S&P500 Future June 2007


Trading Metrics calculated at close of trading on 24-Apr-2007
Day Change Summary
Previous Current
23-Apr-2007 24-Apr-2007 Change Change % Previous Week
Open 1,492.6 1,488.1 -4.5 -0.3% 1,461.5
High 1,494.7 1,491.3 -3.4 -0.2% 1,493.5
Low 1,487.0 1,480.5 -6.5 -0.4% 1,461.2
Close 1,488.3 1,488.5 0.2 0.0% 1,493.1
Range 7.7 10.8 3.1 40.3% 32.3
ATR 12.7 12.5 -0.1 -1.1% 0.0
Volume 39,444 30,432 -9,012 -22.8% 167,478
Daily Pivots for day following 24-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,519.2 1,514.6 1,494.4
R3 1,508.4 1,503.8 1,491.5
R2 1,497.6 1,497.6 1,490.5
R1 1,493.0 1,493.0 1,489.5 1,495.3
PP 1,486.8 1,486.8 1,486.8 1,487.9
S1 1,482.2 1,482.2 1,487.5 1,484.5
S2 1,476.0 1,476.0 1,486.5
S3 1,465.2 1,471.4 1,485.5
S4 1,454.4 1,460.6 1,482.6
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% 11.6 0.8% 77% False False 35,082
10 1,494.7 1,442.3 52.4 3.5% 12.3 0.8% 88% False False 31,356
20 1,494.7 1,418.5 76.2 5.1% 11.9 0.8% 92% False False 29,701
40 1,494.7 1,375.9 118.8 8.0% 14.5 1.0% 95% False False 45,167
60 1,494.7 1,375.9 118.8 8.0% 12.9 0.9% 95% False False 30,991
80 1,494.7 1,375.9 118.8 8.0% 11.7 0.8% 95% False False 23,584
100 1,494.7 1,375.9 118.8 8.0% 10.1 0.7% 95% False False 19,112
120 1,494.7 1,375.9 118.8 8.0% 8.6 0.6% 95% False False 15,975
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 2.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,537.2
2.618 1,519.6
1.618 1,508.8
1.000 1,502.1
0.618 1,498.0
HIGH 1,491.3
0.618 1,487.2
0.500 1,485.9
0.382 1,484.6
LOW 1,480.5
0.618 1,473.8
1.000 1,469.7
1.618 1,463.0
2.618 1,452.2
4.250 1,434.6
Fisher Pivots for day following 24-Apr-2007
Pivot 1 day 3 day
R1 1,487.6 1,487.9
PP 1,486.8 1,487.3
S1 1,485.9 1,486.8

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

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