S&P500 Future March 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 1,431.3 1,435.1 3.8 0.3% 1,440.9
High 1,437.9 1,446.4 8.5 0.6% 1,444.3
Low 1,428.0 1,434.8 6.8 0.5% 1,431.0
Close 1,435.4 1,446.2 10.8 0.8% 1,436.7
Range 9.9 11.6 1.7 17.2% 13.3
ATR 11.0 11.0 0.0 0.4% 0.0
Volume 27,897 30,302 2,405 8.6% 123,829
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,477.3 1,473.3 1,452.6
R3 1,465.7 1,461.7 1,449.4
R2 1,454.1 1,454.1 1,448.3
R1 1,450.1 1,450.1 1,447.3 1,452.1
PP 1,442.5 1,442.5 1,442.5 1,443.5
S1 1,438.5 1,438.5 1,445.1 1,440.5
S2 1,430.9 1,430.9 1,444.1
S3 1,419.3 1,426.9 1,443.0
S4 1,407.7 1,415.3 1,439.8
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,477.2 1,470.3 1,444.0
R3 1,463.9 1,457.0 1,440.4
R2 1,450.6 1,450.6 1,439.1
R1 1,443.7 1,443.7 1,437.9 1,440.5
PP 1,437.3 1,437.3 1,437.3 1,435.8
S1 1,430.4 1,430.4 1,435.5 1,427.2
S2 1,424.0 1,424.0 1,434.3
S3 1,410.7 1,417.1 1,433.0
S4 1,397.4 1,403.8 1,429.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,446.4 1,426.8 19.6 1.4% 10.5 0.7% 99% True False 30,733
10 1,446.4 1,412.2 34.2 2.4% 10.8 0.7% 99% True False 30,792
20 1,446.4 1,412.2 34.2 2.4% 11.6 0.8% 99% True False 27,118
40 1,446.4 1,392.0 54.4 3.8% 11.1 0.8% 100% True False 39,984
60 1,446.4 1,377.5 68.9 4.8% 10.1 0.7% 100% True False 27,567
80 1,446.4 1,348.0 98.4 6.8% 9.3 0.6% 100% True False 20,799
100 1,446.4 1,316.9 129.5 9.0% 8.2 0.6% 100% True False 16,652
120 1,446.4 1,287.7 158.7 11.0% 6.9 0.5% 100% True False 13,894
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 True
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,495.7
2.618 1,476.8
1.618 1,465.2
1.000 1,458.0
0.618 1,453.6
HIGH 1,446.4
0.618 1,442.0
0.500 1,440.6
0.382 1,439.2
LOW 1,434.8
0.618 1,427.6
1.000 1,423.2
1.618 1,416.0
2.618 1,404.4
4.250 1,385.5
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 1,444.3 1,443.0
PP 1,442.5 1,439.8
S1 1,440.6 1,436.6

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

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