S&P500 Future March 2007


Trading Metrics calculated at close of trading on 07-Feb-2007
Day Change Summary
Previous Current
06-Feb-2007 07-Feb-2007 Change Change % Previous Week
Open 1,453.4 1,453.2 -0.2 0.0% 1,427.8
High 1,455.6 1,457.7 2.1 0.1% 1,454.7
Low 1,447.8 1,450.6 2.8 0.2% 1,423.3
Close 1,453.3 1,455.7 2.4 0.2% 1,453.1
Range 7.8 7.1 -0.7 -9.0% 31.4
ATR 10.6 10.4 -0.3 -2.4% 0.0
Volume 19,700 21,953 2,253 11.4% 187,605
Daily Pivots for day following 07-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,476.0 1,472.9 1,459.6
R3 1,468.9 1,465.8 1,457.7
R2 1,461.8 1,461.8 1,457.0
R1 1,458.7 1,458.7 1,456.4 1,460.3
PP 1,454.7 1,454.7 1,454.7 1,455.4
S1 1,451.6 1,451.6 1,455.0 1,453.2
S2 1,447.6 1,447.6 1,454.4
S3 1,440.5 1,444.5 1,453.7
S4 1,433.4 1,437.4 1,451.8
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 1,457.7 1,441.0 16.7 1.1% 7.5 0.5% 88% True False 30,533
10 1,457.7 1,421.8 35.9 2.5% 10.3 0.7% 94% True False 32,331
20 1,457.7 1,412.2 45.5 3.1% 10.6 0.7% 96% True False 31,562
40 1,457.7 1,412.2 45.5 3.1% 11.0 0.8% 96% True False 39,975
60 1,457.7 1,392.0 65.7 4.5% 10.4 0.7% 97% True False 32,680
80 1,457.7 1,376.0 81.7 5.6% 9.8 0.7% 98% True False 24,836
100 1,457.7 1,332.0 125.7 8.6% 9.1 0.6% 98% True False 19,877
120 1,457.7 1,316.9 140.8 9.7% 7.7 0.5% 99% True False 16,579
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,487.9
2.618 1,476.3
1.618 1,469.2
1.000 1,464.8
0.618 1,462.1
HIGH 1,457.7
0.618 1,455.0
0.500 1,454.2
0.382 1,453.3
LOW 1,450.6
0.618 1,446.2
1.000 1,443.5
1.618 1,439.1
2.618 1,432.0
4.250 1,420.4
Fisher Pivots for day following 07-Feb-2007
Pivot 1 day 3 day
R1 1,455.2 1,454.7
PP 1,454.7 1,453.7
S1 1,454.2 1,452.8

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

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