S&P500 Future June 2007

Trading Metrics calculated at close of trading on 08-Jan-2007

Day Change Summary
	Previous	Current
	05-Jan-2007	08-Jan-2007	Change	Change %	Previous Week
Open	1,432.0	1,426.1	-5.9	-0.4%	1,441.1
High	1,432.5	1,437.0	4.5	0.3%	1,452.0
Low	1,427.5	1,426.1	-1.4	-0.1%	1,427.5
Close	1,429.1	1,435.3	6.2	0.4%	1,429.1
Range	5.0	10.9	5.9	118.0%	24.5
ATR	8.5	8.7	0.2	2.0%	0.0
Volume	283	106	-177	-62.5%	1,336

Daily Pivots for day following 08-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,465.5	1,461.3	1,441.3
R3	1,454.6	1,450.4	1,438.3
R2	1,443.7	1,443.7	1,437.3
R1	1,439.5	1,439.5	1,436.3	1,441.6
PP	1,432.8	1,432.8	1,432.8	1,433.9
S1	1,428.6	1,428.6	1,434.3	1,430.7
S2	1,421.9	1,421.9	1,433.3
S3	1,411.0	1,417.7	1,432.3
S4	1,400.1	1,406.8	1,429.3

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,509.7	1,493.9	1,442.6
R3	1,485.2	1,469.4	1,435.8
R2	1,460.7	1,460.7	1,433.6
R1	1,444.9	1,444.9	1,431.3	1,440.6
PP	1,436.2	1,436.2	1,436.2	1,434.0
S1	1,420.4	1,420.4	1,426.9	1,416.1
S2	1,411.7	1,411.7	1,424.6
S3	1,387.2	1,395.9	1,422.4
S4	1,362.7	1,371.4	1,415.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,452.0	1,426.1	25.9	1.8%	10.3	0.7%	36%	False	True	288
10	1,452.0	1,426.1	25.9	1.8%	9.3	0.6%	36%	False	True	435
20	1,455.8	1,426.1	29.7	2.1%	6.6	0.5%	31%	False	True	1,072
40	1,455.8	1,407.2	48.6	3.4%	3.9	0.3%	58%	False	False	807
60	1,455.8	1,391.9	63.9	4.5%	3.0	0.2%	68%	False	False	551
80	1,455.8	1,347.7	108.1	7.5%	2.4	0.2%	81%	False	False	425
100	1,455.8	1,329.0	126.8	8.8%	2.0	0.1%	84%	False	False	349
120	1,455.8	1,278.2	177.6	12.4%	1.8	0.1%	88%	False	False	306

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	2.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,483.3
2.618	1,465.5
1.618	1,454.6
1.000	1,447.9
0.618	1,443.7
HIGH	1,437.0
0.618	1,432.8
0.500	1,431.6
0.382	1,430.3
LOW	1,426.1
0.618	1,419.4
1.000	1,415.2
1.618	1,408.5
2.618	1,397.6
4.250	1,379.8

Fisher Pivots for day following 08-Jan-2007
Pivot	1 day	3 day
R1	1,434.1	1,435.3
PP	1,432.8	1,435.3
S1	1,431.6	1,435.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols