S&P500 Future September 2007


Trading Metrics calculated at close of trading on 18-Dec-2006
Day Change Summary
Previous Current
15-Dec-2006 18-Dec-2006 Change Change % Previous Week
Open 1,463.7 1,460.4 -3.3 -0.2% 1,451.7
High 1,463.7 1,460.4 -3.3 -0.2% 1,465.2
Low 1,463.7 1,460.4 -3.3 -0.2% 1,449.2
Close 1,463.7 1,460.4 -3.3 -0.2% 1,463.7
Range
ATR 5.9 5.7 -0.2 -3.2% 0.0
Volume 399 4,905 4,506 1,129.3% 829
Daily Pivots for day following 18-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,460.4 1,460.4 1,460.4
R3 1,460.4 1,460.4 1,460.4
R2 1,460.4 1,460.4 1,460.4
R1 1,460.4 1,460.4 1,460.4 1,460.4
PP 1,460.4 1,460.4 1,460.4 1,460.4
S1 1,460.4 1,460.4 1,460.4 1,460.4
S2 1,460.4 1,460.4 1,460.4
S3 1,460.4 1,460.4 1,460.4
S4 1,460.4 1,460.4 1,460.4
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,507.4 1,501.5 1,472.5
R3 1,491.4 1,485.5 1,468.1
R2 1,475.4 1,475.4 1,466.6
R1 1,469.5 1,469.5 1,465.2 1,472.5
PP 1,459.4 1,459.4 1,459.4 1,460.8
S1 1,453.5 1,453.5 1,462.2 1,456.5
S2 1,443.4 1,443.4 1,460.8
S3 1,427.4 1,437.5 1,459.3
S4 1,411.4 1,421.5 1,454.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,465.2 1,449.2 16.0 1.1% 1.4 0.1% 70% False False 1,146
10 1,465.2 1,444.6 20.6 1.4% 2.2 0.1% 77% False False 658
20 1,465.2 1,420.3 44.9 3.1% 1.8 0.1% 89% False False 330
40 1,465.2 1,403.1 62.1 4.3% 1.1 0.1% 92% False False 239
60 1,465.2 1,369.4 95.8 6.6% 0.8 0.1% 95% False False 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.1
Fibonacci Retracements and Extensions
4.250 1,460.4
2.618 1,460.4
1.618 1,460.4
1.000 1,460.4
0.618 1,460.4
HIGH 1,460.4
0.618 1,460.4
0.500 1,460.4
0.382 1,460.4
LOW 1,460.4
0.618 1,460.4
1.000 1,460.4
1.618 1,460.4
2.618 1,460.4
4.250 1,460.4
Fisher Pivots for day following 18-Dec-2006
Pivot 1 day 3 day
R1 1,460.4 1,462.8
PP 1,460.4 1,462.0
S1 1,460.4 1,461.2

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

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