S&P500 Future June 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 1,429.7 1,431.5 1.8 0.1% 1,446.3
High 1,438.3 1,440.0 1.7 0.1% 1,449.0
Low 1,423.1 1,418.5 -4.6 -0.3% 1,418.5
Close 1,431.5 1,431.2 -0.3 0.0% 1,431.2
Range 15.2 21.5 6.3 41.4% 30.5
ATR 15.7 16.2 0.4 2.6% 0.0
Volume 31,172 40,870 9,698 31.1% 163,431
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,494.4 1,484.3 1,443.0
R3 1,472.9 1,462.8 1,437.1
R2 1,451.4 1,451.4 1,435.1
R1 1,441.3 1,441.3 1,433.2 1,435.6
PP 1,429.9 1,429.9 1,429.9 1,427.1
S1 1,419.8 1,419.8 1,429.2 1,414.1
S2 1,408.4 1,408.4 1,427.3
S3 1,386.9 1,398.3 1,425.3
S4 1,365.4 1,376.8 1,419.4
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,524.4 1,508.3 1,448.0
R3 1,493.9 1,477.8 1,439.6
R2 1,463.4 1,463.4 1,436.8
R1 1,447.3 1,447.3 1,434.0 1,440.1
PP 1,432.9 1,432.9 1,432.9 1,429.3
S1 1,416.8 1,416.8 1,428.4 1,409.6
S2 1,402.4 1,402.4 1,425.6
S3 1,371.9 1,386.3 1,422.8
S4 1,341.4 1,355.8 1,414.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,449.0 1,418.5 30.5 2.1% 15.7 1.1% 42% False True 32,686
10 1,451.0 1,394.8 56.2 3.9% 15.6 1.1% 65% False False 34,902
20 1,451.0 1,375.9 75.1 5.2% 16.3 1.1% 74% False False 62,839
40 1,477.5 1,375.9 101.6 7.1% 14.0 1.0% 54% False False 33,867
60 1,477.5 1,375.9 101.6 7.1% 12.0 0.8% 54% False False 23,193
80 1,477.5 1,375.9 101.6 7.1% 10.4 0.7% 54% False False 17,698
100 1,477.5 1,375.9 101.6 7.1% 8.5 0.6% 54% False False 14,228
120 1,477.5 1,375.9 101.6 7.1% 7.3 0.5% 54% False False 11,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,531.4
2.618 1,496.3
1.618 1,474.8
1.000 1,461.5
0.618 1,453.3
HIGH 1,440.0
0.618 1,431.8
0.500 1,429.3
0.382 1,426.7
LOW 1,418.5
0.618 1,405.2
1.000 1,397.0
1.618 1,383.7
2.618 1,362.2
4.250 1,327.1
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 1,430.6 1,430.7
PP 1,429.9 1,430.1
S1 1,429.3 1,429.6

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

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