S&P500 Future June 2007

Trading Metrics calculated at close of trading on 23-Mar-2007

Day Change Summary
	Previous	Current
	22-Mar-2007	23-Mar-2007	Change	Change %	Previous Week
Open	1,444.9	1,444.9	0.0	0.0%	1,398.0
High	1,450.9	1,451.0	0.1	0.0%	1,451.0
Low	1,441.2	1,443.7	2.5	0.2%	1,394.8
Close	1,445.0	1,447.0	2.0	0.1%	1,447.0
Range	9.7	7.3	-2.4	-24.7%	56.2
ATR	16.9	16.3	-0.7	-4.1%	0.0
Volume	40,411	39,267	-1,144	-2.8%	185,589

Daily Pivots for day following 23-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,469.1	1,465.4	1,451.0
R3	1,461.8	1,458.1	1,449.0
R2	1,454.5	1,454.5	1,448.3
R1	1,450.8	1,450.8	1,447.7	1,452.7
PP	1,447.2	1,447.2	1,447.2	1,448.2
S1	1,443.5	1,443.5	1,446.3	1,445.4
S2	1,439.9	1,439.9	1,445.7
S3	1,432.6	1,436.2	1,445.0
S4	1,425.3	1,428.9	1,443.0

Weekly Pivots for week ending 23-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,599.5	1,579.5	1,477.9
R3	1,543.3	1,523.3	1,462.5
R2	1,487.1	1,487.1	1,457.3
R1	1,467.1	1,467.1	1,452.2	1,477.1
PP	1,430.9	1,430.9	1,430.9	1,436.0
S1	1,410.9	1,410.9	1,441.8	1,420.9
S2	1,374.7	1,374.7	1,436.7
S3	1,318.5	1,354.7	1,431.5
S4	1,262.3	1,298.5	1,416.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,451.0	1,394.8	56.2	3.9%	15.6	1.1%	93%	True	False	37,117
10	1,451.0	1,375.9	75.1	5.2%	17.2	1.2%	95%	True	False	76,185
20	1,472.5	1,375.9	96.6	6.7%	18.9	1.3%	74%	False	False	58,187
40	1,477.5	1,375.9	101.6	7.0%	13.3	0.9%	70%	False	False	30,244
60	1,477.5	1,375.9	101.6	7.0%	11.4	0.8%	70%	False	False	20,515
80	1,477.5	1,375.9	101.6	7.0%	9.4	0.6%	70%	False	False	15,722
100	1,477.5	1,375.9	101.6	7.0%	7.8	0.5%	70%	False	False	12,597
120	1,477.5	1,362.9	114.6	7.9%	6.6	0.5%	73%	False	False	10,501

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.0
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1,482.0
2.618	1,470.1
1.618	1,462.8
1.000	1,458.3
0.618	1,455.5
HIGH	1,451.0
0.618	1,448.2
0.500	1,447.4
0.382	1,446.5
LOW	1,443.7
0.618	1,439.2
1.000	1,436.4
1.618	1,431.9
2.618	1,424.6
4.250	1,412.7

Fisher Pivots for day following 23-Mar-2007
Pivot	1 day	3 day
R1	1,447.4	1,443.3
PP	1,447.2	1,439.7
S1	1,447.1	1,436.0

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