S&P500 Future March 2007


Trading Metrics calculated at close of trading on 19-Oct-2006
Day Change Summary
Previous Current
18-Oct-2006 19-Oct-2006 Change Change % Previous Week
Open 1,385.0 1,385.0 0.0 0.0% 1,368.0
High 1,391.0 1,386.0 -5.0 -0.4% 1,386.2
Low 1,380.0 1,381.0 1.0 0.1% 1,363.0
Close 1,384.1 1,385.9 1.8 0.1% 1,385.2
Range 11.0 5.0 -6.0 -54.5% 23.2
ATR 7.6 7.4 -0.2 -2.5% 0.0
Volume 625 840 215 34.4% 1,197
Daily Pivots for day following 19-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,399.3 1,397.6 1,388.7
R3 1,394.3 1,392.6 1,387.3
R2 1,389.3 1,389.3 1,386.8
R1 1,387.6 1,387.6 1,386.4 1,388.5
PP 1,384.3 1,384.3 1,384.3 1,384.7
S1 1,382.6 1,382.6 1,385.4 1,383.5
S2 1,379.3 1,379.3 1,385.0
S3 1,374.3 1,377.6 1,384.5
S4 1,369.3 1,372.6 1,383.2
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 1,378.0 13.0 0.9% 7.2 0.5% 61% False False 1,318
10 1,391.0 1,363.0 28.0 2.0% 6.4 0.5% 82% False False 668
20 1,391.0 1,332.0 59.0 4.3% 7.0 0.5% 91% False False 352
40 1,391.0 1,316.9 74.1 5.3% 4.7 0.3% 93% False False 228
60 1,391.0 1,287.7 103.3 7.5% 3.2 0.2% 95% False False 171
80 1,391.0 1,262.2 128.8 9.3% 2.7 0.2% 96% False False 131
100 1,391.0 1,253.3 137.7 9.9% 2.4 0.2% 96% False False 108
120 1,391.0 1,253.3 137.7 9.9% 2.1 0.2% 96% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,407.3
2.618 1,399.1
1.618 1,394.1
1.000 1,391.0
0.618 1,389.1
HIGH 1,386.0
0.618 1,384.1
0.500 1,383.5
0.382 1,382.9
LOW 1,381.0
0.618 1,377.9
1.000 1,376.0
1.618 1,372.9
2.618 1,367.9
4.250 1,359.8
Fisher Pivots for day following 19-Oct-2006
Pivot 1 day 3 day
R1 1,385.1 1,385.4
PP 1,384.3 1,385.0
S1 1,383.5 1,384.5

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

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