S&P500 Future March 2007


Trading Metrics calculated at close of trading on 07-Nov-2006
Day Change Summary
Previous Current
06-Nov-2006 07-Nov-2006 Change Change % Previous Week
Open 1,392.5 1,397.2 4.7 0.3% 1,392.5
High 1,397.0 1,404.0 7.0 0.5% 1,399.1
Low 1,392.5 1,395.5 3.0 0.2% 1,377.5
Close 1,395.6 1,400.9 5.3 0.4% 1,380.1
Range 4.5 8.5 4.0 88.9% 21.6
ATR 9.0 9.0 0.0 -0.4% 0.0
Volume 451 2,987 2,536 562.3% 8,842
Daily Pivots for day following 07-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,425.6 1,421.8 1,405.6
R3 1,417.1 1,413.3 1,403.2
R2 1,408.6 1,408.6 1,402.5
R1 1,404.8 1,404.8 1,401.7 1,406.7
PP 1,400.1 1,400.1 1,400.1 1,401.1
S1 1,396.3 1,396.3 1,400.1 1,398.2
S2 1,391.6 1,391.6 1,399.3
S3 1,383.1 1,387.8 1,398.6
S4 1,374.6 1,379.3 1,396.2
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,450.4 1,436.8 1,392.0
R3 1,428.8 1,415.2 1,386.0
R2 1,407.2 1,407.2 1,384.1
R1 1,393.6 1,393.6 1,382.1 1,389.6
PP 1,385.6 1,385.6 1,385.6 1,383.6
S1 1,372.0 1,372.0 1,378.1 1,368.0
S2 1,364.0 1,364.0 1,376.1
S3 1,342.4 1,350.4 1,374.2
S4 1,320.8 1,328.8 1,368.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,404.0 1,377.5 26.5 1.9% 8.5 0.6% 88% True False 2,126
10 1,407.0 1,377.5 29.5 2.1% 8.0 0.6% 79% False False 1,496
20 1,407.0 1,363.0 44.0 3.1% 7.8 0.6% 86% False False 1,176
40 1,407.0 1,332.0 75.0 5.4% 7.0 0.5% 92% False False 609
60 1,407.0 1,310.1 96.9 6.9% 4.8 0.3% 94% False False 435
80 1,407.0 1,266.7 140.3 10.0% 3.7 0.3% 96% False False 341
100 1,407.0 1,262.2 144.8 10.3% 3.2 0.2% 96% False False 274
120 1,407.0 1,253.3 153.7 11.0% 2.8 0.2% 96% False False 231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,440.1
2.618 1,426.3
1.618 1,417.8
1.000 1,412.5
0.618 1,409.3
HIGH 1,404.0
0.618 1,400.8
0.500 1,399.8
0.382 1,398.7
LOW 1,395.5
0.618 1,390.2
1.000 1,387.0
1.618 1,381.7
2.618 1,373.2
4.250 1,359.4
Fisher Pivots for day following 07-Nov-2006
Pivot 1 day 3 day
R1 1,400.5 1,397.5
PP 1,400.1 1,394.1
S1 1,399.8 1,390.8

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

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