S&P500 Future March 2007


Trading Metrics calculated at close of trading on 14-Feb-2007
Day Change Summary
Previous Current
13-Feb-2007 14-Feb-2007 Change Change % Previous Week
Open 1,438.1 1,449.1 11.0 0.8% 1,452.6
High 1,449.7 1,461.3 11.6 0.8% 1,457.7
Low 1,437.6 1,448.8 11.2 0.8% 1,437.2
Close 1,449.4 1,458.6 9.2 0.6% 1,442.9
Range 12.1 12.5 0.4 3.3% 20.5
ATR 10.9 11.0 0.1 1.0% 0.0
Volume 23,796 25,817 2,021 8.5% 116,208
Daily Pivots for day following 14-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,493.7 1,488.7 1,465.5
R3 1,481.2 1,476.2 1,462.0
R2 1,468.7 1,468.7 1,460.9
R1 1,463.7 1,463.7 1,459.7 1,466.2
PP 1,456.2 1,456.2 1,456.2 1,457.5
S1 1,451.2 1,451.2 1,457.5 1,453.7
S2 1,443.7 1,443.7 1,456.3
S3 1,431.2 1,438.7 1,455.2
S4 1,418.7 1,426.2 1,451.7
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,507.4 1,495.7 1,454.2
R3 1,486.9 1,475.2 1,448.5
R2 1,466.4 1,466.4 1,446.7
R1 1,454.7 1,454.7 1,444.8 1,450.3
PP 1,445.9 1,445.9 1,445.9 1,443.8
S1 1,434.2 1,434.2 1,441.0 1,429.8
S2 1,425.4 1,425.4 1,439.1
S3 1,404.9 1,413.7 1,437.3
S4 1,384.4 1,393.2 1,431.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,461.3 1,435.1 26.2 1.8% 12.5 0.9% 90% True False 27,527
10 1,461.3 1,435.1 26.2 1.8% 10.0 0.7% 90% True False 29,030
20 1,461.3 1,421.8 39.5 2.7% 10.9 0.7% 93% True False 30,731
40 1,461.3 1,412.2 49.1 3.4% 11.2 0.8% 95% True False 30,134
60 1,461.3 1,392.0 69.3 4.8% 10.6 0.7% 96% True False 34,723
80 1,461.3 1,377.5 83.8 5.7% 10.1 0.7% 97% True False 26,485
100 1,461.3 1,332.0 129.3 8.9% 9.5 0.7% 98% True False 21,250
120 1,461.3 1,316.9 144.4 9.9% 8.2 0.6% 98% True False 17,726
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,514.4
2.618 1,494.0
1.618 1,481.5
1.000 1,473.8
0.618 1,469.0
HIGH 1,461.3
0.618 1,456.5
0.500 1,455.1
0.382 1,453.6
LOW 1,448.8
0.618 1,441.1
1.000 1,436.3
1.618 1,428.6
2.618 1,416.1
4.250 1,395.7
Fisher Pivots for day following 14-Feb-2007
Pivot 1 day 3 day
R1 1,457.4 1,455.1
PP 1,456.2 1,451.7
S1 1,455.1 1,448.2

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

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