S&P500 Future March 2007


Trading Metrics calculated at close of trading on 13-Sep-2006
Day Change Summary
Previous Current
12-Sep-2006 13-Sep-2006 Change Change % Previous Week
Open 1,326.0 1,340.1 14.1 1.1% 1,337.0
High 1,337.1 1,340.1 3.0 0.2% 1,337.0
Low 1,326.0 1,340.1 14.1 1.1% 1,316.9
Close 1,336.1 1,340.1 4.0 0.3% 1,321.5
Range 11.1 0.0 -11.1 -100.0% 20.1
ATR 5.6 5.5 -0.1 -2.1% 0.0
Volume 86 41 -45 -52.3% 171
Daily Pivots for day following 13-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,340.1 1,340.1 1,340.1
R3 1,340.1 1,340.1 1,340.1
R2 1,340.1 1,340.1 1,340.1
R1 1,340.1 1,340.1 1,340.1 1,340.1
PP 1,340.1 1,340.1 1,340.1 1,340.1
S1 1,340.1 1,340.1 1,340.1 1,340.1
S2 1,340.1 1,340.1 1,340.1
S3 1,340.1 1,340.1 1,340.1
S4 1,340.1 1,340.1 1,340.1
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,385.4 1,373.6 1,332.6
R3 1,365.3 1,353.5 1,327.0
R2 1,345.2 1,345.2 1,325.2
R1 1,333.4 1,333.4 1,323.3 1,329.3
PP 1,325.1 1,325.1 1,325.1 1,323.1
S1 1,313.3 1,313.3 1,319.7 1,309.2
S2 1,305.0 1,305.0 1,317.8
S3 1,284.9 1,293.2 1,316.0
S4 1,264.8 1,273.1 1,310.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,340.1 1,316.9 23.2 1.7% 2.4 0.2% 100% True False 103
10 1,340.1 1,316.9 23.2 1.7% 1.2 0.1% 100% True False 81
20 1,340.1 1,316.9 23.2 1.7% 0.6 0.0% 100% True False 88
40 1,340.1 1,266.7 73.4 5.5% 0.5 0.0% 100% True False 75
60 1,340.1 1,262.2 77.9 5.8% 0.7 0.0% 100% True False 51
80 1,340.1 1,253.3 86.8 6.5% 0.8 0.1% 100% True False 43
100 1,363.8 1,253.3 110.5 8.2% 0.8 0.1% 79% False False 35
120 1,363.8 1,253.3 110.5 8.2% 0.8 0.1% 79% False False 29
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,340.1
2.618 1,340.1
1.618 1,340.1
1.000 1,340.1
0.618 1,340.1
HIGH 1,340.1
0.618 1,340.1
0.500 1,340.1
0.382 1,340.1
LOW 1,340.1
0.618 1,340.1
1.000 1,340.1
1.618 1,340.1
2.618 1,340.1
4.250 1,340.1
Fisher Pivots for day following 13-Sep-2006
Pivot 1 day 3 day
R1 1,340.1 1,337.2
PP 1,340.1 1,334.3
S1 1,340.1 1,331.4

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

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