S&P500 Future June 2007


Trading Metrics calculated at close of trading on 31-Jan-2007
Day Change Summary
Previous Current
30-Jan-2007 31-Jan-2007 Change Change % Previous Week
Open 1,441.2 1,447.2 6.0 0.4% 1,444.9
High 1,447.5 1,459.5 12.0 0.8% 1,459.2
Low 1,440.0 1,442.6 2.6 0.2% 1,435.4
Close 1,447.1 1,456.2 9.1 0.6% 1,440.6
Range 7.5 16.9 9.4 125.3% 23.8
ATR 8.7 9.3 0.6 6.7% 0.0
Volume 7,463 2,699 -4,764 -63.8% 9,664
Daily Pivots for day following 31-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,503.5 1,496.7 1,465.5
R3 1,486.6 1,479.8 1,460.8
R2 1,469.7 1,469.7 1,459.3
R1 1,462.9 1,462.9 1,457.7 1,466.3
PP 1,452.8 1,452.8 1,452.8 1,454.5
S1 1,446.0 1,446.0 1,454.7 1,449.4
S2 1,435.9 1,435.9 1,453.1
S3 1,419.0 1,429.1 1,451.6
S4 1,402.1 1,412.2 1,446.9
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,516.5 1,502.3 1,453.7
R3 1,492.7 1,478.5 1,447.1
R2 1,468.9 1,468.9 1,445.0
R1 1,454.7 1,454.7 1,442.8 1,449.9
PP 1,445.1 1,445.1 1,445.1 1,442.7
S1 1,430.9 1,430.9 1,438.4 1,426.1
S2 1,421.3 1,421.3 1,436.2
S3 1,397.5 1,407.1 1,434.1
S4 1,373.7 1,383.3 1,427.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,459.5 1,435.4 24.1 1.7% 9.9 0.7% 86% True False 3,979
10 1,459.5 1,435.4 24.1 1.7% 7.6 0.5% 86% True False 3,266
20 1,459.5 1,426.0 33.5 2.3% 8.6 0.6% 90% True False 1,819
40 1,459.5 1,426.0 33.5 2.3% 6.6 0.5% 90% True False 1,522
60 1,459.5 1,391.9 67.6 4.6% 4.6 0.3% 95% True False 1,126
80 1,459.5 1,380.2 79.3 5.4% 3.8 0.3% 96% True False 854
100 1,459.5 1,329.0 130.5 9.0% 3.2 0.2% 97% True False 693
120 1,459.5 1,305.4 154.1 10.6% 2.6 0.2% 98% True False 583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,531.3
2.618 1,503.7
1.618 1,486.8
1.000 1,476.4
0.618 1,469.9
HIGH 1,459.5
0.618 1,453.0
0.500 1,451.1
0.382 1,449.1
LOW 1,442.6
0.618 1,432.2
1.000 1,425.7
1.618 1,415.3
2.618 1,398.4
4.250 1,370.8
Fisher Pivots for day following 31-Jan-2007
Pivot 1 day 3 day
R1 1,454.5 1,453.8
PP 1,452.8 1,451.4
S1 1,451.1 1,449.0

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

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