S&P500 Future September 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 1,524.9 1,507.5 -17.4 -1.1% 1,549.0
High 1,526.7 1,531.7 5.0 0.3% 1,557.7
Low 1,506.6 1,503.7 -2.9 -0.2% 1,494.5
Close 1,507.5 1,530.2 22.7 1.5% 1,522.5
Range 20.1 28.0 7.9 39.3% 63.2
ATR 14.4 15.3 1.0 6.8% 0.0
Volume 121,662 136,546 14,884 12.2% 360,494
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,605.9 1,596.0 1,545.6
R3 1,577.9 1,568.0 1,537.9
R2 1,549.9 1,549.9 1,535.3
R1 1,540.0 1,540.0 1,532.8 1,545.0
PP 1,521.9 1,521.9 1,521.9 1,524.3
S1 1,512.0 1,512.0 1,527.6 1,517.0
S2 1,493.9 1,493.9 1,525.1
S3 1,465.9 1,484.0 1,522.5
S4 1,437.9 1,456.0 1,514.8
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,714.5 1,681.7 1,557.3
R3 1,651.3 1,618.5 1,539.9
R2 1,588.1 1,588.1 1,534.1
R1 1,555.3 1,555.3 1,528.3 1,540.1
PP 1,524.9 1,524.9 1,524.9 1,517.3
S1 1,492.1 1,492.1 1,516.7 1,476.9
S2 1,461.7 1,461.7 1,510.9
S3 1,398.5 1,428.9 1,505.1
S4 1,335.3 1,365.7 1,487.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,532.7 1,494.5 38.2 2.5% 24.2 1.6% 93% False False 116,019
10 1,557.7 1,494.5 63.2 4.1% 16.5 1.1% 56% False False 77,189
20 1,557.7 1,494.5 63.2 4.1% 13.8 0.9% 56% False False 41,129
40 1,557.7 1,485.2 72.5 4.7% 11.1 0.7% 62% False False 21,346
60 1,557.7 1,436.7 121.0 7.9% 9.2 0.6% 77% False False 14,338
80 1,557.7 1,388.4 169.3 11.1% 8.5 0.6% 84% False False 10,767
100 1,557.7 1,388.4 169.3 11.1% 7.3 0.5% 84% False False 8,655
120 1,557.7 1,388.4 169.3 11.1% 6.2 0.4% 84% False False 7,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,650.7
2.618 1,605.0
1.618 1,577.0
1.000 1,559.7
0.618 1,549.0
HIGH 1,531.7
0.618 1,521.0
0.500 1,517.7
0.382 1,514.4
LOW 1,503.7
0.618 1,486.4
1.000 1,475.7
1.618 1,458.4
2.618 1,430.4
4.250 1,384.7
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 1,526.0 1,526.0
PP 1,521.9 1,521.9
S1 1,517.7 1,517.7

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

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