S&P500 Future March 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 1,427.8 1,426.4 -1.4 -0.1% 1,437.2
High 1,432.5 1,434.5 2.0 0.1% 1,447.2
Low 1,423.3 1,425.6 2.3 0.2% 1,421.8
Close 1,426.2 1,434.0 7.8 0.5% 1,427.5
Range 9.2 8.9 -0.3 -3.3% 25.4
ATR 11.4 11.3 -0.2 -1.6% 0.0
Volume 41,433 33,832 -7,601 -18.3% 153,812
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,458.1 1,454.9 1,438.9
R3 1,449.2 1,446.0 1,436.4
R2 1,440.3 1,440.3 1,435.6
R1 1,437.1 1,437.1 1,434.8 1,438.7
PP 1,431.4 1,431.4 1,431.4 1,432.2
S1 1,428.2 1,428.2 1,433.2 1,429.8
S2 1,422.5 1,422.5 1,432.4
S3 1,413.6 1,419.3 1,431.6
S4 1,404.7 1,410.4 1,429.1
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% 12.1 0.8% 48% False False 34,544
10 1,447.2 1,421.8 25.4 1.8% 10.8 0.8% 48% False False 32,772
20 1,447.2 1,412.2 35.0 2.4% 12.2 0.8% 62% False False 30,077
40 1,447.2 1,399.5 47.7 3.3% 11.2 0.8% 72% False False 42,340
60 1,447.2 1,377.5 69.7 4.9% 10.4 0.7% 81% False False 29,886
80 1,447.2 1,352.3 94.9 6.6% 9.6 0.7% 86% False False 22,577
100 1,447.2 1,316.9 130.3 9.1% 8.7 0.6% 90% False False 18,073
120 1,447.2 1,287.7 159.5 11.1% 7.3 0.5% 92% False False 15,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,472.3
2.618 1,457.8
1.618 1,448.9
1.000 1,443.4
0.618 1,440.0
HIGH 1,434.5
0.618 1,431.1
0.500 1,430.1
0.382 1,429.0
LOW 1,425.6
0.618 1,420.1
1.000 1,416.7
1.618 1,411.2
2.618 1,402.3
4.250 1,387.8
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 1,432.7 1,432.1
PP 1,431.4 1,430.1
S1 1,430.1 1,428.2

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

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