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S&P500 Future September 2007

Trading Metrics calculated at close of trading on 20-Nov-2006

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.44)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Strong Buy

+1.00

Relative Volume (20d): 0.00x
ATR(14) %: 0.3%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric17-Nov-200620-Nov-2006ChangeChange %Previous Week
Open1,442.01,442.40.40.0%1,424.7
High1,442.01,442.40.40.0%1,442.7
Low1,442.01,442.40.40.0%1,424.7
Close1,442.01,442.40.40.0%1,442.0
Range0.00.00.0NaN%18.0
ATR(14)4.84.4-0.3-6.5%4.8
Volume

Multi-Period Performance

1-Month (21d)

2.2%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

6.0%

52-Week Range

52W Low: 1,341.7 (7.5%)

Position (100%)

52W High: 1,442.7 (0.0%)

Daily Pivots for day following 20-Nov-2006

LevelClassicWoodieCamarillaDeMark
R41,442.41,442.41,442.4
R31,442.41,442.41,442.4
R21,442.41,442.41,442.4
R11,442.41,442.41,442.41,442.4
PP1,442.41,442.41,442.41,442.4
S11,442.41,442.41,442.41,442.4
S21,442.41,442.41,442.4
S31,442.41,442.41,442.4
S41,442.41,442.41,442.4

Weekly Pivots for week ending 17-Nov-2006

LevelClassicWoodieCamarillaDeMark
R41,490.51,484.21,451.9
R31,472.51,466.21,447.0
R21,454.51,454.51,445.3
R11,448.21,448.21,443.71,451.4
PP1,436.51,436.51,436.51,438.0
S11,430.21,430.21,440.41,433.4
S21,418.51,418.51,438.7
S31,400.51,412.21,437.1
S41,382.51,394.21,432.1

Fisher Pivots for day following 20-Nov-2006

Pivot1 Day3 Day
R11,442.41,442.4
PP1,442.41,442.4
S11,442.41,442.4

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2501,442.4
2.6181,442.4
1.6181,442.4
1.0001,442.4
0.6181,442.4
HIGH1,442.4
0.6181,442.4
0.5001,442.4
0.3821,442.4
LOW1,442.4
0.6181,442.4
1.0001,442.4
1.6181,442.4
2.6181,442.4
4.2501,442.4

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%1,418.9
38.2%1,404.1
50.0%1,392.2
61.8%1,380.3
78.6%1,363.3

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA1,440.12.30.2%Above
10-Day SMA1,432.210.20.7%Above
20-Day SMA1,424.917.51.2%Above
50-Day SMA1,401.441.02.9%Above
100-Day SMAInsufficient data
200-Day SMAInsufficient data

Bollinger Bands (20, 2):

Upper: 1,446.8

Middle: 1,424.9

Lower: 1,403.0

Bandwidth: 3.1%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
70.23
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
11.33
Signal: 10.50 · Hist: 0.83

Stochastic (14, 3)

Neutral
%K: 99.24
%D: 99.16

StochRSI (14)

Neutral
%K: 97.77
%D: 94.05

ADX (14) & Trend

Strong Trend
28.63
+DI: 66.75 · -DI: 30.10

CCI (20)

Oversold
135.69
Range -100 to +100

Williams %R (14)

Neutral
-0.76
Range -100 to 0

Ultimate Oscillator

Bullish
84.82
Periods: 7, 14, 28

ROC (12)

Bullish
2.52%
12-period Rate of Change

Elder Bull/Bear (13)

Bears Control
11.84
Bull: 11.84 · Bear: 11.84

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRTrue
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch0.0
Narrowest range in 55 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
51,442.71,434.58.20.6%0.00.0%96%FalseFalse276
101,442.71,420.821.91.5%0.00.0%99%FalseFalse212
201,442.71,403.139.62.7%0.30.0%99%FalseFalse149
401,442.71,374.768.04.7%0.30.0%100%FalseFalse80