S&P500 Future March 2007


Trading Metrics calculated at close of trading on 28-Sep-2006
Day Change Summary
Previous Current
27-Sep-2006 28-Sep-2006 Change Change % Previous Week
Open 1,361.0 1,358.7 -2.3 -0.2% 1,345.5
High 1,361.0 1,361.0 0.0 0.0% 1,350.0
Low 1,356.5 1,355.2 -1.3 -0.1% 1,334.5
Close 1,358.7 1,358.4 -0.3 0.0% 1,336.7
Range 4.5 5.8 1.3 28.9% 15.5
ATR 7.0 6.9 -0.1 -1.2% 0.0
Volume 40 75 35 87.5% 206
Daily Pivots for day following 28-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,375.6 1,372.8 1,361.6
R3 1,369.8 1,367.0 1,360.0
R2 1,364.0 1,364.0 1,359.5
R1 1,361.2 1,361.2 1,358.9 1,359.7
PP 1,358.2 1,358.2 1,358.2 1,357.5
S1 1,355.4 1,355.4 1,357.9 1,353.9
S2 1,352.4 1,352.4 1,357.3
S3 1,346.6 1,349.6 1,356.8
S4 1,340.8 1,343.8 1,355.2
Weekly Pivots for week ending 22-Sep-2006
Classic Woodie Camarilla DeMark
R4 1,386.9 1,377.3 1,345.2
R3 1,371.4 1,361.8 1,341.0
R2 1,355.9 1,355.9 1,339.5
R1 1,346.3 1,346.3 1,338.1 1,343.4
PP 1,340.4 1,340.4 1,340.4 1,338.9
S1 1,330.8 1,330.8 1,335.3 1,327.9
S2 1,324.9 1,324.9 1,333.9
S3 1,309.4 1,315.3 1,332.4
S4 1,293.9 1,299.8 1,328.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,361.0 1,332.0 29.0 2.1% 6.9 0.5% 91% True False 37
10 1,361.0 1,332.0 29.0 2.1% 6.5 0.5% 91% True False 36
20 1,361.0 1,316.9 44.1 3.2% 4.1 0.3% 94% True False 67
40 1,361.0 1,287.7 73.3 5.4% 2.2 0.2% 96% True False 60
60 1,361.0 1,262.2 98.8 7.3% 1.8 0.1% 97% True False 60
80 1,361.0 1,253.3 107.7 7.9% 1.6 0.1% 98% True False 48
100 1,363.4 1,253.3 110.1 8.1% 1.4 0.1% 95% False False 40
120 1,363.8 1,253.3 110.5 8.1% 1.2 0.1% 95% False False 33
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 2.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,385.7
2.618 1,376.2
1.618 1,370.4
1.000 1,366.8
0.618 1,364.6
HIGH 1,361.0
0.618 1,358.8
0.500 1,358.1
0.382 1,357.4
LOW 1,355.2
0.618 1,351.6
1.000 1,349.4
1.618 1,345.8
2.618 1,340.0
4.250 1,330.6
Fisher Pivots for day following 28-Sep-2006
Pivot 1 day 3 day
R1 1,358.3 1,357.4
PP 1,358.2 1,356.5
S1 1,358.1 1,355.5

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

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