S&P500 Future September 2007


Trading Metrics calculated at close of trading on 18-May-2007
Day Change Summary
Previous Current
17-May-2007 18-May-2007 Change Change % Previous Week
Open 1,530.0 1,536.3 6.3 0.4% 1,527.0
High 1,535.6 1,542.0 6.4 0.4% 1,542.0
Low 1,528.1 1,534.9 6.8 0.4% 1,517.2
Close 1,529.9 1,542.7 12.8 0.8% 1,542.7
Range 7.5 7.1 -0.4 -5.3% 24.8
ATR 10.3 10.4 0.1 1.3% 0.0
Volume 4,153 1,401 -2,752 -66.3% 16,174
Daily Pivots for day following 18-May-2007
Classic Woodie Camarilla DeMark
R4 1,561.2 1,559.0 1,546.6
R3 1,554.1 1,551.9 1,544.7
R2 1,547.0 1,547.0 1,544.0
R1 1,544.8 1,544.8 1,543.4 1,545.9
PP 1,539.9 1,539.9 1,539.9 1,540.4
S1 1,537.7 1,537.7 1,542.0 1,538.8
S2 1,532.8 1,532.8 1,541.4
S3 1,525.7 1,530.6 1,540.7
S4 1,518.6 1,523.5 1,538.8
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 1,608.4 1,600.3 1,556.3
R3 1,583.6 1,575.5 1,549.5
R2 1,558.8 1,558.8 1,547.2
R1 1,550.7 1,550.7 1,545.0 1,554.8
PP 1,534.0 1,534.0 1,534.0 1,536.0
S1 1,525.9 1,525.9 1,540.4 1,530.0
S2 1,509.2 1,509.2 1,538.2
S3 1,484.4 1,501.1 1,535.9
S4 1,459.6 1,476.3 1,529.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,542.0 1,517.2 24.8 1.6% 10.5 0.7% 103% True False 3,234
10 1,542.0 1,511.1 30.9 2.0% 9.7 0.6% 102% True False 3,303
20 1,542.0 1,494.4 47.6 3.1% 8.2 0.5% 101% True False 1,915
40 1,542.0 1,436.7 105.3 6.8% 7.5 0.5% 101% True False 1,136
60 1,542.0 1,388.4 153.6 10.0% 7.1 0.5% 100% True False 789
80 1,542.0 1,388.4 153.6 10.0% 6.0 0.4% 100% True False 641
100 1,542.0 1,388.4 153.6 10.0% 5.0 0.3% 100% True False 610
120 1,542.0 1,388.4 153.6 10.0% 4.4 0.3% 100% True False 609
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 2.0
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,572.2
2.618 1,560.6
1.618 1,553.5
1.000 1,549.1
0.618 1,546.4
HIGH 1,542.0
0.618 1,539.3
0.500 1,538.5
0.382 1,537.6
LOW 1,534.9
0.618 1,530.5
1.000 1,527.8
1.618 1,523.4
2.618 1,516.3
4.250 1,504.7
Fisher Pivots for day following 18-May-2007
Pivot 1 day 3 day
R1 1,541.3 1,539.0
PP 1,539.9 1,535.2
S1 1,538.5 1,531.5

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

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