S&P500 Future September 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 1,454.4 1,455.1 0.7 0.0% 1,439.5
High 1,472.5 1,462.5 -10.0 -0.7% 1,510.0
Low 1,453.8 1,430.0 -23.8 -1.6% 1,432.3
Close 1,455.1 1,434.3 -20.8 -1.4% 1,451.0
Range 18.7 32.5 13.8 73.8% 77.7
ATR 28.7 29.0 0.3 0.9% 0.0
Volume 111,909 59,111 -52,798 -47.2% 275,107
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,539.8 1,519.5 1,452.2
R3 1,507.3 1,487.0 1,443.2
R2 1,474.8 1,474.8 1,440.3
R1 1,454.5 1,454.5 1,437.3 1,448.4
PP 1,442.3 1,442.3 1,442.3 1,439.2
S1 1,422.0 1,422.0 1,431.3 1,415.9
S2 1,409.8 1,409.8 1,428.3
S3 1,377.3 1,389.5 1,425.4
S4 1,344.8 1,357.0 1,416.4
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,697.5 1,652.0 1,493.7
R3 1,619.8 1,574.3 1,472.4
R2 1,542.1 1,542.1 1,465.2
R1 1,496.6 1,496.6 1,458.1 1,519.4
PP 1,464.4 1,464.4 1,464.4 1,475.8
S1 1,418.9 1,418.9 1,443.9 1,441.7
S2 1,386.7 1,386.7 1,436.8
S3 1,309.0 1,341.2 1,429.6
S4 1,231.3 1,263.5 1,408.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,510.0 1,430.0 80.0 5.6% 32.8 2.3% 5% False True 70,434
10 1,510.0 1,430.0 80.0 5.6% 33.6 2.3% 5% False True 62,529
20 1,564.9 1,430.0 134.9 9.4% 31.3 2.2% 3% False True 53,244
40 1,566.3 1,430.0 136.3 9.5% 24.4 1.7% 3% False True 43,033
60 1,566.3 1,430.0 136.3 9.5% 21.0 1.5% 3% False True 45,834
80 1,566.3 1,430.0 136.3 9.5% 17.8 1.2% 3% False True 34,854
100 1,566.3 1,430.0 136.3 9.5% 15.6 1.1% 3% False True 27,955
120 1,566.3 1,388.4 177.9 12.4% 14.1 1.0% 26% False False 23,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,600.6
2.618 1,547.6
1.618 1,515.1
1.000 1,495.0
0.618 1,482.6
HIGH 1,462.5
0.618 1,450.1
0.500 1,446.3
0.382 1,442.4
LOW 1,430.0
0.618 1,409.9
1.000 1,397.5
1.618 1,377.4
2.618 1,344.9
4.250 1,291.9
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 1,446.3 1,451.3
PP 1,442.3 1,445.6
S1 1,438.3 1,440.0

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

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