S&P500 Future June 2007

Trading Metrics calculated at close of trading on 17-May-2007

Day Change Summary
	Previous	Current
	16-May-2007	17-May-2007	Change	Change %	Previous Week
Open	1,508.0	1,517.7	9.7	0.6%	1,513.2
High	1,518.3	1,521.5	3.2	0.2%	1,518.8
Low	1,506.2	1,513.2	7.0	0.5%	1,496.1
Close	1,518.0	1,515.2	-2.8	-0.2%	1,512.2
Range	12.1	8.3	-3.8	-31.4%	22.7
ATR	12.5	12.2	-0.3	-2.4%	0.0
Volume	42,531	38,344	-4,187	-9.8%	150,038

Daily Pivots for day following 17-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,541.5	1,536.7	1,519.8
R3	1,533.2	1,528.4	1,517.5
R2	1,524.9	1,524.9	1,516.7
R1	1,520.1	1,520.1	1,516.0	1,518.4
PP	1,516.6	1,516.6	1,516.6	1,515.8
S1	1,511.8	1,511.8	1,514.4	1,510.1
S2	1,508.3	1,508.3	1,513.7
S3	1,500.0	1,503.5	1,512.9
S4	1,491.7	1,495.2	1,510.6

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	1,521.5	1,496.1	25.4	1.7%	13.3	0.9%	75%	True	False	39,128
10	1,521.5	1,496.1	25.4	1.7%	11.9	0.8%	75%	True	False	34,157
20	1,521.5	1,478.8	42.7	2.8%	11.8	0.8%	85%	True	False	33,988
40	1,521.5	1,418.5	103.0	6.8%	11.8	0.8%	94%	True	False	31,638
60	1,521.5	1,375.9	145.6	9.6%	14.1	0.9%	96%	True	False	39,966
80	1,521.5	1,375.9	145.6	9.6%	12.5	0.8%	96%	True	False	30,474
100	1,521.5	1,375.9	145.6	9.6%	11.6	0.8%	96%	True	False	24,573
120	1,521.5	1,375.9	145.6	9.6%	10.1	0.7%	96%	True	False	20,700

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.4
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,556.8
2.618	1,543.2
1.618	1,534.9
1.000	1,529.8
0.618	1,526.6
HIGH	1,521.5
0.618	1,518.3
0.500	1,517.4
0.382	1,516.4
LOW	1,513.2
0.618	1,508.1
1.000	1,504.9
1.618	1,499.8
2.618	1,491.5
4.250	1,477.9

Fisher Pivots for day following 17-May-2007
Pivot	1 day	3 day
R1	1,517.4	1,514.2
PP	1,516.6	1,513.2
S1	1,515.9	1,512.2

Download as Excel Spreadsheet

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

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