S&P500 Future June 2007


Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary
Previous Current
15-Mar-2007 16-Mar-2007 Change Change % Previous Week
Open 1,401.3 1,403.2 1.9 0.1% 1,417.4
High 1,408.2 1,409.7 1.5 0.1% 1,422.8
Low 1,397.3 1,395.2 -2.1 -0.2% 1,375.9
Close 1,403.4 1,399.0 -4.4 -0.3% 1,399.0
Range 10.9 14.5 3.6 33.0% 46.9
ATR 16.9 16.8 -0.2 -1.0% 0.0
Volume 128,453 76,106 -52,347 -40.8% 576,267
Daily Pivots for day following 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,444.8 1,436.4 1,407.0
R3 1,430.3 1,421.9 1,403.0
R2 1,415.8 1,415.8 1,401.7
R1 1,407.4 1,407.4 1,400.3 1,404.4
PP 1,401.3 1,401.3 1,401.3 1,399.8
S1 1,392.9 1,392.9 1,397.7 1,389.9
S2 1,386.8 1,386.8 1,396.3
S3 1,372.3 1,378.4 1,395.0
S4 1,357.8 1,363.9 1,391.0
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,539.9 1,516.4 1,424.8
R3 1,493.0 1,469.5 1,411.9
R2 1,446.1 1,446.1 1,407.6
R1 1,422.6 1,422.6 1,403.3 1,410.9
PP 1,399.2 1,399.2 1,399.2 1,393.4
S1 1,375.7 1,375.7 1,394.7 1,364.0
S2 1,352.3 1,352.3 1,390.4
S3 1,305.4 1,328.8 1,386.1
S4 1,258.5 1,281.9 1,373.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,422.8 1,375.9 46.9 3.4% 18.7 1.3% 49% False False 115,253
10 1,426.5 1,375.9 50.6 3.6% 17.0 1.2% 46% False False 90,777
20 1,477.5 1,375.9 101.6 7.3% 16.9 1.2% 23% False False 49,609
40 1,477.5 1,375.9 101.6 7.3% 12.0 0.9% 23% False False 25,917
60 1,477.5 1,375.9 101.6 7.3% 10.8 0.8% 23% False False 17,529
80 1,477.5 1,375.9 101.6 7.3% 8.4 0.6% 23% False False 13,411
100 1,477.5 1,375.9 101.6 7.3% 7.1 0.5% 23% False False 10,742
120 1,477.5 1,357.6 119.9 8.6% 6.0 0.4% 35% False False 8,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,471.3
2.618 1,447.7
1.618 1,433.2
1.000 1,424.2
0.618 1,418.7
HIGH 1,409.7
0.618 1,404.2
0.500 1,402.5
0.382 1,400.7
LOW 1,395.2
0.618 1,386.2
1.000 1,380.7
1.618 1,371.7
2.618 1,357.2
4.250 1,333.6
Fisher Pivots for day following 16-Mar-2007
Pivot 1 day 3 day
R1 1,402.5 1,396.9
PP 1,401.3 1,394.9
S1 1,400.2 1,392.8

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

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