S&P500 Future March 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 1,411.0 1,401.5 -9.5 -0.7% 1,387.0
High 1,411.4 1,410.0 -1.4 -0.1% 1,411.4
Low 1,398.3 1,399.0 0.7 0.1% 1,368.7
Close 1,404.9 1,406.9 2.0 0.1% 1,404.9
Range 13.1 11.0 -2.1 -16.0% 42.7
ATR 17.5 17.0 -0.5 -2.6% 0.0
Volume 94,378 95,041 663 0.7% 514,965
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,438.3 1,433.6 1,413.0
R3 1,427.3 1,422.6 1,409.9
R2 1,416.3 1,416.3 1,408.9
R1 1,411.6 1,411.6 1,407.9 1,414.0
PP 1,405.3 1,405.3 1,405.3 1,406.5
S1 1,400.6 1,400.6 1,405.9 1,403.0
S2 1,394.3 1,394.3 1,404.9
S3 1,383.3 1,389.6 1,403.9
S4 1,372.3 1,378.6 1,400.9
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1,523.1 1,506.7 1,428.4
R3 1,480.4 1,464.0 1,416.6
R2 1,437.7 1,437.7 1,412.7
R1 1,421.3 1,421.3 1,408.8 1,429.5
PP 1,395.0 1,395.0 1,395.0 1,399.1
S1 1,378.6 1,378.6 1,401.0 1,386.8
S2 1,352.3 1,352.3 1,397.1
S3 1,309.6 1,335.9 1,393.2
S4 1,266.9 1,293.2 1,381.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,411.4 1,368.7 42.7 3.0% 16.9 1.2% 89% False False 105,861
10 1,452.7 1,368.7 84.0 6.0% 25.6 1.8% 45% False False 90,582
20 1,464.5 1,368.7 95.8 6.8% 17.6 1.3% 40% False False 60,442
40 1,464.5 1,368.7 95.8 6.8% 14.1 1.0% 40% False False 45,550
60 1,464.5 1,368.7 95.8 6.8% 13.3 0.9% 40% False False 44,173
80 1,464.5 1,368.7 95.8 6.8% 12.3 0.9% 40% False False 40,132
100 1,464.5 1,368.7 95.8 6.8% 11.5 0.8% 40% False False 32,422
120 1,464.5 1,332.0 132.5 9.4% 10.7 0.8% 57% False False 27,034
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,456.8
2.618 1,438.8
1.618 1,427.8
1.000 1,421.0
0.618 1,416.8
HIGH 1,410.0
0.618 1,405.8
0.500 1,404.5
0.382 1,403.2
LOW 1,399.0
0.618 1,392.2
1.000 1,388.0
1.618 1,381.2
2.618 1,370.2
4.250 1,352.3
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 1,406.1 1,404.9
PP 1,405.3 1,402.9
S1 1,404.5 1,400.9

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

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