S&P500 Future September 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 1,433.5 1,414.5 -19.0 -1.3% 1,439.5
High 1,446.6 1,425.0 -21.6 -1.5% 1,510.0
Low 1,409.0 1,375.0 -34.0 -2.4% 1,432.3
Close 1,414.4 1,424.5 10.1 0.7% 1,451.0
Range 37.6 50.0 12.4 33.0% 77.7
ATR 29.6 31.1 1.5 4.9% 0.0
Volume 61,818 71,874 10,056 16.3% 275,107
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,558.2 1,541.3 1,452.0
R3 1,508.2 1,491.3 1,438.3
R2 1,458.2 1,458.2 1,433.7
R1 1,441.3 1,441.3 1,429.1 1,449.8
PP 1,408.2 1,408.2 1,408.2 1,412.4
S1 1,391.3 1,391.3 1,419.9 1,399.8
S2 1,358.2 1,358.2 1,415.3
S3 1,308.2 1,341.3 1,410.8
S4 1,258.2 1,291.3 1,397.0
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 1,472.5 1,375.0 97.5 6.8% 34.8 2.4% 51% False True 76,033
10 1,510.0 1,375.0 135.0 9.5% 37.3 2.6% 37% False True 62,299
20 1,561.8 1,375.0 186.8 13.1% 34.1 2.4% 26% False True 56,710
40 1,566.3 1,375.0 191.3 13.4% 25.6 1.8% 26% False True 44,882
60 1,566.3 1,375.0 191.3 13.4% 22.3 1.6% 26% False True 47,958
80 1,566.3 1,375.0 191.3 13.4% 18.7 1.3% 26% False True 36,499
100 1,566.3 1,375.0 191.3 13.4% 16.3 1.1% 26% False True 29,283
120 1,566.3 1,375.0 191.3 13.4% 14.7 1.0% 26% False True 24,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.3
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,637.5
2.618 1,555.9
1.618 1,505.9
1.000 1,475.0
0.618 1,455.9
HIGH 1,425.0
0.618 1,405.9
0.500 1,400.0
0.382 1,394.1
LOW 1,375.0
0.618 1,344.1
1.000 1,325.0
1.618 1,294.1
2.618 1,244.1
4.250 1,162.5
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 1,416.3 1,422.6
PP 1,408.2 1,420.7
S1 1,400.0 1,418.8

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

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