S&P500 Future June 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 1,479.6 1,492.6 13.0 0.9% 1,461.5
High 1,493.5 1,494.7 1.2 0.1% 1,493.5
Low 1,478.8 1,487.0 8.2 0.6% 1,461.2
Close 1,493.1 1,488.3 -4.8 -0.3% 1,493.1
Range 14.7 7.7 -7.0 -47.6% 32.3
ATR 13.1 12.7 -0.4 -2.9% 0.0
Volume 41,186 39,444 -1,742 -4.2% 167,478
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,513.1 1,508.4 1,492.5
R3 1,505.4 1,500.7 1,490.4
R2 1,497.7 1,497.7 1,489.7
R1 1,493.0 1,493.0 1,489.0 1,491.5
PP 1,490.0 1,490.0 1,490.0 1,489.3
S1 1,485.3 1,485.3 1,487.6 1,483.8
S2 1,482.3 1,482.3 1,486.9
S3 1,474.6 1,477.6 1,486.2
S4 1,466.9 1,469.9 1,484.1
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,579.5 1,568.6 1,510.9
R3 1,547.2 1,536.3 1,502.0
R2 1,514.9 1,514.9 1,499.0
R1 1,504.0 1,504.0 1,496.1 1,509.5
PP 1,482.6 1,482.6 1,482.6 1,485.3
S1 1,471.7 1,471.7 1,490.1 1,477.2
S2 1,450.3 1,450.3 1,487.2
S3 1,418.0 1,439.4 1,484.2
S4 1,385.7 1,407.1 1,475.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,494.7 1,468.2 26.5 1.8% 11.7 0.8% 76% True False 35,348
10 1,494.7 1,442.3 52.4 3.5% 11.9 0.8% 88% True False 29,903
20 1,494.7 1,418.5 76.2 5.1% 11.8 0.8% 92% True False 29,698
40 1,494.7 1,375.9 118.8 8.0% 15.4 1.0% 95% True False 44,628
60 1,494.7 1,375.9 118.8 8.0% 12.9 0.9% 95% True False 30,604
80 1,494.7 1,375.9 118.8 8.0% 11.6 0.8% 95% True False 23,222
100 1,494.7 1,375.9 118.8 8.0% 10.0 0.7% 95% True False 18,808
120 1,494.7 1,375.9 118.8 8.0% 8.6 0.6% 95% True False 15,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 2.8
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,527.4
2.618 1,514.9
1.618 1,507.2
1.000 1,502.4
0.618 1,499.5
HIGH 1,494.7
0.618 1,491.8
0.500 1,490.9
0.382 1,489.9
LOW 1,487.0
0.618 1,482.2
1.000 1,479.3
1.618 1,474.5
2.618 1,466.8
4.250 1,454.3
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 1,490.9 1,486.0
PP 1,490.0 1,483.7
S1 1,489.2 1,481.5

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

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