S&P500 Future September 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 1,542.3 1,520.3 -22.0 -1.4% 1,515.3
High 1,543.8 1,531.5 -12.3 -0.8% 1,543.8
Low 1,519.2 1,515.3 -3.9 -0.3% 1,514.5
Close 1,520.0 1,531.1 11.1 0.7% 1,542.5
Range 24.6 16.2 -8.4 -34.1% 29.3
ATR 16.5 16.4 0.0 -0.1% 0.0
Volume 19,481 34,097 14,616 75.0% 132,811
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,574.6 1,569.0 1,540.0
R3 1,558.4 1,552.8 1,535.6
R2 1,542.2 1,542.2 1,534.1
R1 1,536.6 1,536.6 1,532.6 1,539.4
PP 1,526.0 1,526.0 1,526.0 1,527.4
S1 1,520.4 1,520.4 1,529.6 1,523.2
S2 1,509.8 1,509.8 1,528.1
S3 1,493.6 1,504.2 1,526.6
S4 1,477.4 1,488.0 1,522.2
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,621.5 1,611.3 1,558.6
R3 1,592.2 1,582.0 1,550.6
R2 1,562.9 1,562.9 1,547.9
R1 1,552.7 1,552.7 1,545.2 1,557.8
PP 1,533.6 1,533.6 1,533.6 1,536.2
S1 1,523.4 1,523.4 1,539.8 1,528.5
S2 1,504.3 1,504.3 1,537.1
S3 1,475.0 1,494.1 1,534.4
S4 1,445.7 1,464.8 1,526.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,546.0 1,515.3 30.7 2.0% 14.6 1.0% 51% False True 25,621
10 1,546.0 1,492.2 53.8 3.5% 16.3 1.1% 72% False False 32,281
20 1,554.2 1,492.2 62.0 4.0% 17.7 1.2% 63% False False 44,004
40 1,557.7 1,492.2 65.5 4.3% 15.4 1.0% 59% False False 39,253
60 1,557.7 1,485.2 72.5 4.7% 12.9 0.8% 63% False False 26,626
80 1,557.7 1,436.5 121.2 7.9% 11.0 0.7% 78% False False 20,048
100 1,557.7 1,388.4 169.3 11.1% 10.0 0.7% 84% False False 16,049
120 1,557.7 1,388.4 169.3 11.1% 8.8 0.6% 84% False False 13,437
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 4.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,600.4
2.618 1,573.9
1.618 1,557.7
1.000 1,547.7
0.618 1,541.5
HIGH 1,531.5
0.618 1,525.3
0.500 1,523.4
0.382 1,521.5
LOW 1,515.3
0.618 1,505.3
1.000 1,499.1
1.618 1,489.1
2.618 1,472.9
4.250 1,446.5
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 1,528.5 1,531.0
PP 1,526.0 1,530.8
S1 1,523.4 1,530.7

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

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