S&P500 Future June 2007


Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary
Previous Current
19-Jan-2007 22-Jan-2007 Change Change % Previous Week
Open 1,451.0 1,444.9 -6.1 -0.4% 1,451.8
High 1,452.0 1,450.9 -1.1 -0.1% 1,454.0
Low 1,445.3 1,441.9 -3.4 -0.2% 1,445.3
Close 1,449.9 1,443.9 -6.0 -0.4% 1,449.9
Range 6.7 9.0 2.3 34.3% 8.7
ATR 8.2 8.3 0.1 0.7% 0.0
Volume 3,486 5,006 1,520 43.6% 6,787
Daily Pivots for day following 22-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,472.6 1,467.2 1,448.9
R3 1,463.6 1,458.2 1,446.4
R2 1,454.6 1,454.6 1,445.6
R1 1,449.2 1,449.2 1,444.7 1,447.4
PP 1,445.6 1,445.6 1,445.6 1,444.7
S1 1,440.2 1,440.2 1,443.1 1,438.4
S2 1,436.6 1,436.6 1,442.3
S3 1,427.6 1,431.2 1,441.4
S4 1,418.6 1,422.2 1,439.0
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,475.8 1,471.6 1,454.7
R3 1,467.1 1,462.9 1,452.3
R2 1,458.4 1,458.4 1,451.5
R1 1,454.2 1,454.2 1,450.7 1,452.0
PP 1,449.7 1,449.7 1,449.7 1,448.6
S1 1,445.5 1,445.5 1,449.1 1,443.3
S2 1,441.0 1,441.0 1,448.3
S3 1,432.3 1,436.8 1,447.5
S4 1,423.6 1,428.1 1,445.1
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 1,441.9 12.1 0.8% 5.4 0.4% 17% False True 2,358
10 1,454.0 1,426.0 28.0 1.9% 7.8 0.5% 64% False False 1,313
20 1,454.0 1,426.0 28.0 1.9% 8.4 0.6% 64% False False 909
40 1,455.8 1,407.3 48.5 3.4% 5.2 0.4% 75% False False 1,116
60 1,455.8 1,391.9 63.9 4.4% 4.0 0.3% 81% False False 767
80 1,455.8 1,362.9 92.9 6.4% 3.1 0.2% 87% False False 582
100 1,455.8 1,329.0 126.8 8.8% 2.6 0.2% 91% False False 480
120 1,455.8 1,304.4 151.4 10.5% 2.4 0.2% 92% False False 415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,489.2
2.618 1,474.5
1.618 1,465.5
1.000 1,459.9
0.618 1,456.5
HIGH 1,450.9
0.618 1,447.5
0.500 1,446.4
0.382 1,445.3
LOW 1,441.9
0.618 1,436.3
1.000 1,432.9
1.618 1,427.3
2.618 1,418.3
4.250 1,403.7
Fisher Pivots for day following 22-Jan-2007
Pivot 1 day 3 day
R1 1,446.4 1,447.4
PP 1,445.6 1,446.2
S1 1,444.7 1,445.1

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

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