S&P500 Future March 2007


Trading Metrics calculated at close of trading on 08-Dec-2006
Day Change Summary
Previous Current
07-Dec-2006 08-Dec-2006 Change Change % Previous Week
Open 1,429.0 1,420.9 -8.1 -0.6% 1,412.0
High 1,432.0 1,427.7 -4.3 -0.3% 1,432.0
Low 1,420.0 1,416.5 -3.5 -0.2% 1,412.0
Close 1,420.8 1,422.2 1.4 0.1% 1,422.2
Range 12.0 11.2 -0.8 -6.7% 20.0
ATR 9.8 9.9 0.1 1.0% 0.0
Volume 71,871 122,706 50,835 70.7% 348,443
Daily Pivots for day following 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,455.7 1,450.2 1,428.4
R3 1,444.5 1,439.0 1,425.3
R2 1,433.3 1,433.3 1,424.3
R1 1,427.8 1,427.8 1,423.2 1,430.6
PP 1,422.1 1,422.1 1,422.1 1,423.5
S1 1,416.6 1,416.6 1,421.2 1,419.4
S2 1,410.9 1,410.9 1,420.1
S3 1,399.7 1,405.4 1,419.1
S4 1,388.5 1,394.2 1,416.0
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,482.1 1,472.1 1,433.2
R3 1,462.1 1,452.1 1,427.7
R2 1,442.1 1,442.1 1,425.9
R1 1,432.1 1,432.1 1,424.0 1,437.1
PP 1,422.1 1,422.1 1,422.1 1,424.6
S1 1,412.1 1,412.1 1,420.4 1,417.1
S2 1,402.1 1,402.1 1,418.5
S3 1,382.1 1,392.1 1,416.7
S4 1,362.1 1,372.1 1,411.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,432.0 1,412.0 20.0 1.4% 9.6 0.7% 51% False False 69,688
10 1,432.0 1,392.0 40.0 2.8% 11.6 0.8% 76% False False 44,242
20 1,432.0 1,392.0 40.0 2.8% 9.2 0.6% 76% False False 24,090
40 1,432.0 1,377.5 54.5 3.8% 8.7 0.6% 82% False False 12,766
60 1,432.0 1,332.0 100.0 7.0% 8.0 0.6% 90% False False 8,521
80 1,432.0 1,316.9 115.1 8.1% 6.2 0.4% 91% False False 6,415
100 1,432.0 1,266.7 165.3 11.6% 5.0 0.4% 94% False False 5,144
120 1,432.0 1,262.2 169.8 11.9% 4.4 0.3% 94% False False 4,288
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 False
Stretch 1.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,475.3
2.618 1,457.0
1.618 1,445.8
1.000 1,438.9
0.618 1,434.6
HIGH 1,427.7
0.618 1,423.4
0.500 1,422.1
0.382 1,420.8
LOW 1,416.5
0.618 1,409.6
1.000 1,405.3
1.618 1,398.4
2.618 1,387.2
4.250 1,368.9
Fisher Pivots for day following 08-Dec-2006
Pivot 1 day 3 day
R1 1,422.2 1,424.3
PP 1,422.1 1,423.6
S1 1,422.1 1,422.9

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

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