S&P500 Future March 2007


Trading Metrics calculated at close of trading on 28-Nov-2006
Day Change Summary
Previous Current
27-Nov-2006 28-Nov-2006 Change Change % Previous Week
Open 1,414.5 1,392.8 -21.7 -1.5% 1,415.0
High 1,414.5 1,401.7 -12.8 -0.9% 1,423.0
Low 1,395.0 1,392.0 -3.0 -0.2% 1,413.8
Close 1,395.3 1,400.4 5.1 0.4% 1,414.9
Range 19.5 9.7 -9.8 -50.3% 9.2
ATR 8.8 8.9 0.1 0.7% 0.0
Volume 1,164 26,654 25,490 2,189.9% 22,666
Daily Pivots for day following 28-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,427.1 1,423.5 1,405.7
R3 1,417.4 1,413.8 1,403.1
R2 1,407.7 1,407.7 1,402.2
R1 1,404.1 1,404.1 1,401.3 1,405.9
PP 1,398.0 1,398.0 1,398.0 1,399.0
S1 1,394.4 1,394.4 1,399.5 1,396.2
S2 1,388.3 1,388.3 1,398.6
S3 1,378.6 1,384.7 1,397.7
S4 1,368.9 1,375.0 1,395.1
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,444.8 1,439.1 1,420.0
R3 1,435.6 1,429.9 1,417.4
R2 1,426.4 1,426.4 1,416.6
R1 1,420.7 1,420.7 1,415.7 1,419.0
PP 1,417.2 1,417.2 1,417.2 1,416.4
S1 1,411.5 1,411.5 1,414.1 1,409.8
S2 1,408.0 1,408.0 1,413.2
S3 1,398.8 1,402.3 1,412.4
S4 1,389.6 1,393.1 1,409.8
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 1,392.0 31.0 2.2% 8.7 0.6% 27% False True 9,496
10 1,423.0 1,392.0 31.0 2.2% 8.4 0.6% 27% False True 6,039
20 1,423.0 1,377.5 45.5 3.2% 8.6 0.6% 50% False False 4,214
40 1,423.0 1,348.0 75.0 5.4% 8.0 0.6% 70% False False 2,405
60 1,423.0 1,316.9 106.1 7.6% 6.8 0.5% 79% False False 1,623
80 1,423.0 1,287.7 135.3 9.7% 5.2 0.4% 83% False False 1,234
100 1,423.0 1,262.2 160.8 11.5% 4.4 0.3% 86% False False 999
120 1,423.0 1,253.3 169.7 12.1% 3.6 0.3% 87% False False 834
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 True
Bull Hook False
Stretch 1.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,442.9
2.618 1,427.1
1.618 1,417.4
1.000 1,411.4
0.618 1,407.7
HIGH 1,401.7
0.618 1,398.0
0.500 1,396.9
0.382 1,395.7
LOW 1,392.0
0.618 1,386.0
1.000 1,382.3
1.618 1,376.3
2.618 1,366.6
4.250 1,350.8
Fisher Pivots for day following 28-Nov-2006
Pivot 1 day 3 day
R1 1,399.2 1,405.8
PP 1,398.0 1,404.0
S1 1,396.9 1,402.2

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

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