S&P500 Future September 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
06-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 1,466.1 1,468.1 2.0 0.1% 1,446.6
High 1,466.1 1,468.1 2.0 0.1% 1,467.9
Low 1,466.1 1,468.1 2.0 0.1% 1,446.6
Close 1,466.1 1,468.1 2.0 0.1% 1,466.1
Range
ATR 9.9 9.3 -0.6 -5.7% 0.0
Volume 5 0 -5 -100.0% 2,711
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,468.1 1,468.1 1,468.1
R3 1,468.1 1,468.1 1,468.1
R2 1,468.1 1,468.1 1,468.1
R1 1,468.1 1,468.1 1,468.1 1,468.1
PP 1,468.1 1,468.1 1,468.1 1,468.1
S1 1,468.1 1,468.1 1,468.1 1,468.1
S2 1,468.1 1,468.1 1,468.1
S3 1,468.1 1,468.1 1,468.1
S4 1,468.1 1,468.1 1,468.1
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,524.1 1,516.4 1,477.8
R3 1,502.8 1,495.1 1,472.0
R2 1,481.5 1,481.5 1,470.0
R1 1,473.8 1,473.8 1,468.1 1,477.7
PP 1,460.2 1,460.2 1,460.2 1,462.1
S1 1,452.5 1,452.5 1,464.1 1,456.4
S2 1,438.9 1,438.9 1,462.2
S3 1,417.6 1,431.2 1,460.2
S4 1,396.3 1,409.9 1,454.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,468.1 1,459.0 9.1 0.6% 2.5 0.2% 100% True False 524
10 1,468.1 1,436.7 31.4 2.1% 5.0 0.3% 100% True False 403
20 1,468.1 1,388.4 79.7 5.4% 6.1 0.4% 100% True False 299
40 1,489.2 1,388.4 100.8 6.9% 4.8 0.3% 79% False False 210
60 1,489.2 1,388.4 100.8 6.9% 4.1 0.3% 79% False False 272
80 1,489.2 1,388.4 100.8 6.9% 3.4 0.2% 79% False False 390
100 1,489.2 1,388.4 100.8 6.9% 3.0 0.2% 79% False False 334
120 1,489.2 1,388.4 100.8 6.9% 2.6 0.2% 79% False False 292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Fibonacci Retracements and Extensions
4.250 1,468.1
2.618 1,468.1
1.618 1,468.1
1.000 1,468.1
0.618 1,468.1
HIGH 1,468.1
0.618 1,468.1
0.500 1,468.1
0.382 1,468.1
LOW 1,468.1
0.618 1,468.1
1.000 1,468.1
1.618 1,468.1
2.618 1,468.1
4.250 1,468.1
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 1,468.1 1,466.7
PP 1,468.1 1,465.4
S1 1,468.1 1,464.0

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

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