S&P500 Future September 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 1,535.5 1,519.0 -16.5 -1.1% 1,546.9
High 1,536.0 1,527.8 -8.2 -0.5% 1,554.2
Low 1,513.5 1,505.5 -8.0 -0.5% 1,513.5
Close 1,520.5 1,513.6 -6.9 -0.5% 1,520.5
Range 22.5 22.3 -0.2 -0.9% 40.7
ATR 16.2 16.6 0.4 2.7% 0.0
Volume 41,084 35,273 -5,811 -14.1% 171,801
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,582.5 1,570.4 1,525.9
R3 1,560.2 1,548.1 1,519.7
R2 1,537.9 1,537.9 1,517.7
R1 1,525.8 1,525.8 1,515.6 1,520.7
PP 1,515.6 1,515.6 1,515.6 1,513.1
S1 1,503.5 1,503.5 1,511.6 1,498.4
S2 1,493.3 1,493.3 1,509.5
S3 1,471.0 1,481.2 1,507.5
S4 1,448.7 1,458.9 1,501.3
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,651.5 1,626.7 1,542.9
R3 1,610.8 1,586.0 1,531.7
R2 1,570.1 1,570.1 1,528.0
R1 1,545.3 1,545.3 1,524.2 1,537.4
PP 1,529.4 1,529.4 1,529.4 1,525.4
S1 1,504.6 1,504.6 1,516.8 1,496.7
S2 1,488.7 1,488.7 1,513.0
S3 1,448.0 1,463.9 1,509.3
S4 1,407.3 1,423.2 1,498.1
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 1,505.5 48.7 3.2% 20.4 1.3% 17% False True 34,015
10 1,554.2 1,503.7 50.5 3.3% 18.8 1.2% 20% False False 64,309
20 1,557.7 1,494.5 63.2 4.2% 16.8 1.1% 30% False False 58,966
40 1,557.7 1,494.5 63.2 4.2% 12.9 0.9% 30% False False 30,863
60 1,557.7 1,446.6 111.1 7.3% 10.6 0.7% 60% False False 20,708
80 1,557.7 1,388.4 169.3 11.2% 9.8 0.7% 74% False False 15,573
100 1,557.7 1,388.4 169.3 11.2% 8.4 0.6% 74% False False 12,498
120 1,557.7 1,388.4 169.3 11.2% 7.4 0.5% 74% False False 10,478
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 3.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,622.6
2.618 1,586.2
1.618 1,563.9
1.000 1,550.1
0.618 1,541.6
HIGH 1,527.8
0.618 1,519.3
0.500 1,516.7
0.382 1,514.0
LOW 1,505.5
0.618 1,491.7
1.000 1,483.2
1.618 1,469.4
2.618 1,447.1
4.250 1,410.7
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 1,516.7 1,521.2
PP 1,515.6 1,518.6
S1 1,514.6 1,516.1

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

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