S&P500 Future March 2007


Trading Metrics calculated at close of trading on 06-Mar-2007
Day Change Summary
Previous Current
05-Mar-2007 06-Mar-2007 Change Change % Previous Week
Open 1,387.0 1,373.1 -13.9 -1.0% 1,453.9
High 1,393.5 1,399.3 5.8 0.4% 1,459.6
Low 1,371.0 1,368.7 -2.3 -0.2% 1,381.0
Close 1,372.2 1,395.4 23.2 1.7% 1,385.8
Range 22.5 30.6 8.1 36.0% 78.6
ATR 17.3 18.3 0.9 5.5% 0.0
Volume 80,698 119,009 38,311 47.5% 328,466
Daily Pivots for day following 06-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,479.6 1,468.1 1,412.2
R3 1,449.0 1,437.5 1,403.8
R2 1,418.4 1,418.4 1,401.0
R1 1,406.9 1,406.9 1,398.2 1,412.7
PP 1,387.8 1,387.8 1,387.8 1,390.7
S1 1,376.3 1,376.3 1,392.6 1,382.1
S2 1,357.2 1,357.2 1,389.8
S3 1,326.6 1,345.7 1,387.0
S4 1,296.0 1,315.1 1,378.6
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,644.6 1,593.8 1,429.0
R3 1,566.0 1,515.2 1,407.4
R2 1,487.4 1,487.4 1,400.2
R1 1,436.6 1,436.6 1,393.0 1,422.7
PP 1,408.8 1,408.8 1,408.8 1,401.9
S1 1,358.0 1,358.0 1,378.6 1,344.1
S2 1,330.2 1,330.2 1,371.4
S3 1,251.6 1,279.4 1,364.2
S4 1,173.0 1,200.8 1,342.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,418.2 1,368.7 49.5 3.5% 27.6 2.0% 54% False True 92,235
10 1,464.5 1,368.7 95.8 6.9% 24.2 1.7% 28% False True 62,869
20 1,464.5 1,368.7 95.8 6.9% 17.1 1.2% 28% False True 44,392
40 1,464.5 1,368.7 95.8 6.9% 14.1 1.0% 28% False True 38,349
60 1,464.5 1,368.7 95.8 6.9% 13.0 0.9% 28% False True 43,017
80 1,464.5 1,368.7 95.8 6.9% 12.1 0.9% 28% False True 35,157
100 1,464.5 1,363.0 101.5 7.3% 11.2 0.8% 32% False False 28,331
120 1,464.5 1,326.0 138.5 9.9% 10.4 0.7% 50% False False 23,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,529.4
2.618 1,479.4
1.618 1,448.8
1.000 1,429.9
0.618 1,418.2
HIGH 1,399.3
0.618 1,387.6
0.500 1,384.0
0.382 1,380.4
LOW 1,368.7
0.618 1,349.8
1.000 1,338.1
1.618 1,319.2
2.618 1,288.6
4.250 1,238.7
Fisher Pivots for day following 06-Mar-2007
Pivot 1 day 3 day
R1 1,391.6 1,393.4
PP 1,387.8 1,391.3
S1 1,384.0 1,389.3

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

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