S&P500 Future June 2007

Trading Metrics calculated at close of trading on 14-Dec-2006

Day Change Summary
	Previous	Current
	13-Dec-2006	14-Dec-2006	Change	Change %	Previous Week
Open	1,439.1	1,450.8	11.7	0.8%	1,434.7
High	1,439.1	1,452.6	13.5	0.9%	1,442.9
Low	1,439.1	1,450.8	11.7	0.8%	1,432.4
Close	1,439.1	1,450.8	11.7	0.8%	1,434.5
Range	0.0	1.8	1.8		10.5
ATR	5.1	5.7	0.6	11.6%	0.0
Volume	969	508	-461	-47.6%	5,288

Daily Pivots for day following 14-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,456.8	1,455.6	1,451.8
R3	1,455.0	1,453.8	1,451.3
R2	1,453.2	1,453.2	1,451.1
R1	1,452.0	1,452.0	1,451.0	1,451.7
PP	1,451.4	1,451.4	1,451.4	1,451.3
S1	1,450.2	1,450.2	1,450.6	1,449.9
S2	1,449.6	1,449.6	1,450.5
S3	1,447.8	1,448.4	1,450.3
S4	1,446.0	1,446.6	1,449.8

Weekly Pivots for week ending 08-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,468.1	1,461.8	1,440.3
R3	1,457.6	1,451.3	1,437.4
R2	1,447.1	1,447.1	1,436.4
R1	1,440.8	1,440.8	1,435.5	1,438.7
PP	1,436.6	1,436.6	1,436.6	1,435.6
S1	1,430.3	1,430.3	1,433.5	1,428.2
S2	1,426.1	1,426.1	1,432.6
S3	1,415.6	1,419.8	1,431.6
S4	1,405.1	1,409.3	1,428.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,452.6	1,434.5	18.1	1.2%	0.4	0.0%	90%	True	False	504
10	1,452.6	1,424.0	28.6	2.0%	1.2	0.1%	94%	True	False	766
20	1,452.6	1,407.3	45.3	3.1%	0.6	0.0%	96%	True	False	656
40	1,452.6	1,391.9	60.7	4.2%	1.1	0.1%	97%	True	False	353
60	1,452.6	1,347.7	104.9	7.2%	0.9	0.1%	98%	True	False	249
80	1,452.6	1,329.0	123.6	8.5%	0.8	0.1%	99%	True	False	200
100	1,452.6	1,304.4	148.2	10.2%	0.8	0.1%	99%	True	False	178
120	1,452.6	1,269.8	182.8	12.6%	1.0	0.1%	99%	True	False	158

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	0.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,460.3
2.618	1,457.3
1.618	1,455.5
1.000	1,454.4
0.618	1,453.7
HIGH	1,452.6
0.618	1,451.9
0.500	1,451.7
0.382	1,451.5
LOW	1,450.8
0.618	1,449.7
1.000	1,449.0
1.618	1,447.9
2.618	1,446.1
4.250	1,443.2

Fisher Pivots for day following 14-Dec-2006
Pivot	1 day	3 day
R1	1,451.7	1,448.8
PP	1,451.4	1,446.9
S1	1,451.1	1,444.9

Download as Excel Spreadsheet

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

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