S&P500 Future June 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 1,508.2 1,508.0 -0.2 0.0% 1,513.2
High 1,519.5 1,518.3 -1.2 -0.1% 1,518.8
Low 1,502.8 1,506.2 3.4 0.2% 1,496.1
Close 1,508.4 1,518.0 9.6 0.6% 1,512.2
Range 16.7 12.1 -4.6 -27.5% 22.7
ATR 12.6 12.5 0.0 -0.3% 0.0
Volume 35,093 42,531 7,438 21.2% 150,038
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 1,550.5 1,546.3 1,524.7
R3 1,538.4 1,534.2 1,521.3
R2 1,526.3 1,526.3 1,520.2
R1 1,522.1 1,522.1 1,519.1 1,524.2
PP 1,514.2 1,514.2 1,514.2 1,515.2
S1 1,510.0 1,510.0 1,516.9 1,512.1
S2 1,502.1 1,502.1 1,515.8
S3 1,490.0 1,497.9 1,514.7
S4 1,477.9 1,485.8 1,511.3
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 1,577.1 1,567.4 1,524.7
R3 1,554.4 1,544.7 1,518.4
R2 1,531.7 1,531.7 1,516.4
R1 1,522.0 1,522.0 1,514.3 1,515.5
PP 1,509.0 1,509.0 1,509.0 1,505.8
S1 1,499.3 1,499.3 1,510.1 1,492.8
S2 1,486.3 1,486.3 1,508.0
S3 1,463.6 1,476.6 1,506.0
S4 1,440.9 1,453.9 1,499.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,519.5 1,496.1 23.4 1.5% 15.5 1.0% 94% False False 37,438
10 1,519.5 1,496.1 23.4 1.5% 12.1 0.8% 94% False False 33,557
20 1,519.5 1,468.2 51.3 3.4% 12.1 0.8% 97% False False 33,669
40 1,519.5 1,418.5 101.0 6.7% 11.8 0.8% 99% False False 31,689
60 1,519.5 1,375.9 143.6 9.5% 14.2 0.9% 99% False False 39,395
80 1,519.5 1,375.9 143.6 9.5% 12.5 0.8% 99% False False 30,019
100 1,519.5 1,375.9 143.6 9.5% 11.6 0.8% 99% False False 24,190
120 1,519.5 1,375.9 143.6 9.5% 10.1 0.7% 99% False False 20,384
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,569.7
2.618 1,550.0
1.618 1,537.9
1.000 1,530.4
0.618 1,525.8
HIGH 1,518.3
0.618 1,513.7
0.500 1,512.3
0.382 1,510.8
LOW 1,506.2
0.618 1,498.7
1.000 1,494.1
1.618 1,486.6
2.618 1,474.5
4.250 1,454.8
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 1,516.1 1,515.7
PP 1,514.2 1,513.4
S1 1,512.3 1,511.2

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

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