S&P500 Future March 2007


Trading Metrics calculated at close of trading on 30-Nov-2006
Day Change Summary
Previous Current
29-Nov-2006 30-Nov-2006 Change Change % Previous Week
Open 1,404.8 1,414.0 9.2 0.7% 1,415.0
High 1,415.3 1,420.3 5.0 0.4% 1,423.0
Low 1,404.8 1,408.0 3.2 0.2% 1,413.8
Close 1,414.1 1,414.8 0.7 0.0% 1,414.9
Range 10.5 12.3 1.8 17.1% 9.2
ATR 9.3 9.5 0.2 2.3% 0.0
Volume 16,400 21,102 4,702 28.7% 22,666
Daily Pivots for day following 30-Nov-2006
Classic Woodie Camarilla DeMark
R4 1,451.3 1,445.3 1,421.6
R3 1,439.0 1,433.0 1,418.2
R2 1,426.7 1,426.7 1,417.1
R1 1,420.7 1,420.7 1,415.9 1,423.7
PP 1,414.4 1,414.4 1,414.4 1,415.9
S1 1,408.4 1,408.4 1,413.7 1,411.4
S2 1,402.1 1,402.1 1,412.5
S3 1,389.8 1,396.1 1,411.4
S4 1,377.5 1,383.8 1,408.0
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 1,420.3 1,392.0 28.3 2.0% 11.5 0.8% 81% True False 13,861
10 1,423.0 1,392.0 31.0 2.2% 8.2 0.6% 74% False False 9,236
20 1,423.0 1,377.5 45.5 3.2% 8.6 0.6% 82% False False 5,998
40 1,423.0 1,363.0 60.0 4.2% 7.9 0.6% 86% False False 3,341
60 1,423.0 1,316.9 106.1 7.5% 7.2 0.5% 92% False False 2,248
80 1,423.0 1,287.7 135.3 9.6% 5.5 0.4% 94% False False 1,702
100 1,423.0 1,262.2 160.8 11.4% 4.4 0.3% 95% False False 1,374
120 1,423.0 1,253.3 169.7 12.0% 3.8 0.3% 95% False False 1,146
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 1.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,472.6
2.618 1,452.5
1.618 1,440.2
1.000 1,432.6
0.618 1,427.9
HIGH 1,420.3
0.618 1,415.6
0.500 1,414.2
0.382 1,412.7
LOW 1,408.0
0.618 1,400.4
1.000 1,395.7
1.618 1,388.1
2.618 1,375.8
4.250 1,355.7
Fisher Pivots for day following 30-Nov-2006
Pivot 1 day 3 day
R1 1,414.6 1,411.9
PP 1,414.4 1,409.0
S1 1,414.2 1,406.2

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

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