S&P500 Future March 2007


Trading Metrics calculated at close of trading on 22-Nov-2006
Day Change Summary
Previous Current
21-Nov-2006 22-Nov-2006 Change Change % Previous Week
Open 1,417.0 1,418.5 1.5 0.1% 1,396.5
High 1,418.0 1,423.0 5.0 0.4% 1,419.5
Low 1,415.3 1,417.0 1.7 0.1% 1,394.6
Close 1,418.2 1,420.5 2.3 0.2% 1,416.8
Range 2.7 6.0 3.3 122.2% 24.9
ATR 8.3 8.1 -0.2 -2.0% 0.0
Volume 4,055 11,620 7,565 186.6% 12,739
Daily Pivots for day following 22-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,438.2 1,435.3 1,423.8
R3 1,432.2 1,429.3 1,422.2
R2 1,426.2 1,426.2 1,421.6
R1 1,423.3 1,423.3 1,421.1 1,424.8
PP 1,420.2 1,420.2 1,420.2 1,420.9
S1 1,417.3 1,417.3 1,420.0 1,418.8
S2 1,414.2 1,414.2 1,419.4
S3 1,408.2 1,411.3 1,418.9
S4 1,402.2 1,405.3 1,417.2
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 1,423.0 1,410.6 12.4 0.9% 5.0 0.4% 80% True False 4,612
10 1,423.0 1,392.3 30.7 2.2% 7.3 0.5% 92% True False 3,813
20 1,423.0 1,377.5 45.5 3.2% 7.9 0.6% 95% True False 2,732
40 1,423.0 1,348.0 75.0 5.3% 7.5 0.5% 97% True False 1,615
60 1,423.0 1,316.9 106.1 7.5% 6.3 0.4% 98% True False 1,098
80 1,423.0 1,287.7 135.3 9.5% 4.8 0.3% 98% True False 848
100 1,423.0 1,262.2 160.8 11.3% 4.0 0.3% 98% True False 681
120 1,423.0 1,253.3 169.7 11.9% 3.5 0.2% 99% True False 569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,448.5
2.618 1,438.7
1.618 1,432.7
1.000 1,429.0
0.618 1,426.7
HIGH 1,423.0
0.618 1,420.7
0.500 1,420.0
0.382 1,419.3
LOW 1,417.0
0.618 1,413.3
1.000 1,411.0
1.618 1,407.3
2.618 1,401.3
4.250 1,391.5
Fisher Pivots for day following 22-Nov-2006
Pivot 1 day 3 day
R1 1,420.3 1,419.8
PP 1,420.2 1,419.1
S1 1,420.0 1,418.4

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

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