S&P500 Future March 2007


Trading Metrics calculated at close of trading on 24-Oct-2006
Day Change Summary
Previous Current
23-Oct-2006 24-Oct-2006 Change Change % Previous Week
Open 1,383.0 1,394.5 11.5 0.8% 1,383.7
High 1,395.6 1,396.8 1.2 0.1% 1,391.0
Low 1,382.0 1,390.5 8.5 0.6% 1,378.0
Close 1,392.5 1,396.6 4.1 0.3% 1,386.6
Range 13.6 6.3 -7.3 -53.7% 13.0
ATR 7.7 7.6 -0.1 -1.3% 0.0
Volume 1,028 876 -152 -14.8% 5,488
Daily Pivots for day following 24-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,413.5 1,411.4 1,400.1
R3 1,407.2 1,405.1 1,398.3
R2 1,400.9 1,400.9 1,397.8
R1 1,398.8 1,398.8 1,397.2 1,399.9
PP 1,394.6 1,394.6 1,394.6 1,395.2
S1 1,392.5 1,392.5 1,396.0 1,393.6
S2 1,388.3 1,388.3 1,395.4
S3 1,382.0 1,386.2 1,394.9
S4 1,375.7 1,379.9 1,393.1
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,424.2 1,418.4 1,393.8
R3 1,411.2 1,405.4 1,390.2
R2 1,398.2 1,398.2 1,389.0
R1 1,392.4 1,392.4 1,387.8 1,395.3
PP 1,385.2 1,385.2 1,385.2 1,386.7
S1 1,379.4 1,379.4 1,385.4 1,382.3
S2 1,372.2 1,372.2 1,384.2
S3 1,359.2 1,366.4 1,383.0
S4 1,346.2 1,353.4 1,379.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,396.8 1,380.0 16.8 1.2% 8.0 0.6% 99% True False 685
10 1,396.8 1,363.0 33.8 2.4% 7.7 0.5% 99% True False 856
20 1,396.8 1,348.0 48.8 3.5% 7.0 0.5% 100% True False 447
40 1,396.8 1,316.9 79.9 5.7% 5.3 0.4% 100% True False 254
60 1,396.8 1,287.7 109.1 7.8% 3.6 0.3% 100% True False 203
80 1,396.8 1,262.2 134.6 9.6% 3.0 0.2% 100% True False 155
100 1,396.8 1,253.3 143.5 10.3% 2.6 0.2% 100% True False 127
120 1,396.8 1,253.3 143.5 10.3% 2.3 0.2% 100% True False 107
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,423.6
2.618 1,413.3
1.618 1,407.0
1.000 1,403.1
0.618 1,400.7
HIGH 1,396.8
0.618 1,394.4
0.500 1,393.7
0.382 1,392.9
LOW 1,390.5
0.618 1,386.6
1.000 1,384.2
1.618 1,380.3
2.618 1,374.0
4.250 1,363.7
Fisher Pivots for day following 24-Oct-2006
Pivot 1 day 3 day
R1 1,395.6 1,394.2
PP 1,394.6 1,391.8
S1 1,393.7 1,389.4

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

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