S&P500 Future June 2007


Trading Metrics calculated at close of trading on 10-May-2007
Day Change Summary
Previous Current
09-May-2007 10-May-2007 Change Change % Previous Week
Open 1,512.0 1,515.6 3.6 0.2% 1,501.1
High 1,518.8 1,515.6 -3.2 -0.2% 1,517.0
Low 1,508.2 1,496.2 -12.0 -0.8% 1,482.2
Close 1,515.6 1,499.2 -16.4 -1.1% 1,514.2
Range 10.6 19.4 8.8 83.0% 34.8
ATR 11.3 11.8 0.6 5.2% 0.0
Volume 28,609 29,891 1,282 4.5% 165,310
Daily Pivots for day following 10-May-2007
Classic Woodie Camarilla DeMark
R4 1,561.9 1,549.9 1,509.9
R3 1,542.5 1,530.5 1,504.5
R2 1,523.1 1,523.1 1,502.8
R1 1,511.1 1,511.1 1,501.0 1,507.4
PP 1,503.7 1,503.7 1,503.7 1,501.8
S1 1,491.7 1,491.7 1,497.4 1,488.0
S2 1,484.3 1,484.3 1,495.6
S3 1,464.9 1,472.3 1,493.9
S4 1,445.5 1,452.9 1,488.5
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 1,608.9 1,596.3 1,533.3
R3 1,574.1 1,561.5 1,523.8
R2 1,539.3 1,539.3 1,520.6
R1 1,526.7 1,526.7 1,517.4 1,533.0
PP 1,504.5 1,504.5 1,504.5 1,507.6
S1 1,491.9 1,491.9 1,511.0 1,498.2
S2 1,469.7 1,469.7 1,507.8
S3 1,434.9 1,457.1 1,504.6
S4 1,400.1 1,422.3 1,495.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,518.8 1,496.2 22.6 1.5% 10.5 0.7% 13% False True 29,186
10 1,518.8 1,482.2 36.6 2.4% 11.2 0.7% 46% False False 30,630
20 1,518.8 1,452.0 66.8 4.5% 11.5 0.8% 71% False False 31,943
40 1,518.8 1,394.8 124.0 8.3% 12.3 0.8% 84% False False 32,307
60 1,518.8 1,375.9 142.9 9.5% 13.6 0.9% 86% False False 36,837
80 1,518.8 1,375.9 142.9 9.5% 12.0 0.8% 86% False False 28,188
100 1,518.8 1,375.9 142.9 9.5% 11.3 0.8% 86% False False 22,729
120 1,518.8 1,375.9 142.9 9.5% 9.6 0.6% 86% False False 19,075
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 1.8
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,598.1
2.618 1,566.4
1.618 1,547.0
1.000 1,535.0
0.618 1,527.6
HIGH 1,515.6
0.618 1,508.2
0.500 1,505.9
0.382 1,503.6
LOW 1,496.2
0.618 1,484.2
1.000 1,476.8
1.618 1,464.8
2.618 1,445.4
4.250 1,413.8
Fisher Pivots for day following 10-May-2007
Pivot 1 day 3 day
R1 1,505.9 1,507.5
PP 1,503.7 1,504.7
S1 1,501.4 1,502.0

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

View Archives - Comment on this page... - Back to Index of Symbols