S&P500 Future March 2007

Trading Metrics calculated at close of trading on 26-Jan-2007

Day Change Summary
	Previous	Current
	25-Jan-2007	26-Jan-2007	Change	Change %	Previous Week
Open	1,446.2	1,430.1	-16.1	-1.1%	1,437.2
High	1,447.2	1,432.9	-14.3	-1.0%	1,447.2
Low	1,427.6	1,421.8	-5.8	-0.4%	1,421.8
Close	1,429.3	1,427.5	-1.8	-0.1%	1,427.5
Range	19.6	11.1	-8.5	-43.4%	25.4
ATR	11.7	11.6	0.0	-0.3%	0.0
Volume	31,319	35,835	4,516	14.4%	153,812

Daily Pivots for day following 26-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,460.7	1,455.2	1,433.6
R3	1,449.6	1,444.1	1,430.6
R2	1,438.5	1,438.5	1,429.5
R1	1,433.0	1,433.0	1,428.5	1,430.2
PP	1,427.4	1,427.4	1,427.4	1,426.0
S1	1,421.9	1,421.9	1,426.5	1,419.1
S2	1,416.3	1,416.3	1,425.5
S3	1,405.2	1,410.8	1,424.4
S4	1,394.1	1,399.7	1,421.4

Weekly Pivots for week ending 26-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,508.4	1,493.3	1,441.5
R3	1,483.0	1,467.9	1,434.5
R2	1,457.6	1,457.6	1,432.2
R1	1,442.5	1,442.5	1,429.8	1,437.4
PP	1,432.2	1,432.2	1,432.2	1,429.6
S1	1,417.1	1,417.1	1,425.2	1,412.0
S2	1,406.8	1,406.8	1,422.8
S3	1,381.4	1,391.7	1,420.5
S4	1,356.0	1,366.3	1,413.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,447.2	1,421.8	25.4	1.8%	12.9	0.9%	22%	False	True	30,762
10	1,447.2	1,421.8	25.4	1.8%	11.1	0.8%	22%	False	True	30,934
20	1,447.2	1,412.2	35.0	2.5%	12.1	0.8%	44%	False	False	28,209
40	1,447.2	1,392.0	55.2	3.9%	11.3	0.8%	64%	False	False	41,534
60	1,447.2	1,377.5	69.7	4.9%	10.4	0.7%	72%	False	False	28,659
80	1,447.2	1,348.0	99.2	6.9%	9.6	0.7%	80%	False	False	21,637
100	1,447.2	1,316.9	130.3	9.1%	8.5	0.6%	85%	False	False	17,324
120	1,447.2	1,287.7	159.5	11.2%	7.1	0.5%	88%	False	False	14,445

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	2.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,480.1
2.618	1,462.0
1.618	1,450.9
1.000	1,444.0
0.618	1,439.8
HIGH	1,432.9
0.618	1,428.7
0.500	1,427.4
0.382	1,426.0
LOW	1,421.8
0.618	1,414.9
1.000	1,410.7
1.618	1,403.8
2.618	1,392.7
4.250	1,374.6

Fisher Pivots for day following 26-Jan-2007
Pivot	1 day	3 day
R1	1,427.5	1,434.5
PP	1,427.4	1,432.2
S1	1,427.4	1,429.8

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