S&P500 Future June 2007


Trading Metrics calculated at close of trading on 30-Oct-2006
Day Change Summary
Previous Current
27-Oct-2006 30-Oct-2006 Change Change % Previous Week
Open 1,408.6 1,404.0 -4.6 -0.3% 1,404.5
High 1,408.6 1,411.1 2.5 0.2% 1,417.0
Low 1,408.6 1,402.6 -6.0 -0.4% 1,404.5
Close 1,408.6 1,407.0 -1.6 -0.1% 1,408.6
Range 0.0 8.5 8.5 12.5
ATR 4.5 4.8 0.3 6.3% 0.0
Volume 1 248 247 24,700.0% 108
Daily Pivots for day following 30-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,432.4 1,428.2 1,411.7
R3 1,423.9 1,419.7 1,409.3
R2 1,415.4 1,415.4 1,408.6
R1 1,411.2 1,411.2 1,407.8 1,413.3
PP 1,406.9 1,406.9 1,406.9 1,408.0
S1 1,402.7 1,402.7 1,406.2 1,404.8
S2 1,398.4 1,398.4 1,405.4
S3 1,389.9 1,394.2 1,404.7
S4 1,381.4 1,385.7 1,402.3
Weekly Pivots for week ending 27-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,447.5 1,440.6 1,415.5
R3 1,435.0 1,428.1 1,412.0
R2 1,422.5 1,422.5 1,410.9
R1 1,415.6 1,415.6 1,409.7 1,419.1
PP 1,410.0 1,410.0 1,410.0 1,411.8
S1 1,403.1 1,403.1 1,407.5 1,406.6
S2 1,397.5 1,397.5 1,406.3
S3 1,385.0 1,390.6 1,405.2
S4 1,372.5 1,378.1 1,401.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,417.0 1,402.6 14.4 1.0% 1.7 0.1% 31% False True 60
10 1,417.0 1,395.0 22.0 1.6% 0.9 0.1% 55% False False 35
20 1,417.0 1,365.7 51.3 3.6% 0.9 0.1% 81% False False 30
40 1,417.0 1,329.0 88.0 6.3% 0.7 0.0% 89% False False 57
60 1,417.0 1,304.4 112.6 8.0% 0.5 0.0% 91% False False 38
80 1,417.0 1,269.8 147.2 10.5% 1.0 0.1% 93% False False 51
100 1,417.0 1,264.6 152.4 10.8% 0.8 0.1% 93% False False 54
120 1,417.0 1,264.6 152.4 10.8% 1.1 0.1% 93% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 1,447.2
2.618 1,433.4
1.618 1,424.9
1.000 1,419.6
0.618 1,416.4
HIGH 1,411.1
0.618 1,407.9
0.500 1,406.9
0.382 1,405.8
LOW 1,402.6
0.618 1,397.3
1.000 1,394.1
1.618 1,388.8
2.618 1,380.3
4.250 1,366.5
Fisher Pivots for day following 30-Oct-2006
Pivot 1 day 3 day
R1 1,407.0 1,409.8
PP 1,406.9 1,408.9
S1 1,406.9 1,407.9

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

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