S&P500 Future September 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 1,515.3 1,530.8 15.5 1.0% 1,519.0
High 1,532.7 1,537.5 4.8 0.3% 1,530.0
Low 1,514.5 1,530.7 16.2 1.1% 1,492.2
Close 1,531.0 1,536.2 5.2 0.3% 1,515.4
Range 18.2 6.8 -11.4 -62.6% 37.8
ATR 17.9 17.1 -0.8 -4.4% 0.0
Volume 48,510 35,556 -12,954 -26.7% 181,753
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,555.2 1,552.5 1,539.9
R3 1,548.4 1,545.7 1,538.1
R2 1,541.6 1,541.6 1,537.4
R1 1,538.9 1,538.9 1,536.8 1,540.3
PP 1,534.8 1,534.8 1,534.8 1,535.5
S1 1,532.1 1,532.1 1,535.6 1,533.5
S2 1,528.0 1,528.0 1,535.0
S3 1,521.2 1,525.3 1,534.3
S4 1,514.4 1,518.5 1,532.5
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 1,625.9 1,608.5 1,536.2
R3 1,588.1 1,570.7 1,525.8
R2 1,550.3 1,550.3 1,522.3
R1 1,532.9 1,532.9 1,518.9 1,522.7
PP 1,512.5 1,512.5 1,512.5 1,507.5
S1 1,495.1 1,495.1 1,511.9 1,484.9
S2 1,474.7 1,474.7 1,508.5
S3 1,436.9 1,457.3 1,505.0
S4 1,399.1 1,419.5 1,494.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,537.5 1,492.2 45.3 2.9% 18.0 1.2% 97% True False 38,942
10 1,554.2 1,492.2 62.0 4.0% 20.4 1.3% 71% False False 37,332
20 1,554.2 1,492.2 62.0 4.0% 19.2 1.3% 71% False False 64,230
40 1,557.7 1,492.2 65.5 4.3% 14.9 1.0% 67% False False 36,476
60 1,557.7 1,460.6 97.1 6.3% 12.3 0.8% 78% False False 24,505
80 1,557.7 1,388.4 169.3 11.0% 10.7 0.7% 87% False False 18,453
100 1,557.7 1,388.4 169.3 11.0% 9.3 0.6% 87% False False 14,787
120 1,557.7 1,388.4 169.3 11.0% 8.2 0.5% 87% False False 12,388
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 5.2
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,566.4
2.618 1,555.3
1.618 1,548.5
1.000 1,544.3
0.618 1,541.7
HIGH 1,537.5
0.618 1,534.9
0.500 1,534.1
0.382 1,533.3
LOW 1,530.7
0.618 1,526.5
1.000 1,523.9
1.618 1,519.7
2.618 1,512.9
4.250 1,501.8
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 1,535.5 1,531.1
PP 1,534.8 1,526.1
S1 1,534.1 1,521.0

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

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