S&P500 Future March 2007


Trading Metrics calculated at close of trading on 14-Dec-2006
Day Change Summary
Previous Current
13-Dec-2006 14-Dec-2006 Change Change % Previous Week
Open 1,424.7 1,426.5 1.8 0.1% 1,412.0
High 1,430.9 1,439.9 9.0 0.6% 1,432.0
Low 1,423.2 1,424.4 1.2 0.1% 1,412.0
Close 1,426.6 1,438.2 11.6 0.8% 1,422.2
Range 7.7 15.5 7.8 101.3% 20.0
ATR 9.6 10.0 0.4 4.4% 0.0
Volume 130,593 96,129 -34,464 -26.4% 348,443
Daily Pivots for day following 14-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,480.7 1,474.9 1,446.7
R3 1,465.2 1,459.4 1,442.5
R2 1,449.7 1,449.7 1,441.0
R1 1,443.9 1,443.9 1,439.6 1,446.8
PP 1,434.2 1,434.2 1,434.2 1,435.6
S1 1,428.4 1,428.4 1,436.8 1,431.3
S2 1,418.7 1,418.7 1,435.4
S3 1,403.2 1,412.9 1,433.9
S4 1,387.7 1,397.4 1,429.7
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,482.1 1,472.1 1,433.2
R3 1,462.1 1,452.1 1,427.7
R2 1,442.1 1,442.1 1,425.9
R1 1,432.1 1,432.1 1,424.0 1,437.1
PP 1,422.1 1,422.1 1,422.1 1,424.6
S1 1,412.1 1,412.1 1,420.4 1,417.1
S2 1,402.1 1,402.1 1,418.5
S3 1,382.1 1,392.1 1,416.7
S4 1,362.1 1,372.1 1,411.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,439.9 1,416.5 23.4 1.6% 10.3 0.7% 93% True False 106,248
10 1,439.9 1,399.5 40.4 2.8% 10.5 0.7% 96% True False 78,564
20 1,439.9 1,392.0 47.9 3.3% 9.3 0.6% 96% True False 43,900
40 1,439.9 1,377.5 62.4 4.3% 8.9 0.6% 97% True False 22,836
60 1,439.9 1,332.0 107.9 7.5% 8.4 0.6% 98% True False 15,328
80 1,439.9 1,316.9 123.0 8.6% 6.7 0.5% 99% True False 11,521
100 1,439.9 1,287.7 152.2 10.6% 5.4 0.4% 99% True False 9,228
120 1,439.9 1,262.2 177.7 12.4% 4.7 0.3% 99% True False 7,692
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 1.6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,505.8
2.618 1,480.5
1.618 1,465.0
1.000 1,455.4
0.618 1,449.5
HIGH 1,439.9
0.618 1,434.0
0.500 1,432.2
0.382 1,430.3
LOW 1,424.4
0.618 1,414.8
1.000 1,408.9
1.618 1,399.3
2.618 1,383.8
4.250 1,358.5
Fisher Pivots for day following 14-Dec-2006
Pivot 1 day 3 day
R1 1,436.2 1,435.0
PP 1,434.2 1,431.8
S1 1,432.2 1,428.6

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

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