S&P500 Future March 2007


Trading Metrics calculated at close of trading on 24-Aug-2006
Day Change Summary
Previous Current
23-Aug-2006 24-Aug-2006 Change Change % Previous Week
Open 1,320.0 1,318.3 -1.7 -0.1% 1,295.4
High 1,320.0 1,318.3 -1.7 -0.1% 1,329.7
Low 1,320.0 1,318.3 -1.7 -0.1% 1,295.4
Close 1,320.0 1,318.3 -1.7 -0.1% 1,329.7
Range
ATR 6.3 6.0 -0.3 -5.2% 0.0
Volume 0 270 270 65
Daily Pivots for day following 24-Aug-2006
Classic Woodie Camarilla DeMark
R4 1,318.3 1,318.3 1,318.3
R3 1,318.3 1,318.3 1,318.3
R2 1,318.3 1,318.3 1,318.3
R1 1,318.3 1,318.3 1,318.3 1,318.3
PP 1,318.3 1,318.3 1,318.3 1,318.3
S1 1,318.3 1,318.3 1,318.3 1,318.3
S2 1,318.3 1,318.3 1,318.3
S3 1,318.3 1,318.3 1,318.3
S4 1,318.3 1,318.3 1,318.3
Weekly Pivots for week ending 18-Aug-2006
Classic Woodie Camarilla DeMark
R4 1,421.2 1,409.7 1,348.6
R3 1,386.9 1,375.4 1,339.1
R2 1,352.6 1,352.6 1,336.0
R1 1,341.1 1,341.1 1,332.8 1,346.9
PP 1,318.3 1,318.3 1,318.3 1,321.1
S1 1,306.8 1,306.8 1,326.6 1,312.6
S2 1,284.0 1,284.0 1,323.4
S3 1,249.7 1,272.5 1,320.3
S4 1,215.4 1,238.2 1,310.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,329.7 1,318.3 11.4 0.9% 0.0 0.0% 0% False True 54
10 1,329.7 1,287.7 42.0 3.2% 0.6 0.0% 73% False False 33
20 1,329.7 1,287.7 42.0 3.2% 0.3 0.0% 73% False False 68
40 1,329.7 1,262.2 67.5 5.1% 0.7 0.1% 83% False False 40
60 1,329.7 1,253.3 76.4 5.8% 0.8 0.1% 85% False False 33
80 1,363.8 1,253.3 110.5 8.4% 0.8 0.1% 59% False False 25
100 1,363.8 1,253.3 110.5 8.4% 0.8 0.1% 59% False False 20
120 1,363.8 1,253.3 110.5 8.4% 0.8 0.1% 59% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0
Fibonacci Retracements and Extensions
4.250 1,318.3
2.618 1,318.3
1.618 1,318.3
1.000 1,318.3
0.618 1,318.3
HIGH 1,318.3
0.618 1,318.3
0.500 1,318.3
0.382 1,318.3
LOW 1,318.3
0.618 1,318.3
1.000 1,318.3
1.618 1,318.3
2.618 1,318.3
4.250 1,318.3
Fisher Pivots for day following 24-Aug-2006
Pivot 1 day 3 day
R1 1,318.3 1,321.3
PP 1,318.3 1,320.3
S1 1,318.3 1,319.3

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

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