S&P500 Future March 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 1,395.1 1,392.7 -2.4 -0.2% 1,453.9
High 1,402.3 1,409.0 6.7 0.5% 1,459.6
Low 1,391.2 1,390.3 -0.9 -0.1% 1,381.0
Close 1,393.2 1,404.8 11.6 0.8% 1,385.8
Range 11.1 18.7 7.6 68.5% 78.6
ATR 17.7 17.8 0.1 0.4% 0.0
Volume 103,086 117,794 14,708 14.3% 328,466
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,457.5 1,449.8 1,415.1
R3 1,438.8 1,431.1 1,409.9
R2 1,420.1 1,420.1 1,408.2
R1 1,412.4 1,412.4 1,406.5 1,416.3
PP 1,401.4 1,401.4 1,401.4 1,403.3
S1 1,393.7 1,393.7 1,403.1 1,397.6
S2 1,382.7 1,382.7 1,401.4
S3 1,364.0 1,375.0 1,399.7
S4 1,345.3 1,356.3 1,394.5
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,644.6 1,593.8 1,429.0
R3 1,566.0 1,515.2 1,407.4
R2 1,487.4 1,487.4 1,400.2
R1 1,436.6 1,436.6 1,393.0 1,422.7
PP 1,408.8 1,408.8 1,408.8 1,401.9
S1 1,358.0 1,358.0 1,378.6 1,344.1
S2 1,330.2 1,330.2 1,371.4
S3 1,251.6 1,279.4 1,364.2
S4 1,173.0 1,200.8 1,342.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,409.9 1,368.7 41.2 2.9% 21.5 1.5% 88% False False 99,401
10 1,459.6 1,368.7 90.9 6.5% 25.2 1.8% 40% False False 78,568
20 1,464.5 1,368.7 95.8 6.8% 17.8 1.3% 38% False False 53,354
40 1,464.5 1,368.7 95.8 6.8% 14.2 1.0% 38% False False 42,458
60 1,464.5 1,368.7 95.8 6.8% 13.2 0.9% 38% False False 44,434
80 1,464.5 1,368.7 95.8 6.8% 12.2 0.9% 38% False False 37,849
100 1,464.5 1,368.7 95.8 6.8% 11.4 0.8% 38% False False 30,540
120 1,464.5 1,332.0 132.5 9.4% 10.6 0.8% 55% False False 25,457
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,488.5
2.618 1,458.0
1.618 1,439.3
1.000 1,427.7
0.618 1,420.6
HIGH 1,409.0
0.618 1,401.9
0.500 1,399.7
0.382 1,397.4
LOW 1,390.3
0.618 1,378.7
1.000 1,371.6
1.618 1,360.0
2.618 1,341.3
4.250 1,310.8
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 1,403.1 1,399.5
PP 1,401.4 1,394.2
S1 1,399.7 1,388.9

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

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