S&P500 Future September 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 1,489.6 1,459.3 -30.3 -2.0% 1,543.6
High 1,496.4 1,484.5 -11.9 -0.8% 1,556.2
Low 1,457.5 1,455.2 -2.3 -0.2% 1,457.5
Close 1,458.0 1,480.7 22.7 1.6% 1,458.0
Range 38.9 29.3 -9.6 -24.7% 98.7
ATR 22.1 22.6 0.5 2.3% 0.0
Volume 63,095 64,746 1,651 2.6% 224,935
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 1,561.4 1,550.3 1,496.8
R3 1,532.1 1,521.0 1,488.8
R2 1,502.8 1,502.8 1,486.1
R1 1,491.7 1,491.7 1,483.4 1,497.3
PP 1,473.5 1,473.5 1,473.5 1,476.2
S1 1,462.4 1,462.4 1,478.0 1,468.0
S2 1,444.2 1,444.2 1,475.3
S3 1,414.9 1,433.1 1,472.6
S4 1,385.6 1,403.8 1,464.6
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 1,551.7 1,455.2 96.5 6.5% 36.4 2.5% 26% False True 48,599
10 1,565.4 1,455.2 110.2 7.4% 26.1 1.8% 23% False True 40,610
20 1,566.3 1,455.2 111.1 7.5% 20.5 1.4% 23% False True 36,100
40 1,566.3 1,455.2 111.1 7.5% 19.7 1.3% 23% False True 49,709
60 1,566.3 1,455.2 111.1 7.5% 16.5 1.1% 23% False True 35,026
80 1,566.3 1,455.2 111.1 7.5% 14.0 0.9% 23% False True 26,353
100 1,566.3 1,388.4 177.9 12.0% 12.4 0.8% 52% False False 21,142
120 1,566.3 1,388.4 177.9 12.0% 11.1 0.8% 52% False False 17,645
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1,609.0
2.618 1,561.2
1.618 1,531.9
1.000 1,513.8
0.618 1,502.6
HIGH 1,484.5
0.618 1,473.3
0.500 1,469.9
0.382 1,466.4
LOW 1,455.2
0.618 1,437.1
1.000 1,425.9
1.618 1,407.8
2.618 1,378.5
4.250 1,330.7
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 1,477.1 1,492.3
PP 1,473.5 1,488.4
S1 1,469.9 1,484.6

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

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