S&P500 Future June 2007


Trading Metrics calculated at close of trading on 01-May-2007
Day Change Summary
Previous Current
30-Apr-2007 01-May-2007 Change Change % Previous Week
Open 1,501.1 1,489.2 -11.9 -0.8% 1,492.6
High 1,504.8 1,493.0 -11.8 -0.8% 1,504.8
Low 1,488.0 1,482.2 -5.8 -0.4% 1,480.5
Close 1,488.4 1,492.7 4.3 0.3% 1,502.0
Range 16.8 10.8 -6.0 -35.7% 24.3
ATR 12.5 12.4 -0.1 -1.0% 0.0
Volume 27,664 35,135 7,471 27.0% 167,601
Daily Pivots for day following 01-May-2007
Classic Woodie Camarilla DeMark
R4 1,521.7 1,518.0 1,498.6
R3 1,510.9 1,507.2 1,495.7
R2 1,500.1 1,500.1 1,494.7
R1 1,496.4 1,496.4 1,493.7 1,498.3
PP 1,489.3 1,489.3 1,489.3 1,490.2
S1 1,485.6 1,485.6 1,491.7 1,487.5
S2 1,478.5 1,478.5 1,490.7
S3 1,467.7 1,474.8 1,489.7
S4 1,456.9 1,464.0 1,486.8
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,568.7 1,559.6 1,515.4
R3 1,544.4 1,535.3 1,508.7
R2 1,520.1 1,520.1 1,506.5
R1 1,511.0 1,511.0 1,504.2 1,515.6
PP 1,495.8 1,495.8 1,495.8 1,498.0
S1 1,486.7 1,486.7 1,499.8 1,491.3
S2 1,471.5 1,471.5 1,497.5
S3 1,447.2 1,462.4 1,495.3
S4 1,422.9 1,438.1 1,488.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,504.8 1,482.2 22.6 1.5% 12.1 0.8% 46% False True 32,104
10 1,504.8 1,468.2 36.6 2.5% 11.9 0.8% 67% False False 33,593
20 1,504.8 1,442.3 62.5 4.2% 10.9 0.7% 81% False False 28,525
40 1,504.8 1,375.9 128.9 8.6% 13.3 0.9% 91% False False 45,316
60 1,504.8 1,375.9 128.9 8.6% 13.4 0.9% 91% False False 33,469
80 1,504.8 1,375.9 128.9 8.6% 11.8 0.8% 91% False False 25,562
100 1,504.8 1,375.9 128.9 8.6% 10.8 0.7% 91% False False 20,684
120 1,504.8 1,375.9 128.9 8.6% 9.1 0.6% 91% False False 17,309
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,538.9
2.618 1,521.3
1.618 1,510.5
1.000 1,503.8
0.618 1,499.7
HIGH 1,493.0
0.618 1,488.9
0.500 1,487.6
0.382 1,486.3
LOW 1,482.2
0.618 1,475.5
1.000 1,471.4
1.618 1,464.7
2.618 1,453.9
4.250 1,436.3
Fisher Pivots for day following 01-May-2007
Pivot 1 day 3 day
R1 1,491.0 1,493.5
PP 1,489.3 1,493.2
S1 1,487.6 1,493.0

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

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