S&P500 Future March 2007


Trading Metrics calculated at close of trading on 18-Oct-2006
Day Change Summary
Previous Current
17-Oct-2006 18-Oct-2006 Change Change % Previous Week
Open 1,382.0 1,385.0 3.0 0.2% 1,368.0
High 1,386.0 1,391.0 5.0 0.4% 1,386.2
Low 1,378.0 1,380.0 2.0 0.1% 1,363.0
Close 1,383.3 1,384.1 0.8 0.1% 1,385.2
Range 8.0 11.0 3.0 37.5% 23.2
ATR 7.4 7.6 0.3 3.5% 0.0
Volume 544 625 81 14.9% 1,197
Daily Pivots for day following 18-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,418.0 1,412.1 1,390.2
R3 1,407.0 1,401.1 1,387.1
R2 1,396.0 1,396.0 1,386.1
R1 1,390.1 1,390.1 1,385.1 1,387.6
PP 1,385.0 1,385.0 1,385.0 1,383.8
S1 1,379.1 1,379.1 1,383.1 1,376.6
S2 1,374.0 1,374.0 1,382.1
S3 1,363.0 1,368.1 1,381.1
S4 1,352.0 1,357.1 1,378.1
Weekly Pivots for week ending 13-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,447.7 1,439.7 1,398.0
R3 1,424.5 1,416.5 1,391.6
R2 1,401.3 1,401.3 1,389.5
R1 1,393.3 1,393.3 1,387.3 1,397.3
PP 1,378.1 1,378.1 1,378.1 1,380.2
S1 1,370.1 1,370.1 1,383.1 1,374.1
S2 1,354.9 1,354.9 1,380.9
S3 1,331.7 1,346.9 1,378.8
S4 1,308.5 1,323.7 1,372.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,391.0 1,376.0 15.0 1.1% 7.6 0.6% 54% True False 1,151
10 1,391.0 1,363.0 28.0 2.0% 6.3 0.5% 75% True False 586
20 1,391.0 1,332.0 59.0 4.3% 7.4 0.5% 88% True False 311
40 1,391.0 1,316.9 74.1 5.4% 4.5 0.3% 91% True False 207
60 1,391.0 1,287.7 103.3 7.5% 3.1 0.2% 93% True False 157
80 1,391.0 1,262.2 128.8 9.3% 2.6 0.2% 95% True False 121
100 1,391.0 1,253.3 137.7 9.9% 2.3 0.2% 95% True False 100
120 1,391.0 1,253.3 137.7 9.9% 2.0 0.1% 95% True False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,437.8
2.618 1,419.8
1.618 1,408.8
1.000 1,402.0
0.618 1,397.8
HIGH 1,391.0
0.618 1,386.8
0.500 1,385.5
0.382 1,384.2
LOW 1,380.0
0.618 1,373.2
1.000 1,369.0
1.618 1,362.2
2.618 1,351.2
4.250 1,333.3
Fisher Pivots for day following 18-Oct-2006
Pivot 1 day 3 day
R1 1,385.5 1,384.5
PP 1,385.0 1,384.4
S1 1,384.6 1,384.2

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

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