S&P500 Future March 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 1,430.1 1,427.8 -2.3 -0.2% 1,437.2
High 1,432.9 1,432.5 -0.4 0.0% 1,447.2
Low 1,421.8 1,423.3 1.5 0.1% 1,421.8
Close 1,427.5 1,426.2 -1.3 -0.1% 1,427.5
Range 11.1 9.2 -1.9 -17.1% 25.4
ATR 11.6 11.4 -0.2 -1.5% 0.0
Volume 35,835 41,433 5,598 15.6% 153,812
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,454.9 1,449.8 1,431.3
R3 1,445.7 1,440.6 1,428.7
R2 1,436.5 1,436.5 1,427.9
R1 1,431.4 1,431.4 1,427.0 1,429.4
PP 1,427.3 1,427.3 1,427.3 1,426.3
S1 1,422.2 1,422.2 1,425.4 1,420.2
S2 1,418.1 1,418.1 1,424.5
S3 1,408.9 1,413.0 1,423.7
S4 1,399.7 1,403.8 1,421.1
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,508.4 1,493.3 1,441.5
R3 1,483.0 1,467.9 1,434.5
R2 1,457.6 1,457.6 1,432.2
R1 1,442.5 1,442.5 1,429.8 1,437.4
PP 1,432.2 1,432.2 1,432.2 1,429.6
S1 1,417.1 1,417.1 1,425.2 1,412.0
S2 1,406.8 1,406.8 1,422.8
S3 1,381.4 1,391.7 1,420.5
S4 1,356.0 1,366.3 1,413.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,447.2 1,421.8 25.4 1.8% 12.3 0.9% 17% False False 33,357
10 1,447.2 1,421.8 25.4 1.8% 10.8 0.8% 17% False False 31,907
20 1,447.2 1,412.2 35.0 2.5% 12.0 0.8% 40% False False 29,485
40 1,447.2 1,399.5 47.7 3.3% 11.3 0.8% 56% False False 41,904
60 1,447.2 1,377.5 69.7 4.9% 10.4 0.7% 70% False False 29,340
80 1,447.2 1,348.0 99.2 7.0% 9.6 0.7% 79% False False 22,154
100 1,447.2 1,316.9 130.3 9.1% 8.6 0.6% 84% False False 17,735
120 1,447.2 1,287.7 159.5 11.2% 7.2 0.5% 87% False False 14,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 2.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,471.6
2.618 1,456.6
1.618 1,447.4
1.000 1,441.7
0.618 1,438.2
HIGH 1,432.5
0.618 1,429.0
0.500 1,427.9
0.382 1,426.8
LOW 1,423.3
0.618 1,417.6
1.000 1,414.1
1.618 1,408.4
2.618 1,399.2
4.250 1,384.2
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 1,427.9 1,434.5
PP 1,427.3 1,431.7
S1 1,426.8 1,429.0

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

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