S&P500 Future March 2007


Trading Metrics calculated at close of trading on 09-Nov-2006
Day Change Summary
Previous Current
08-Nov-2006 09-Nov-2006 Change Change % Previous Week
Open 1,397.0 1,405.0 8.0 0.6% 1,392.5
High 1,404.0 1,405.0 1.0 0.1% 1,399.1
Low 1,392.4 1,394.0 1.6 0.1% 1,377.5
Close 1,403.5 1,395.8 -7.7 -0.5% 1,380.1
Range 11.6 11.0 -0.6 -5.2% 21.6
ATR 9.2 9.3 0.1 1.4% 0.0
Volume 2,594 2,732 138 5.3% 8,842
Daily Pivots for day following 09-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,431.3 1,424.5 1,401.9
R3 1,420.3 1,413.5 1,398.8
R2 1,409.3 1,409.3 1,397.8
R1 1,402.5 1,402.5 1,396.8 1,400.4
PP 1,398.3 1,398.3 1,398.3 1,397.2
S1 1,391.5 1,391.5 1,394.8 1,389.4
S2 1,387.3 1,387.3 1,393.8
S3 1,376.3 1,380.5 1,392.8
S4 1,365.3 1,369.5 1,389.8
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 1,405.0 1,377.5 27.5 2.0% 9.4 0.7% 67% True False 2,086
10 1,405.0 1,377.5 27.5 2.0% 8.7 0.6% 67% True False 1,800
20 1,407.0 1,377.5 29.5 2.1% 8.2 0.6% 62% False False 1,442
40 1,407.0 1,332.0 75.0 5.4% 7.4 0.5% 85% False False 737
60 1,407.0 1,316.9 90.1 6.5% 5.2 0.4% 88% False False 523
80 1,407.0 1,266.7 140.3 10.1% 4.0 0.3% 92% False False 408
100 1,407.0 1,262.2 144.8 10.4% 3.4 0.2% 92% False False 327
120 1,407.0 1,253.3 153.7 11.0% 3.0 0.2% 93% False False 276
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 True
Stretch 1.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,451.8
2.618 1,433.8
1.618 1,422.8
1.000 1,416.0
0.618 1,411.8
HIGH 1,405.0
0.618 1,400.8
0.500 1,399.5
0.382 1,398.2
LOW 1,394.0
0.618 1,387.2
1.000 1,383.0
1.618 1,376.2
2.618 1,365.2
4.250 1,347.3
Fisher Pivots for day following 09-Nov-2006
Pivot 1 day 3 day
R1 1,399.5 1,398.7
PP 1,398.3 1,397.7
S1 1,397.0 1,396.8

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

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