S&P500 Future March 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 1,450.9 1,452.6 1.7 0.1% 1,427.8
High 1,454.7 1,454.0 -0.7 0.0% 1,454.7
Low 1,448.9 1,448.1 -0.8 -0.1% 1,423.3
Close 1,453.1 1,453.7 0.6 0.0% 1,453.1
Range 5.8 5.9 0.1 1.7% 31.4
ATR 11.2 10.8 -0.4 -3.4% 0.0
Volume 41,031 26,907 -14,124 -34.4% 187,605
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,469.6 1,467.6 1,456.9
R3 1,463.7 1,461.7 1,455.3
R2 1,457.8 1,457.8 1,454.8
R1 1,455.8 1,455.8 1,454.2 1,456.8
PP 1,451.9 1,451.9 1,451.9 1,452.5
S1 1,449.9 1,449.9 1,453.2 1,450.9
S2 1,446.0 1,446.0 1,452.6
S3 1,440.1 1,444.0 1,452.1
S4 1,434.2 1,438.1 1,450.5
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,537.9 1,526.9 1,470.4
R3 1,506.5 1,495.5 1,461.7
R2 1,475.1 1,475.1 1,458.9
R1 1,464.1 1,464.1 1,456.0 1,469.6
PP 1,443.7 1,443.7 1,443.7 1,446.5
S1 1,432.7 1,432.7 1,450.2 1,438.2
S2 1,412.3 1,412.3 1,447.3
S3 1,380.9 1,401.3 1,444.5
S4 1,349.5 1,369.9 1,435.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,454.7 1,425.6 29.1 2.0% 9.7 0.7% 97% False False 34,615
10 1,454.7 1,421.8 32.9 2.3% 11.0 0.8% 97% False False 33,986
20 1,454.7 1,412.2 42.5 2.9% 11.0 0.8% 98% False False 32,306
40 1,454.7 1,412.2 42.5 2.9% 11.0 0.8% 98% False False 42,329
60 1,454.7 1,392.0 62.7 4.3% 10.5 0.7% 98% False False 32,079
80 1,454.7 1,363.0 91.7 6.3% 9.7 0.7% 99% False False 24,316
100 1,454.7 1,326.0 128.7 8.9% 9.1 0.6% 99% False False 19,462
120 1,454.7 1,295.4 159.3 11.0% 7.6 0.5% 99% False False 16,232
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,479.1
2.618 1,469.4
1.618 1,463.5
1.000 1,459.9
0.618 1,457.6
HIGH 1,454.0
0.618 1,451.7
0.500 1,451.1
0.382 1,450.4
LOW 1,448.1
0.618 1,444.5
1.000 1,442.2
1.618 1,438.6
2.618 1,432.7
4.250 1,423.0
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 1,452.8 1,451.8
PP 1,451.9 1,449.8
S1 1,451.1 1,447.9

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

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