S&P500 Future March 2007


Trading Metrics calculated at close of trading on 28-Dec-2006
Day Change Summary
Previous Current
27-Dec-2006 28-Dec-2006 Change Change % Previous Week
Open 1,428.8 1,437.0 8.2 0.6% 1,438.2
High 1,438.7 1,438.0 -0.7 0.0% 1,443.7
Low 1,428.7 1,432.0 3.3 0.2% 1,420.0
Close 1,437.1 1,433.8 -3.3 -0.2% 1,420.3
Range 10.0 6.0 -4.0 -40.0% 23.7
ATR 10.2 9.9 -0.3 -2.9% 0.0
Volume 15,919 21,982 6,063 38.1% 144,752
Daily Pivots for day following 28-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,452.6 1,449.2 1,437.1
R3 1,446.6 1,443.2 1,435.5
R2 1,440.6 1,440.6 1,434.9
R1 1,437.2 1,437.2 1,434.4 1,435.9
PP 1,434.6 1,434.6 1,434.6 1,434.0
S1 1,431.2 1,431.2 1,433.3 1,429.9
S2 1,428.6 1,428.6 1,432.7
S3 1,422.6 1,425.2 1,432.2
S4 1,416.6 1,419.2 1,430.5
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,499.1 1,483.4 1,433.3
R3 1,475.4 1,459.7 1,426.8
R2 1,451.7 1,451.7 1,424.6
R1 1,436.0 1,436.0 1,422.5 1,432.0
PP 1,428.0 1,428.0 1,428.0 1,426.0
S1 1,412.3 1,412.3 1,418.1 1,408.3
S2 1,404.3 1,404.3 1,416.0
S3 1,380.6 1,388.6 1,413.8
S4 1,356.9 1,364.9 1,407.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,439.5 1,420.0 19.5 1.4% 9.9 0.7% 71% False False 20,488
10 1,444.9 1,420.0 24.9 1.7% 10.4 0.7% 55% False False 38,142
20 1,444.9 1,399.5 45.4 3.2% 10.3 0.7% 76% False False 54,602
40 1,444.9 1,377.5 67.4 4.7% 9.5 0.7% 84% False False 29,790
60 1,444.9 1,352.3 92.6 6.5% 8.7 0.6% 88% False False 20,077
80 1,444.9 1,316.9 128.0 8.9% 7.8 0.5% 91% False False 15,072
100 1,444.9 1,287.7 157.2 11.0% 6.3 0.4% 93% False False 12,071
120 1,444.9 1,262.2 182.7 12.7% 5.4 0.4% 94% False False 10,069
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,463.5
2.618 1,453.7
1.618 1,447.7
1.000 1,444.0
0.618 1,441.7
HIGH 1,438.0
0.618 1,435.7
0.500 1,435.0
0.382 1,434.3
LOW 1,432.0
0.618 1,428.3
1.000 1,426.0
1.618 1,422.3
2.618 1,416.3
4.250 1,406.5
Fisher Pivots for day following 28-Dec-2006
Pivot 1 day 3 day
R1 1,435.0 1,432.4
PP 1,434.6 1,431.0
S1 1,434.2 1,429.6

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

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