S&P500 Future June 2007


Trading Metrics calculated at close of trading on 25-May-2007
Day Change Summary
Previous Current
24-May-2007 25-May-2007 Change Change % Previous Week
Open 1,525.3 1,511.3 -14.0 -0.9% 1,527.6
High 1,532.5 1,520.2 -12.3 -0.8% 1,535.7
Low 1,507.8 1,510.4 2.6 0.2% 1,507.8
Close 1,511.6 1,517.3 5.7 0.4% 1,517.3
Range 24.7 9.8 -14.9 -60.3% 27.9
ATR 12.7 12.5 -0.2 -1.6% 0.0
Volume 36,944 47,224 10,280 27.8% 189,557
Daily Pivots for day following 25-May-2007
Classic Woodie Camarilla DeMark
R4 1,545.4 1,541.1 1,522.7
R3 1,535.6 1,531.3 1,520.0
R2 1,525.8 1,525.8 1,519.1
R1 1,521.5 1,521.5 1,518.2 1,523.7
PP 1,516.0 1,516.0 1,516.0 1,517.0
S1 1,511.7 1,511.7 1,516.4 1,513.9
S2 1,506.2 1,506.2 1,515.5
S3 1,496.4 1,501.9 1,514.6
S4 1,486.6 1,492.1 1,511.9
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 1,604.0 1,588.5 1,532.6
R3 1,576.1 1,560.6 1,525.0
R2 1,548.2 1,548.2 1,522.4
R1 1,532.7 1,532.7 1,519.9 1,526.5
PP 1,520.3 1,520.3 1,520.3 1,517.2
S1 1,504.8 1,504.8 1,514.7 1,498.6
S2 1,492.4 1,492.4 1,512.2
S3 1,464.5 1,476.9 1,509.6
S4 1,436.6 1,449.0 1,502.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,535.7 1,507.8 27.9 1.8% 12.3 0.8% 34% False False 37,911
10 1,535.7 1,502.8 32.9 2.2% 12.6 0.8% 44% False False 37,733
20 1,535.7 1,482.2 53.5 3.5% 12.3 0.8% 66% False False 34,634
40 1,535.7 1,426.0 109.7 7.2% 11.6 0.8% 83% False False 32,113
60 1,535.7 1,375.9 159.8 10.5% 13.1 0.9% 88% False False 42,355
80 1,535.7 1,375.9 159.8 10.5% 12.8 0.8% 88% False False 32,990
100 1,535.7 1,375.9 159.8 10.5% 11.8 0.8% 88% False False 26,761
120 1,535.7 1,375.9 159.8 10.5% 10.8 0.7% 88% False False 22,503
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,561.9
2.618 1,545.9
1.618 1,536.1
1.000 1,530.0
0.618 1,526.3
HIGH 1,520.2
0.618 1,516.5
0.500 1,515.3
0.382 1,514.1
LOW 1,510.4
0.618 1,504.3
1.000 1,500.6
1.618 1,494.5
2.618 1,484.7
4.250 1,468.8
Fisher Pivots for day following 25-May-2007
Pivot 1 day 3 day
R1 1,516.6 1,521.8
PP 1,516.0 1,520.3
S1 1,515.3 1,518.8

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

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