S&P500 Future March 2007


Trading Metrics calculated at close of trading on 21-Nov-2006
Day Change Summary
Previous Current
20-Nov-2006 21-Nov-2006 Change Change % Previous Week
Open 1,415.0 1,417.0 2.0 0.1% 1,396.5
High 1,419.5 1,418.0 -1.5 -0.1% 1,419.5
Low 1,413.8 1,415.3 1.5 0.1% 1,394.6
Close 1,417.3 1,418.2 0.9 0.1% 1,416.8
Range 5.7 2.7 -3.0 -52.6% 24.9
ATR 8.7 8.3 -0.4 -4.9% 0.0
Volume 3,003 4,055 1,052 35.0% 12,739
Daily Pivots for day following 21-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,425.3 1,424.4 1,419.7
R3 1,422.6 1,421.7 1,418.9
R2 1,419.9 1,419.9 1,418.7
R1 1,419.0 1,419.0 1,418.4 1,419.5
PP 1,417.2 1,417.2 1,417.2 1,417.4
S1 1,416.3 1,416.3 1,418.0 1,416.8
S2 1,414.5 1,414.5 1,417.7
S3 1,411.8 1,413.6 1,417.5
S4 1,409.1 1,410.9 1,416.7
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,485.0 1,475.8 1,430.5
R3 1,460.1 1,450.9 1,423.6
R2 1,435.2 1,435.2 1,421.4
R1 1,426.0 1,426.0 1,419.1 1,430.6
PP 1,410.3 1,410.3 1,410.3 1,412.6
S1 1,401.1 1,401.1 1,414.5 1,405.7
S2 1,385.4 1,385.4 1,412.2
S3 1,360.5 1,376.2 1,410.0
S4 1,335.6 1,351.3 1,403.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,419.5 1,408.0 11.5 0.8% 5.6 0.4% 89% False False 3,174
10 1,419.5 1,392.3 27.2 1.9% 7.9 0.6% 95% False False 2,911
20 1,419.5 1,377.5 42.0 3.0% 8.0 0.6% 97% False False 2,203
40 1,419.5 1,348.0 71.5 5.0% 7.5 0.5% 98% False False 1,325
60 1,419.5 1,316.9 102.6 7.2% 6.2 0.4% 99% False False 904
80 1,419.5 1,287.7 131.8 9.3% 4.7 0.3% 99% False False 703
100 1,419.5 1,262.2 157.3 11.1% 4.0 0.3% 99% False False 565
120 1,419.5 1,253.3 166.2 11.7% 3.5 0.2% 99% False False 473
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1,429.5
2.618 1,425.1
1.618 1,422.4
1.000 1,420.7
0.618 1,419.7
HIGH 1,418.0
0.618 1,417.0
0.500 1,416.7
0.382 1,416.3
LOW 1,415.3
0.618 1,413.6
1.000 1,412.6
1.618 1,410.9
2.618 1,408.2
4.250 1,403.8
Fisher Pivots for day following 21-Nov-2006
Pivot 1 day 3 day
R1 1,417.7 1,417.2
PP 1,417.2 1,416.1
S1 1,416.7 1,415.1

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

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