S&P500 Future September 2007


Trading Metrics calculated at close of trading on 05-Dec-2006
Day Change Summary
Previous Current
04-Dec-2006 05-Dec-2006 Change Change % Previous Week
Open 1,446.9 1,450.0 3.1 0.2% 1,420.3
High 1,446.9 1,453.9 7.0 0.5% 1,440.3
Low 1,446.9 1,449.9 3.0 0.2% 1,420.3
Close 1,446.9 1,453.0 6.1 0.4% 1,436.2
Range 0.0 4.0 4.0 20.0
ATR 6.5 6.5 0.0 0.6% 0.0
Volume
Daily Pivots for day following 05-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,464.3 1,462.6 1,455.2
R3 1,460.3 1,458.6 1,454.1
R2 1,456.3 1,456.3 1,453.7
R1 1,454.6 1,454.6 1,453.4 1,455.5
PP 1,452.3 1,452.3 1,452.3 1,452.7
S1 1,450.6 1,450.6 1,452.6 1,451.5
S2 1,448.3 1,448.3 1,452.3
S3 1,444.3 1,446.6 1,451.9
S4 1,440.3 1,442.6 1,450.8
Weekly Pivots for week ending 01-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,492.3 1,484.2 1,447.2
R3 1,472.3 1,464.2 1,441.7
R2 1,452.3 1,452.3 1,439.9
R1 1,444.2 1,444.2 1,438.0 1,448.3
PP 1,432.3 1,432.3 1,432.3 1,434.3
S1 1,424.2 1,424.2 1,434.4 1,428.3
S2 1,412.3 1,412.3 1,432.5
S3 1,392.3 1,404.2 1,430.7
S4 1,372.3 1,384.2 1,425.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,453.9 1,425.4 28.5 2.0% 3.8 0.3% 97% True False 4
10 1,453.9 1,420.3 33.6 2.3% 1.9 0.1% 97% True False 2
20 1,453.9 1,420.3 33.6 2.3% 0.9 0.1% 97% True False 107
40 1,453.9 1,394.2 59.7 4.1% 0.7 0.0% 98% True False 76
60 1,453.9 1,359.2 94.7 6.5% 0.5 0.0% 99% True False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,470.9
2.618 1,464.4
1.618 1,460.4
1.000 1,457.9
0.618 1,456.4
HIGH 1,453.9
0.618 1,452.4
0.500 1,451.9
0.382 1,451.4
LOW 1,449.9
0.618 1,447.4
1.000 1,445.9
1.618 1,443.4
2.618 1,439.4
4.250 1,432.9
Fisher Pivots for day following 05-Dec-2006
Pivot 1 day 3 day
R1 1,452.6 1,448.6
PP 1,452.3 1,444.1
S1 1,451.9 1,439.7

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

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