S&P500 Future September 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 1,448.7 1,450.4 1.7 0.1% 1,454.4
High 1,460.0 1,469.0 9.0 0.6% 1,472.5
Low 1,440.0 1,448.7 8.7 0.6% 1,375.0
Close 1,450.3 1,468.7 18.4 1.3% 1,449.9
Range 20.0 20.3 0.3 1.5% 97.5
ATR 32.1 31.3 -0.8 -2.6% 0.0
Volume 52,726 54,965 2,239 4.2% 400,675
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,523.0 1,516.2 1,479.9
R3 1,502.7 1,495.9 1,474.3
R2 1,482.4 1,482.4 1,472.4
R1 1,475.6 1,475.6 1,470.6 1,479.0
PP 1,462.1 1,462.1 1,462.1 1,463.9
S1 1,455.3 1,455.3 1,466.8 1,458.7
S2 1,441.8 1,441.8 1,465.0
S3 1,421.5 1,435.0 1,463.1
S4 1,401.2 1,414.7 1,457.5
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,725.0 1,684.9 1,503.5
R3 1,627.5 1,587.4 1,476.7
R2 1,530.0 1,530.0 1,467.8
R1 1,489.9 1,489.9 1,458.8 1,461.2
PP 1,432.5 1,432.5 1,432.5 1,418.1
S1 1,392.4 1,392.4 1,441.0 1,363.7
S2 1,335.0 1,335.0 1,432.0
S3 1,237.5 1,294.9 1,423.1
S4 1,140.0 1,197.4 1,396.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,469.7 1,375.0 94.7 6.4% 36.5 2.5% 99% False False 74,887
10 1,504.4 1,375.0 129.4 8.8% 35.5 2.4% 72% False False 73,389
20 1,529.4 1,375.0 154.4 10.5% 36.1 2.5% 61% False False 64,682
40 1,566.3 1,375.0 191.3 13.0% 26.8 1.8% 49% False False 48,792
60 1,566.3 1,375.0 191.3 13.0% 23.7 1.6% 49% False False 52,750
80 1,566.3 1,375.0 191.3 13.0% 20.1 1.4% 49% False False 40,275
100 1,566.3 1,375.0 191.3 13.0% 17.3 1.2% 49% False False 32,299
120 1,566.3 1,375.0 191.3 13.0% 15.5 1.1% 49% False False 26,945
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,555.3
2.618 1,522.1
1.618 1,501.8
1.000 1,489.3
0.618 1,481.5
HIGH 1,469.0
0.618 1,461.2
0.500 1,458.9
0.382 1,456.5
LOW 1,448.7
0.618 1,436.2
1.000 1,428.4
1.618 1,415.9
2.618 1,395.6
4.250 1,362.4
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 1,465.4 1,463.1
PP 1,462.1 1,457.6
S1 1,458.9 1,452.0

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

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