S&P500 Future June 2007


Trading Metrics calculated at close of trading on 04-May-2007
Day Change Summary
Previous Current
03-May-2007 04-May-2007 Change Change % Previous Week
Open 1,500.7 1,507.7 7.0 0.5% 1,501.1
High 1,509.0 1,517.0 8.0 0.5% 1,517.0
Low 1,498.7 1,507.0 8.3 0.6% 1,482.2
Close 1,508.3 1,514.2 5.9 0.4% 1,514.2
Range 10.3 10.0 -0.3 -2.9% 34.8
ATR 12.3 12.1 -0.2 -1.3% 0.0
Volume 32,348 35,896 3,548 11.0% 165,310
Daily Pivots for day following 04-May-2007
Classic Woodie Camarilla DeMark
R4 1,542.7 1,538.5 1,519.7
R3 1,532.7 1,528.5 1,517.0
R2 1,522.7 1,522.7 1,516.0
R1 1,518.5 1,518.5 1,515.1 1,520.6
PP 1,512.7 1,512.7 1,512.7 1,513.8
S1 1,508.5 1,508.5 1,513.3 1,510.6
S2 1,502.7 1,502.7 1,512.4
S3 1,492.7 1,498.5 1,511.5
S4 1,482.7 1,488.5 1,508.7
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 1,608.9 1,596.3 1,533.3
R3 1,574.1 1,561.5 1,523.8
R2 1,539.3 1,539.3 1,520.6
R1 1,526.7 1,526.7 1,517.4 1,533.0
PP 1,504.5 1,504.5 1,504.5 1,507.6
S1 1,491.9 1,491.9 1,511.0 1,498.2
S2 1,469.7 1,469.7 1,507.8
S3 1,434.9 1,457.1 1,504.6
S4 1,400.1 1,422.3 1,495.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,517.0 1,482.2 34.8 2.3% 12.1 0.8% 92% True False 33,062
10 1,517.0 1,480.5 36.5 2.4% 11.2 0.7% 92% True False 33,291
20 1,517.0 1,442.3 74.7 4.9% 11.5 0.8% 96% True False 29,745
40 1,517.0 1,375.9 141.1 9.3% 13.2 0.9% 98% True False 42,060
60 1,517.0 1,375.9 141.1 9.3% 13.6 0.9% 98% True False 35,161
80 1,517.0 1,375.9 141.1 9.3% 11.8 0.8% 98% True False 26,836
100 1,517.0 1,375.9 141.1 9.3% 11.0 0.7% 98% True False 21,678
120 1,517.0 1,375.9 141.1 9.3% 9.4 0.6% 98% True False 18,163
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,559.5
2.618 1,543.2
1.618 1,533.2
1.000 1,527.0
0.618 1,523.2
HIGH 1,517.0
0.618 1,513.2
0.500 1,512.0
0.382 1,510.8
LOW 1,507.0
0.618 1,500.8
1.000 1,497.0
1.618 1,490.8
2.618 1,480.8
4.250 1,464.5
Fisher Pivots for day following 04-May-2007
Pivot 1 day 3 day
R1 1,513.5 1,511.0
PP 1,512.7 1,507.8
S1 1,512.0 1,504.6

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

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