S&P500 Future September 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 1,478.8 1,484.0 5.2 0.4% 1,458.7
High 1,482.5 1,520.5 38.0 2.6% 1,491.0
Low 1,472.0 1,479.5 7.5 0.5% 1,441.1
Close 1,476.9 1,520.1 43.2 2.9% 1,485.0
Range 10.5 41.0 30.5 290.5% 49.9
ATR 23.8 25.2 1.4 5.9% 0.0
Volume 67,896 83,145 15,249 22.5% 435,940
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,629.7 1,615.9 1,542.7
R3 1,588.7 1,574.9 1,531.4
R2 1,547.7 1,547.7 1,527.6
R1 1,533.9 1,533.9 1,523.9 1,540.8
PP 1,506.7 1,506.7 1,506.7 1,510.2
S1 1,492.9 1,492.9 1,516.3 1,499.8
S2 1,465.7 1,465.7 1,512.6
S3 1,424.7 1,451.9 1,508.8
S4 1,383.7 1,410.9 1,497.6
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,622.1 1,603.4 1,512.4
R3 1,572.2 1,553.5 1,498.7
R2 1,522.3 1,522.3 1,494.1
R1 1,503.6 1,503.6 1,489.6 1,513.0
PP 1,472.4 1,472.4 1,472.4 1,477.0
S1 1,453.7 1,453.7 1,480.4 1,463.1
S2 1,422.5 1,422.5 1,475.9
S3 1,372.6 1,403.8 1,471.3
S4 1,322.7 1,353.9 1,457.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,520.5 1,465.7 54.8 3.6% 19.9 1.3% 99% True False 89,478
10 1,520.5 1,441.1 79.4 5.2% 21.0 1.4% 99% True False 73,967
20 1,520.5 1,435.0 85.5 5.6% 22.8 1.5% 100% True False 61,433
40 1,551.7 1,375.0 176.7 11.6% 29.8 2.0% 82% False False 62,075
60 1,566.3 1,375.0 191.3 12.6% 25.5 1.7% 76% False False 52,396
80 1,566.3 1,375.0 191.3 12.6% 23.1 1.5% 76% False False 53,681
100 1,566.3 1,375.0 191.3 12.6% 20.3 1.3% 76% False False 43,432
120 1,566.3 1,375.0 191.3 12.6% 18.0 1.2% 76% False False 36,263
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 3.8
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1,694.8
2.618 1,627.8
1.618 1,586.8
1.000 1,561.5
0.618 1,545.8
HIGH 1,520.5
0.618 1,504.8
0.500 1,500.0
0.382 1,495.2
LOW 1,479.5
0.618 1,454.2
1.000 1,438.5
1.618 1,413.2
2.618 1,372.2
4.250 1,305.3
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 1,513.4 1,512.2
PP 1,506.7 1,504.2
S1 1,500.0 1,496.3

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

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