S&P500 Future March 2007


Trading Metrics calculated at close of trading on 06-Nov-2006
Day Change Summary
Previous Current
03-Nov-2006 06-Nov-2006 Change Change % Previous Week
Open 1,389.0 1,392.5 3.5 0.3% 1,392.5
High 1,389.0 1,397.0 8.0 0.6% 1,399.1
Low 1,377.5 1,392.5 15.0 1.1% 1,377.5
Close 1,380.1 1,395.6 15.5 1.1% 1,380.1
Range 11.5 4.5 -7.0 -60.9% 21.6
ATR 8.4 9.0 0.6 7.2% 0.0
Volume 1,668 451 -1,217 -73.0% 8,842
Daily Pivots for day following 06-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,408.5 1,406.6 1,398.1
R3 1,404.0 1,402.1 1,396.8
R2 1,399.5 1,399.5 1,396.4
R1 1,397.6 1,397.6 1,396.0 1,398.6
PP 1,395.0 1,395.0 1,395.0 1,395.5
S1 1,393.1 1,393.1 1,395.2 1,394.1
S2 1,390.5 1,390.5 1,394.8
S3 1,386.0 1,388.6 1,394.4
S4 1,381.5 1,384.1 1,393.1
Weekly Pivots for week ending 03-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,450.4 1,436.8 1,392.0
R3 1,428.8 1,415.2 1,386.0
R2 1,407.2 1,407.2 1,384.1
R1 1,393.6 1,393.6 1,382.1 1,389.6
PP 1,385.6 1,385.6 1,385.6 1,383.6
S1 1,372.0 1,372.0 1,378.1 1,368.0
S2 1,364.0 1,364.0 1,376.1
S3 1,342.4 1,350.4 1,374.2
S4 1,320.8 1,328.8 1,368.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,399.0 1,377.5 21.5 1.5% 8.6 0.6% 84% False False 1,751
10 1,407.0 1,377.5 29.5 2.1% 7.8 0.6% 61% False False 1,284
20 1,407.0 1,363.0 44.0 3.2% 7.4 0.5% 74% False False 1,027
40 1,407.0 1,326.0 81.0 5.8% 7.0 0.5% 86% False False 536
60 1,407.0 1,295.4 111.6 8.0% 4.7 0.3% 90% False False 385
80 1,407.0 1,262.2 144.8 10.4% 3.6 0.3% 92% False False 305
100 1,407.0 1,262.2 144.8 10.4% 3.1 0.2% 92% False False 244
120 1,407.0 1,253.3 153.7 11.0% 2.8 0.2% 93% False False 206
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,416.1
2.618 1,408.8
1.618 1,404.3
1.000 1,401.5
0.618 1,399.8
HIGH 1,397.0
0.618 1,395.3
0.500 1,394.8
0.382 1,394.2
LOW 1,392.5
0.618 1,389.7
1.000 1,388.0
1.618 1,385.2
2.618 1,380.7
4.250 1,373.4
Fisher Pivots for day following 06-Nov-2006
Pivot 1 day 3 day
R1 1,395.3 1,392.8
PP 1,395.0 1,390.0
S1 1,394.8 1,387.3

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

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