S&P500 Future June 2007


Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary
Previous Current
01-Feb-2007 02-Feb-2007 Change Change % Previous Week
Open 1,461.5 1,464.1 2.6 0.2% 1,443.5
High 1,464.0 1,467.0 3.0 0.2% 1,467.0
Low 1,458.0 1,462.1 4.1 0.3% 1,438.5
Close 1,464.1 1,466.4 2.3 0.2% 1,466.4
Range 6.0 4.9 -1.1 -18.3% 28.5
ATR 9.2 8.9 -0.3 -3.3% 0.0
Volume 529 346 -183 -34.6% 18,208
Daily Pivots for day following 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,479.9 1,478.0 1,469.1
R3 1,475.0 1,473.1 1,467.7
R2 1,470.1 1,470.1 1,467.3
R1 1,468.2 1,468.2 1,466.8 1,469.2
PP 1,465.2 1,465.2 1,465.2 1,465.6
S1 1,463.3 1,463.3 1,466.0 1,464.3
S2 1,460.3 1,460.3 1,465.5
S3 1,455.4 1,458.4 1,465.1
S4 1,450.5 1,453.5 1,463.7
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,542.8 1,533.1 1,482.1
R3 1,514.3 1,504.6 1,474.2
R2 1,485.8 1,485.8 1,471.6
R1 1,476.1 1,476.1 1,469.0 1,481.0
PP 1,457.3 1,457.3 1,457.3 1,459.7
S1 1,447.6 1,447.6 1,463.8 1,452.5
S2 1,428.8 1,428.8 1,461.2
S3 1,400.3 1,419.1 1,458.6
S4 1,371.8 1,390.6 1,450.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,467.0 1,438.5 28.5 1.9% 8.3 0.6% 98% True False 3,641
10 1,467.0 1,435.4 31.6 2.2% 7.4 0.5% 98% True False 2,787
20 1,467.0 1,426.0 41.0 2.8% 7.4 0.5% 99% True False 1,814
40 1,467.0 1,426.0 41.0 2.8% 6.9 0.5% 99% True False 1,489
60 1,467.0 1,407.2 59.8 4.1% 4.8 0.3% 99% True False 1,140
80 1,467.0 1,382.3 84.7 5.8% 3.9 0.3% 99% True False 863
100 1,467.0 1,347.4 119.6 8.2% 3.2 0.2% 99% True False 700
120 1,467.0 1,306.7 160.3 10.9% 2.7 0.2% 100% True False 590
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,487.8
2.618 1,479.8
1.618 1,474.9
1.000 1,471.9
0.618 1,470.0
HIGH 1,467.0
0.618 1,465.1
0.500 1,464.6
0.382 1,464.0
LOW 1,462.1
0.618 1,459.1
1.000 1,457.2
1.618 1,454.2
2.618 1,449.3
4.250 1,441.3
Fisher Pivots for day following 02-Feb-2007
Pivot 1 day 3 day
R1 1,465.8 1,462.5
PP 1,465.2 1,458.7
S1 1,464.6 1,454.8

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

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