S&P500 Future June 2007


Trading Metrics calculated at close of trading on 14-Aug-2006
Day Change Summary
Previous Current
11-Aug-2006 14-Aug-2006 Change Change % Previous Week
Open 1,305.4 1,306.7 1.3 0.1% 1,316.1
High 1,305.4 1,306.7 1.3 0.1% 1,316.1
Low 1,305.4 1,306.7 1.3 0.1% 1,304.4
Close 1,305.4 1,306.7 1.3 0.1% 1,305.4
Range
ATR 7.6 7.2 -0.5 -5.9% 0.0
Volume
Daily Pivots for day following 14-Aug-2006
Classic Woodie Camarilla DeMark
R4 1,306.7 1,306.7 1,306.7
R3 1,306.7 1,306.7 1,306.7
R2 1,306.7 1,306.7 1,306.7
R1 1,306.7 1,306.7 1,306.7 1,306.7
PP 1,306.7 1,306.7 1,306.7 1,306.7
S1 1,306.7 1,306.7 1,306.7 1,306.7
S2 1,306.7 1,306.7 1,306.7
S3 1,306.7 1,306.7 1,306.7
S4 1,306.7 1,306.7 1,306.7
Weekly Pivots for week ending 11-Aug-2006
Classic Woodie Camarilla DeMark
R4 1,343.7 1,336.3 1,311.8
R3 1,332.0 1,324.6 1,308.6
R2 1,320.3 1,320.3 1,307.5
R1 1,312.9 1,312.9 1,306.5 1,310.8
PP 1,308.6 1,308.6 1,308.6 1,307.6
S1 1,301.2 1,301.2 1,304.3 1,299.1
S2 1,296.9 1,296.9 1,303.3
S3 1,285.2 1,289.5 1,302.2
S4 1,273.5 1,277.8 1,299.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,310.5 1,304.4 6.1 0.5% 0.0 0.0% 38% False False
10 1,332.0 1,304.4 27.6 2.1% 1.8 0.1% 8% False False 179
20 1,332.0 1,278.2 53.8 4.1% 0.9 0.1% 53% False False 92
40 1,332.0 1,269.8 62.2 4.8% 1.3 0.1% 59% False False 78
60 1,332.0 1,264.6 67.4 5.2% 1.5 0.1% 62% False False 52
80 1,374.9 1,264.6 110.3 8.4% 1.3 0.1% 38% False False 39
100 1,374.9 1,264.6 110.3 8.4% 1.2 0.1% 38% False False 31
120 1,374.9 1,264.6 110.3 8.4% 1.2 0.1% 38% False False 26
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 1,306.7
2.618 1,306.7
1.618 1,306.7
1.000 1,306.7
0.618 1,306.7
HIGH 1,306.7
0.618 1,306.7
0.500 1,306.7
0.382 1,306.7
LOW 1,306.7
0.618 1,306.7
1.000 1,306.7
1.618 1,306.7
2.618 1,306.7
4.250 1,306.7
Fisher Pivots for day following 14-Aug-2006
Pivot 1 day 3 day
R1 1,306.7 1,307.0
PP 1,306.7 1,306.9
S1 1,306.7 1,306.8

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

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