S&P500 Future March 2007


Trading Metrics calculated at close of trading on 06-Feb-2007
Day Change Summary
Previous Current
05-Feb-2007 06-Feb-2007 Change Change % Previous Week
Open 1,452.6 1,453.4 0.8 0.1% 1,427.8
High 1,454.0 1,455.6 1.6 0.1% 1,454.7
Low 1,448.1 1,447.8 -0.3 0.0% 1,423.3
Close 1,453.7 1,453.3 -0.4 0.0% 1,453.1
Range 5.9 7.8 1.9 32.2% 31.4
ATR 10.8 10.6 -0.2 -2.0% 0.0
Volume 26,907 19,700 -7,207 -26.8% 187,605
Daily Pivots for day following 06-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,475.6 1,472.3 1,457.6
R3 1,467.8 1,464.5 1,455.4
R2 1,460.0 1,460.0 1,454.7
R1 1,456.7 1,456.7 1,454.0 1,454.5
PP 1,452.2 1,452.2 1,452.2 1,451.1
S1 1,448.9 1,448.9 1,452.6 1,446.7
S2 1,444.4 1,444.4 1,451.9
S3 1,436.6 1,441.1 1,451.2
S4 1,428.8 1,433.3 1,449.0
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 1,455.6 1,429.2 26.4 1.8% 9.5 0.7% 91% True False 31,789
10 1,455.6 1,421.8 33.8 2.3% 10.8 0.7% 93% True False 33,166
20 1,455.6 1,412.2 43.4 3.0% 10.9 0.7% 95% True False 31,719
40 1,455.6 1,412.2 43.4 3.0% 11.1 0.8% 95% True False 41,222
60 1,455.6 1,392.0 63.6 4.4% 10.4 0.7% 96% True False 32,358
80 1,455.6 1,363.0 92.6 6.4% 9.8 0.7% 98% True False 24,562
100 1,455.6 1,332.0 123.6 8.5% 9.0 0.6% 98% True False 19,658
120 1,455.6 1,310.1 145.5 10.0% 7.6 0.5% 98% True False 16,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,488.8
2.618 1,476.0
1.618 1,468.2
1.000 1,463.4
0.618 1,460.4
HIGH 1,455.6
0.618 1,452.6
0.500 1,451.7
0.382 1,450.8
LOW 1,447.8
0.618 1,443.0
1.000 1,440.0
1.618 1,435.2
2.618 1,427.4
4.250 1,414.7
Fisher Pivots for day following 06-Feb-2007
Pivot 1 day 3 day
R1 1,452.8 1,452.8
PP 1,452.2 1,452.2
S1 1,451.7 1,451.7

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

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