S&P500 Future March 2007

Trading Metrics calculated at close of trading on 07-Sep-2006

Day Change Summary
	Previous	Current
	06-Sep-2006	07-Sep-2006	Change	Change %	Previous Week
Open	1,324.9	1,318.0	-6.9	-0.5%	1,326.2
High	1,324.9	1,318.0	-6.9	-0.5%	1,334.9
Low	1,324.9	1,316.9	-8.0	-0.6%	1,326.2
Close	1,324.9	1,318.4	-6.5	-0.5%	1,334.9
Range	0.0	1.1	1.1		8.7
ATR	5.2	5.4	0.2	3.9%	0.0
Volume

Daily Pivots for day following 07-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,321.1	1,320.8	1,319.0
R3	1,320.0	1,319.7	1,318.7
R2	1,318.9	1,318.9	1,318.6
R1	1,318.6	1,318.6	1,318.5	1,318.8
PP	1,317.8	1,317.8	1,317.8	1,317.8
S1	1,317.5	1,317.5	1,318.3	1,317.7
S2	1,316.7	1,316.7	1,318.2
S3	1,315.6	1,316.4	1,318.1
S4	1,314.5	1,315.3	1,317.8

Weekly Pivots for week ending 01-Sep-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,358.1	1,355.2	1,339.7
R3	1,349.4	1,346.5	1,337.3
R2	1,340.7	1,340.7	1,336.5
R1	1,337.8	1,337.8	1,335.7	1,339.3
PP	1,332.0	1,332.0	1,332.0	1,332.7
S1	1,329.1	1,329.1	1,334.1	1,330.6
S2	1,323.3	1,323.3	1,333.3
S3	1,314.6	1,320.4	1,332.5
S4	1,305.9	1,311.7	1,330.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,337.0	1,316.9	20.1	1.5%	0.2	0.0%	7%	False	True	60
10	1,337.0	1,316.9	20.1	1.5%	0.1	0.0%	7%	False	True	122
20	1,337.0	1,287.7	49.3	3.7%	0.4	0.0%	62%	False	False	67
40	1,337.0	1,262.2	74.8	5.7%	0.2	0.0%	75%	False	False	64
60	1,337.0	1,262.2	74.8	5.7%	0.5	0.0%	75%	False	False	45
80	1,337.0	1,253.3	83.7	6.3%	0.6	0.0%	78%	False	False	36
100	1,363.8	1,253.3	110.5	8.4%	0.6	0.0%	59%	False	False	30
120	1,363.8	1,253.3	110.5	8.4%	0.9	0.1%	59%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1,322.7
2.618	1,320.9
1.618	1,319.8
1.000	1,319.1
0.618	1,318.7
HIGH	1,318.0
0.618	1,317.6
0.500	1,317.5
0.382	1,317.3
LOW	1,316.9
0.618	1,316.2
1.000	1,315.8
1.618	1,315.1
2.618	1,314.0
4.250	1,312.2

Fisher Pivots for day following 07-Sep-2006
Pivot	1 day	3 day
R1	1,318.1	1,327.0
PP	1,317.8	1,324.1
S1	1,317.5	1,321.3

Download as Excel Spreadsheet

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

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