R2 1,433.00 1,433.00 1,420.75
R1 1,425.25 1,425.25 1,419.00 1,429.00
PP 1,413.75 1,413.75 1,413.75 1,415.75
S1 1,406.00 1,406.00 1,415.50 1,410.00
S2 1,394.50 1,394.50 1,413.75
S3 1,375.25 1,386.75 1,412.00
S4 1,356.00 1,367.50 1,406.75
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 1,422.25 1,381.25 41.00 2.9% 21.50 1.5% 88% False False 86,578
10 1,473.00 1,381.25 91.75 6.5% 25.25 1.8% 39% False False 53,906
20 1,477.75 1,381.25 96.50 6.8% 17.50 1.2% 37% False False 28,038
40 1,477.75 1,381.25 96.50 6.8% 13.75 1.0% 37% False False 14,989
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 3.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,503.50
2.618 1,472.25
1.618 1,453.00
1.000 1,441.00
0.618 1,433.75
HIGH 1,421.75
0.618 1,414.50
0.500 1,412.00
0.382 1,409.75
LOW 1,402.50
0.618 1,390.50
1.000 1,383.25
1.618 1,371.25
2.618 1,352.00
4.250 1,320.75
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 1,415.50 1,412.00
PP 1,413.75 1,406.75
S1 1,412.00 1,401.50

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

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