S&P500 Future September 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 1,523.7 1,489.6 -34.1 -2.2% 1,543.6
High 1,529.4 1,496.4 -33.0 -2.2% 1,556.2
Low 1,471.5 1,457.5 -14.0 -1.0% 1,457.5
Close 1,487.9 1,458.0 -29.9 -2.0% 1,458.0
Range 57.9 38.9 -19.0 -32.8% 98.7
ATR 20.8 22.1 1.3 6.2% 0.0
Volume 46,773 63,095 16,322 34.9% 224,935
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,587.3 1,561.6 1,479.4
R3 1,548.4 1,522.7 1,468.7
R2 1,509.5 1,509.5 1,465.1
R1 1,483.8 1,483.8 1,461.6 1,477.2
PP 1,470.6 1,470.6 1,470.6 1,467.4
S1 1,444.9 1,444.9 1,454.4 1,438.3
S2 1,431.7 1,431.7 1,450.9
S3 1,392.8 1,406.0 1,447.3
S4 1,353.9 1,367.1 1,436.6
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,786.7 1,721.0 1,512.3
R3 1,688.0 1,622.3 1,485.1
R2 1,589.3 1,589.3 1,476.1
R1 1,523.6 1,523.6 1,467.0 1,507.1
PP 1,490.6 1,490.6 1,490.6 1,482.3
S1 1,424.9 1,424.9 1,449.0 1,408.4
S2 1,391.9 1,391.9 1,439.9
S3 1,293.2 1,326.2 1,430.9
S4 1,194.5 1,227.5 1,403.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,556.2 1,457.5 98.7 6.8% 33.1 2.3% 1% False True 44,987
10 1,566.3 1,457.5 108.8 7.5% 24.1 1.7% 0% False True 36,741
20 1,566.3 1,457.5 108.8 7.5% 20.3 1.4% 0% False True 34,368
40 1,566.3 1,457.5 108.8 7.5% 19.2 1.3% 0% False True 48,587
60 1,566.3 1,457.5 108.8 7.5% 16.2 1.1% 0% False True 33,950
80 1,566.3 1,457.5 108.8 7.5% 13.7 0.9% 0% False True 25,545
100 1,566.3 1,388.4 177.9 12.2% 12.2 0.8% 39% False False 20,495
120 1,566.3 1,388.4 177.9 12.2% 10.9 0.7% 39% False False 17,106
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 4.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,661.7
2.618 1,598.2
1.618 1,559.3
1.000 1,535.3
0.618 1,520.4
HIGH 1,496.4
0.618 1,481.5
0.500 1,477.0
0.382 1,472.4
LOW 1,457.5
0.618 1,433.5
1.000 1,418.6
1.618 1,394.6
2.618 1,355.7
4.250 1,292.2
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 1,477.0 1,494.8
PP 1,470.6 1,482.5
S1 1,464.3 1,470.3

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

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