S&P500 Future March 2007


Trading Metrics calculated at close of trading on 18-Sep-2006
Day Change Summary
Previous Current
15-Sep-2006 18-Sep-2006 Change Change % Previous Week
Open 1,344.0 1,345.5 1.5 0.1% 1,322.6
High 1,346.5 1,345.5 -1.0 -0.1% 1,346.5
Low 1,341.5 1,345.5 4.0 0.3% 1,322.6
Close 1,343.4 1,345.5 2.1 0.2% 1,343.4
Range 5.0 0.0 -5.0 -100.0% 23.9
ATR 5.5 5.2 -0.2 -4.4% 0.0
Volume 19 10 -9 -47.4% 534
Daily Pivots for day following 18-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,345.5 1,345.5 1,345.5
R3 1,345.5 1,345.5 1,345.5
R2 1,345.5 1,345.5 1,345.5
R1 1,345.5 1,345.5 1,345.5 1,345.5
PP 1,345.5 1,345.5 1,345.5 1,345.5
S1 1,345.5 1,345.5 1,345.5 1,345.5
S2 1,345.5 1,345.5 1,345.5
S3 1,345.5 1,345.5 1,345.5
S4 1,345.5 1,345.5 1,345.5
Weekly Pivots for week ending 15-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,409.2 1,400.2 1,356.5
R3 1,385.3 1,376.3 1,350.0
R2 1,361.4 1,361.4 1,347.8
R1 1,352.4 1,352.4 1,345.6 1,356.9
PP 1,337.5 1,337.5 1,337.5 1,339.8
S1 1,328.5 1,328.5 1,341.2 1,333.0
S2 1,313.6 1,313.6 1,339.0
S3 1,289.7 1,304.6 1,336.8
S4 1,265.8 1,280.7 1,330.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,346.5 1,326.0 20.5 1.5% 4.1 0.3% 95% False False 65
10 1,346.5 1,316.9 29.6 2.2% 2.2 0.2% 97% False False 71
20 1,346.5 1,316.9 29.6 2.2% 1.1 0.1% 97% False False 96
40 1,346.5 1,287.7 58.8 4.4% 0.7 0.1% 98% False False 79
60 1,346.5 1,262.2 84.3 6.3% 0.8 0.1% 99% False False 55
80 1,346.5 1,253.3 93.2 6.9% 0.9 0.1% 99% False False 45
100 1,363.8 1,253.3 110.5 8.2% 0.9 0.1% 83% False False 37
120 1,363.8 1,253.3 110.5 8.2% 0.9 0.1% 83% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,345.5
2.618 1,345.5
1.618 1,345.5
1.000 1,345.5
0.618 1,345.5
HIGH 1,345.5
0.618 1,345.5
0.500 1,345.5
0.382 1,345.5
LOW 1,345.5
0.618 1,345.5
1.000 1,345.5
1.618 1,345.5
2.618 1,345.5
4.250 1,345.5
Fisher Pivots for day following 18-Sep-2006
Pivot 1 day 3 day
R1 1,345.5 1,344.0
PP 1,345.5 1,342.5
S1 1,345.5 1,341.1

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

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