S&P500 Future March 2007


Trading Metrics calculated at close of trading on 08-Nov-2006
Day Change Summary
Previous Current
07-Nov-2006 08-Nov-2006 Change Change % Previous Week
Open 1,397.2 1,397.0 -0.2 0.0% 1,392.5
High 1,404.0 1,404.0 0.0 0.0% 1,399.1
Low 1,395.5 1,392.4 -3.1 -0.2% 1,377.5
Close 1,400.9 1,403.5 2.6 0.2% 1,380.1
Range 8.5 11.6 3.1 36.5% 21.6
ATR 9.0 9.2 0.2 2.1% 0.0
Volume 2,987 2,594 -393 -13.2% 8,842
Daily Pivots for day following 08-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,434.8 1,430.7 1,409.9
R3 1,423.2 1,419.1 1,406.7
R2 1,411.6 1,411.6 1,405.6
R1 1,407.5 1,407.5 1,404.6 1,409.6
PP 1,400.0 1,400.0 1,400.0 1,401.0
S1 1,395.9 1,395.9 1,402.4 1,398.0
S2 1,388.4 1,388.4 1,401.4
S3 1,376.8 1,384.3 1,400.3
S4 1,365.2 1,372.7 1,397.1
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% 8.4 0.6% 98% True False 2,505
10 1,407.0 1,377.5 29.5 2.1% 8.5 0.6% 88% False False 1,651
20 1,407.0 1,376.0 31.0 2.2% 7.9 0.6% 89% False False 1,305
40 1,407.0 1,332.0 75.0 5.3% 7.2 0.5% 95% False False 673
60 1,407.0 1,316.9 90.1 6.4% 5.0 0.4% 96% False False 478
80 1,407.0 1,266.7 140.3 10.0% 3.9 0.3% 98% False False 374
100 1,407.0 1,262.2 144.8 10.3% 3.3 0.2% 98% False False 300
120 1,407.0 1,253.3 153.7 11.0% 2.9 0.2% 98% False False 253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,453.3
2.618 1,434.4
1.618 1,422.8
1.000 1,415.6
0.618 1,411.2
HIGH 1,404.0
0.618 1,399.6
0.500 1,398.2
0.382 1,396.8
LOW 1,392.4
0.618 1,385.2
1.000 1,380.8
1.618 1,373.6
2.618 1,362.0
4.250 1,343.1
Fisher Pivots for day following 08-Nov-2006
Pivot 1 day 3 day
R1 1,401.7 1,401.7
PP 1,400.0 1,400.0
S1 1,398.2 1,398.2

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

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