S&P500 Future September 2007


Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary
Previous Current
20-Jun-2007 21-Jun-2007 Change Change % Previous Week
Open 1,548.8 1,527.2 -21.6 -1.4% 1,521.7
High 1,554.2 1,536.8 -17.4 -1.1% 1,553.9
Low 1,525.5 1,518.0 -7.5 -0.5% 1,503.7
Close 1,527.0 1,535.8 8.8 0.6% 1,547.7
Range 28.7 18.8 -9.9 -34.5% 50.2
ATR 15.5 15.7 0.2 1.5% 0.0
Volume 32,448 33,978 1,530 4.7% 552,335
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,586.6 1,580.0 1,546.1
R3 1,567.8 1,561.2 1,541.0
R2 1,549.0 1,549.0 1,539.2
R1 1,542.4 1,542.4 1,537.5 1,545.7
PP 1,530.2 1,530.2 1,530.2 1,531.9
S1 1,523.6 1,523.6 1,534.1 1,526.9
S2 1,511.4 1,511.4 1,532.4
S3 1,492.6 1,504.8 1,530.6
S4 1,473.8 1,486.0 1,525.5
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,685.7 1,666.9 1,575.3
R3 1,635.5 1,616.7 1,561.5
R2 1,585.3 1,585.3 1,556.9
R1 1,566.5 1,566.5 1,552.3 1,575.9
PP 1,535.1 1,535.1 1,535.1 1,539.8
S1 1,516.3 1,516.3 1,543.1 1,525.7
S2 1,484.9 1,484.9 1,538.5
S3 1,434.7 1,466.1 1,533.9
S4 1,384.5 1,415.9 1,520.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,554.2 1,518.0 36.2 2.4% 16.4 1.1% 49% False True 40,592
10 1,554.2 1,494.5 59.7 3.9% 18.6 1.2% 69% False False 80,524
20 1,557.7 1,494.5 63.2 4.1% 16.0 1.0% 65% False False 55,520
40 1,557.7 1,494.5 63.2 4.1% 12.0 0.8% 65% False False 28,960
60 1,557.7 1,436.7 121.0 7.9% 10.3 0.7% 82% False False 19,447
80 1,557.7 1,388.4 169.3 11.0% 9.3 0.6% 87% False False 14,620
100 1,557.7 1,388.4 169.3 11.0% 8.2 0.5% 87% False False 11,735
120 1,557.7 1,388.4 169.3 11.0% 7.0 0.5% 87% False False 9,843
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 4.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,616.7
2.618 1,586.0
1.618 1,567.2
1.000 1,555.6
0.618 1,548.4
HIGH 1,536.8
0.618 1,529.6
0.500 1,527.4
0.382 1,525.2
LOW 1,518.0
0.618 1,506.4
1.000 1,499.2
1.618 1,487.6
2.618 1,468.8
4.250 1,438.1
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 1,533.0 1,536.1
PP 1,530.2 1,536.0
S1 1,527.4 1,535.9

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

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