S&P500 Future June 2007


Trading Metrics calculated at close of trading on 12-Sep-2006
Day Change Summary
Previous Current
11-Sep-2006 12-Sep-2006 Change Change % Previous Week
Open 1,333.9 1,347.4 13.5 1.0% 1,348.5
High 1,333.9 1,347.4 13.5 1.0% 1,348.5
Low 1,333.9 1,347.4 13.5 1.0% 1,329.0
Close 1,333.9 1,347.4 13.5 1.0% 1,332.8
Range
ATR 5.2 5.8 0.6 11.5% 0.0
Volume 218 50 -168 -77.1% 646
Daily Pivots for day following 12-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,347.4 1,347.4 1,347.4
R3 1,347.4 1,347.4 1,347.4
R2 1,347.4 1,347.4 1,347.4
R1 1,347.4 1,347.4 1,347.4 1,347.4
PP 1,347.4 1,347.4 1,347.4 1,347.4
S1 1,347.4 1,347.4 1,347.4 1,347.4
S2 1,347.4 1,347.4 1,347.4
S3 1,347.4 1,347.4 1,347.4
S4 1,347.4 1,347.4 1,347.4
Weekly Pivots for week ending 08-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,395.3 1,383.5 1,343.5
R3 1,375.8 1,364.0 1,338.2
R2 1,356.3 1,356.3 1,336.4
R1 1,344.5 1,344.5 1,334.6 1,340.7
PP 1,336.8 1,336.8 1,336.8 1,334.8
S1 1,325.0 1,325.0 1,331.0 1,321.2
S2 1,317.3 1,317.3 1,329.2
S3 1,297.8 1,305.5 1,327.4
S4 1,278.3 1,286.0 1,322.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,347.4 1,329.0 18.4 1.4% 1.2 0.1% 100% True False 182
10 1,348.5 1,329.0 19.5 1.4% 0.9 0.1% 94% False False 91
20 1,348.5 1,321.4 27.1 2.0% 0.4 0.0% 96% False False 45
40 1,348.5 1,278.2 70.3 5.2% 0.7 0.0% 98% False False 69
60 1,348.5 1,269.8 78.7 5.8% 1.0 0.1% 99% False False 67
80 1,348.5 1,264.6 83.9 6.2% 1.2 0.1% 99% False False 50
100 1,374.9 1,264.6 110.3 8.2% 1.1 0.1% 75% False False 40
120 1,374.9 1,264.6 110.3 8.2% 1.1 0.1% 75% False False 33
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Fibonacci Retracements and Extensions
4.250 1,347.4
2.618 1,347.4
1.618 1,347.4
1.000 1,347.4
0.618 1,347.4
HIGH 1,347.4
0.618 1,347.4
0.500 1,347.4
0.382 1,347.4
LOW 1,347.4
0.618 1,347.4
1.000 1,347.4
1.618 1,347.4
2.618 1,347.4
4.250 1,347.4
Fisher Pivots for day following 12-Sep-2006
Pivot 1 day 3 day
R1 1,347.4 1,344.3
PP 1,347.4 1,341.3
S1 1,347.4 1,338.2

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

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