S&P500 Future June 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 1,449.9 1,451.8 1.9 0.1% 1,426.1
High 1,454.0 1,451.8 -2.2 -0.2% 1,454.0
Low 1,443.4 1,451.8 8.4 0.6% 1,426.0
Close 1,453.8 1,451.8 -2.0 -0.1% 1,453.8
Range 10.6 0.0 -10.6 -100.0% 28.0
ATR 9.3 8.8 -0.5 -5.6% 0.0
Volume 133 41 -92 -69.2% 1,346
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,451.8 1,451.8 1,451.8
R3 1,451.8 1,451.8 1,451.8
R2 1,451.8 1,451.8 1,451.8
R1 1,451.8 1,451.8 1,451.8 1,451.8
PP 1,451.8 1,451.8 1,451.8 1,451.8
S1 1,451.8 1,451.8 1,451.8 1,451.8
S2 1,451.8 1,451.8 1,451.8
S3 1,451.8 1,451.8 1,451.8
S4 1,451.8 1,451.8 1,451.8
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,528.6 1,519.2 1,469.2
R3 1,500.6 1,491.2 1,461.5
R2 1,472.6 1,472.6 1,458.9
R1 1,463.2 1,463.2 1,456.4 1,467.9
PP 1,444.6 1,444.6 1,444.6 1,447.0
S1 1,435.2 1,435.2 1,451.2 1,439.9
S2 1,416.6 1,416.6 1,448.7
S3 1,388.6 1,407.2 1,446.1
S4 1,360.6 1,379.2 1,438.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,454.0 1,426.0 28.0 1.9% 8.0 0.5% 92% False False 256
10 1,454.0 1,426.0 28.0 1.9% 9.2 0.6% 92% False False 272
20 1,455.8 1,426.0 29.8 2.1% 8.5 0.6% 87% False False 1,010
40 1,455.8 1,407.3 48.5 3.3% 4.6 0.3% 92% False False 833
60 1,455.8 1,391.9 63.9 4.4% 3.6 0.2% 94% False False 572
80 1,455.8 1,347.7 108.1 7.4% 2.8 0.2% 96% False False 439
100 1,455.8 1,329.0 126.8 8.7% 2.4 0.2% 97% False False 362
120 1,455.8 1,304.4 151.4 10.4% 2.1 0.1% 97% False False 317
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,451.8
2.618 1,451.8
1.618 1,451.8
1.000 1,451.8
0.618 1,451.8
HIGH 1,451.8
0.618 1,451.8
0.500 1,451.8
0.382 1,451.8
LOW 1,451.8
0.618 1,451.8
1.000 1,451.8
1.618 1,451.8
2.618 1,451.8
4.250 1,451.8
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 1,451.8 1,450.5
PP 1,451.8 1,449.1
S1 1,451.8 1,447.8

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

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