S&P500 Future March 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 1,422.6 1,421.0 -1.6 -0.1% 1,433.5
High 1,426.9 1,424.7 -2.2 -0.2% 1,439.5
Low 1,414.0 1,412.2 -1.8 -0.1% 1,414.2
Close 1,420.5 1,424.4 3.9 0.3% 1,416.4
Range 12.9 12.5 -0.4 -3.1% 25.3
ATR 11.5 11.5 0.1 0.6% 0.0
Volume 25,088 32,704 7,616 30.4% 73,542
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,457.9 1,453.7 1,431.3
R3 1,445.4 1,441.2 1,427.8
R2 1,432.9 1,432.9 1,426.7
R1 1,428.7 1,428.7 1,425.5 1,430.8
PP 1,420.4 1,420.4 1,420.4 1,421.5
S1 1,416.2 1,416.2 1,423.3 1,418.3
S2 1,407.9 1,407.9 1,422.1
S3 1,395.4 1,403.7 1,421.0
S4 1,382.9 1,391.2 1,417.5
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 1,431.5 1,412.2 19.3 1.4% 13.1 0.9% 63% False True 32,157
10 1,439.5 1,412.2 27.3 1.9% 12.5 0.9% 45% False True 24,302
20 1,444.9 1,412.2 32.7 2.3% 11.4 0.8% 37% False True 43,887
40 1,444.9 1,392.0 52.9 3.7% 10.3 0.7% 61% False False 33,989
60 1,444.9 1,377.5 67.4 4.7% 9.6 0.7% 70% False False 23,140
80 1,444.9 1,332.0 112.9 7.9% 8.9 0.6% 82% False False 17,363
100 1,444.9 1,316.9 128.0 9.0% 7.3 0.5% 84% False False 13,910
120 1,444.9 1,266.7 178.2 12.5% 6.1 0.4% 88% False False 11,602
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,477.8
2.618 1,457.4
1.618 1,444.9
1.000 1,437.2
0.618 1,432.4
HIGH 1,424.7
0.618 1,419.9
0.500 1,418.5
0.382 1,417.0
LOW 1,412.2
0.618 1,404.5
1.000 1,399.7
1.618 1,392.0
2.618 1,379.5
4.250 1,359.1
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 1,422.4 1,422.8
PP 1,420.4 1,421.2
S1 1,418.5 1,419.6

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

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