S&P500 Future March 2007


Trading Metrics calculated at close of trading on 10-Oct-2006
Day Change Summary
Previous Current
09-Oct-2006 10-Oct-2006 Change Change % Previous Week
Open 1,368.0 1,372.0 4.0 0.3% 1,352.0
High 1,372.0 1,372.0 0.0 0.0% 1,372.5
Low 1,367.0 1,372.0 5.0 0.4% 1,348.0
Close 1,370.5 1,372.0 1.5 0.1% 1,370.0
Range 5.0 0.0 -5.0 -100.0% 24.5
ATR 7.2 6.8 -0.4 -5.7% 0.0
Volume 18 3 -15 -83.3% 158
Daily Pivots for day following 10-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,372.0 1,372.0 1,372.0
R3 1,372.0 1,372.0 1,372.0
R2 1,372.0 1,372.0 1,372.0
R1 1,372.0 1,372.0 1,372.0 1,372.0
PP 1,372.0 1,372.0 1,372.0 1,372.0
S1 1,372.0 1,372.0 1,372.0 1,372.0
S2 1,372.0 1,372.0 1,372.0
S3 1,372.0 1,372.0 1,372.0
S4 1,372.0 1,372.0 1,372.0
Weekly Pivots for week ending 06-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,437.0 1,428.0 1,383.5
R3 1,412.5 1,403.5 1,376.7
R2 1,388.0 1,388.0 1,374.5
R1 1,379.0 1,379.0 1,372.2 1,383.5
PP 1,363.5 1,363.5 1,363.5 1,365.8
S1 1,354.5 1,354.5 1,367.8 1,359.0
S2 1,339.0 1,339.0 1,365.5
S3 1,314.5 1,330.0 1,363.3
S4 1,290.0 1,305.5 1,356.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,372.5 1,352.3 20.2 1.5% 6.4 0.5% 98% False False 24
10 1,372.5 1,348.0 24.5 1.8% 6.3 0.5% 98% False False 38
20 1,372.5 1,332.0 40.5 3.0% 6.1 0.4% 99% False False 42
40 1,372.5 1,310.1 62.4 4.5% 3.3 0.2% 99% False False 65
60 1,372.5 1,266.7 105.8 7.7% 2.3 0.2% 100% False False 63
80 1,372.5 1,262.2 110.3 8.0% 2.0 0.1% 100% False False 48
100 1,372.5 1,253.3 119.2 8.7% 1.8 0.1% 100% False False 42
120 1,372.5 1,253.3 119.2 8.7% 1.6 0.1% 100% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.4
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,372.0
2.618 1,372.0
1.618 1,372.0
1.000 1,372.0
0.618 1,372.0
HIGH 1,372.0
0.618 1,372.0
0.500 1,372.0
0.382 1,372.0
LOW 1,372.0
0.618 1,372.0
1.000 1,372.0
1.618 1,372.0
2.618 1,372.0
4.250 1,372.0
Fisher Pivots for day following 10-Oct-2006
Pivot 1 day 3 day
R1 1,372.0 1,370.8
PP 1,372.0 1,369.7
S1 1,372.0 1,368.5

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

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