S&P500 Future March 2007

Trading Metrics calculated at close of trading on 08-Jan-2007

Day Change Summary
	Previous	Current
	05-Jan-2007	08-Jan-2007	Change	Change %	Previous Week
Open	1,427.7	1,417.3	-10.4	-0.7%	1,433.5
High	1,428.5	1,424.5	-4.0	-0.3%	1,439.5
Low	1,414.2	1,413.0	-1.2	-0.1%	1,414.2
Close	1,416.4	1,422.5	6.1	0.4%	1,416.4
Range	14.3	11.5	-2.8	-19.6%	25.3
ATR	11.4	11.4	0.0	0.1%	0.0
Volume	30,340	31,452	1,112	3.7%	73,542

Daily Pivots for day following 08-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,454.5	1,450.0	1,428.8
R3	1,443.0	1,438.5	1,425.7
R2	1,431.5	1,431.5	1,424.6
R1	1,427.0	1,427.0	1,423.6	1,429.3
PP	1,420.0	1,420.0	1,420.0	1,421.1
S1	1,415.5	1,415.5	1,421.4	1,417.8
S2	1,408.5	1,408.5	1,420.4
S3	1,397.0	1,404.0	1,419.3
S4	1,385.5	1,392.5	1,416.2

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,499.3	1,483.1	1,430.3
R3	1,474.0	1,457.8	1,423.4
R2	1,448.7	1,448.7	1,421.0
R1	1,432.5	1,432.5	1,418.7	1,428.0
PP	1,423.4	1,423.4	1,423.4	1,421.1
S1	1,407.2	1,407.2	1,414.1	1,402.7
S2	1,398.1	1,398.1	1,411.8
S3	1,372.8	1,381.9	1,409.4
S4	1,347.5	1,356.6	1,402.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,439.5	1,413.0	26.5	1.9%	14.8	1.0%	36%	False	True	25,224
10	1,439.5	1,413.0	26.5	1.9%	12.4	0.9%	36%	False	True	22,856
20	1,444.9	1,413.0	31.9	2.2%	11.3	0.8%	30%	False	True	50,726
40	1,444.9	1,392.0	52.9	3.7%	10.2	0.7%	58%	False	False	32,677
60	1,444.9	1,363.0	81.9	5.8%	9.4	0.7%	73%	False	False	22,177
80	1,444.9	1,332.0	112.9	7.9%	8.6	0.6%	80%	False	False	16,643
100	1,444.9	1,310.1	134.8	9.5%	7.0	0.5%	83%	False	False	13,332
120	1,444.9	1,266.7	178.2	12.5%	5.9	0.4%	87%	False	False	11,120

Crabel Price Patterns
NR	True
NR4	True
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	2.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,473.4
2.618	1,454.6
1.618	1,443.1
1.000	1,436.0
0.618	1,431.6
HIGH	1,424.5
0.618	1,420.1
0.500	1,418.8
0.382	1,417.4
LOW	1,413.0
0.618	1,405.9
1.000	1,401.5
1.618	1,394.4
2.618	1,382.9
4.250	1,364.1

Fisher Pivots for day following 08-Jan-2007
Pivot	1 day	3 day
R1	1,421.3	1,422.4
PP	1,420.0	1,422.3
S1	1,418.8	1,422.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols