S&P500 Future March 2007


Trading Metrics calculated at close of trading on 27-Feb-2007
Day Change Summary
Previous Current
26-Feb-2007 27-Feb-2007 Change Change % Previous Week
Open 1,453.9 1,452.7 -1.2 -0.1% 1,458.6
High 1,459.6 1,452.7 -6.9 -0.5% 1,464.5
Low 1,447.9 1,389.0 -58.9 -4.1% 1,450.7
Close 1,452.6 1,395.3 -57.3 -3.9% 1,453.8
Range 11.7 63.7 52.0 444.4% 13.8
ATR 10.3 14.1 3.8 37.1% 0.0
Volume 32,644 34,352 1,708 5.2% 125,246
Daily Pivots for day following 27-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,603.4 1,563.1 1,430.3
R3 1,539.7 1,499.4 1,412.8
R2 1,476.0 1,476.0 1,407.0
R1 1,435.7 1,435.7 1,401.1 1,424.0
PP 1,412.3 1,412.3 1,412.3 1,406.5
S1 1,372.0 1,372.0 1,389.5 1,360.3
S2 1,348.6 1,348.6 1,383.6
S3 1,284.9 1,308.3 1,377.8
S4 1,221.2 1,244.6 1,360.3
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,497.7 1,489.6 1,461.4
R3 1,483.9 1,475.8 1,457.6
R2 1,470.1 1,470.1 1,456.3
R1 1,462.0 1,462.0 1,455.1 1,459.2
PP 1,456.3 1,456.3 1,456.3 1,454.9
S1 1,448.2 1,448.2 1,452.5 1,445.4
S2 1,442.5 1,442.5 1,451.3
S3 1,428.7 1,434.4 1,450.0
S4 1,414.9 1,420.6 1,446.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,464.5 1,389.0 75.5 5.4% 20.8 1.5% 8% False True 33,502
10 1,464.5 1,389.0 75.5 5.4% 15.1 1.1% 8% False True 29,699
20 1,464.5 1,389.0 75.5 5.4% 12.6 0.9% 8% False True 29,987
40 1,464.5 1,389.0 75.5 5.4% 12.3 0.9% 8% False True 29,736
60 1,464.5 1,389.0 75.5 5.4% 11.7 0.8% 8% False True 37,932
80 1,464.5 1,377.5 87.0 6.2% 10.9 0.8% 20% False False 29,502
100 1,464.5 1,348.0 116.5 8.3% 10.2 0.7% 41% False False 23,721
120 1,464.5 1,316.9 147.6 10.6% 9.3 0.7% 53% False False 19,777
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 2.0
Widest range in 283 trading days
Fibonacci Retracements and Extensions
4.250 1,723.4
2.618 1,619.5
1.618 1,555.8
1.000 1,516.4
0.618 1,492.1
HIGH 1,452.7
0.618 1,428.4
0.500 1,420.9
0.382 1,413.3
LOW 1,389.0
0.618 1,349.6
1.000 1,325.3
1.618 1,285.9
2.618 1,222.2
4.250 1,118.3
Fisher Pivots for day following 27-Feb-2007
Pivot 1 day 3 day
R1 1,420.9 1,424.3
PP 1,412.3 1,414.6
S1 1,403.8 1,405.0

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

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