S&P500 Future September 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 1,424.8 1,448.9 24.1 1.7% 1,454.4
High 1,469.7 1,457.0 -12.7 -0.9% 1,472.5
Low 1,399.5 1,435.0 35.5 2.5% 1,375.0
Close 1,449.9 1,449.1 -0.8 -0.1% 1,449.9
Range 70.2 22.0 -48.2 -68.7% 97.5
ATR 33.9 33.0 -0.8 -2.5% 0.0
Volume 95,963 98,909 2,946 3.1% 400,675
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,513.0 1,503.1 1,461.2
R3 1,491.0 1,481.1 1,455.2
R2 1,469.0 1,469.0 1,453.1
R1 1,459.1 1,459.1 1,451.1 1,464.1
PP 1,447.0 1,447.0 1,447.0 1,449.5
S1 1,437.1 1,437.1 1,447.1 1,442.1
S2 1,425.0 1,425.0 1,445.1
S3 1,403.0 1,415.1 1,443.1
S4 1,381.0 1,393.1 1,437.0
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1,725.0 1,684.9 1,503.5
R3 1,627.5 1,587.4 1,476.7
R2 1,530.0 1,530.0 1,467.8
R1 1,489.9 1,489.9 1,458.8 1,461.2
PP 1,432.5 1,432.5 1,432.5 1,418.1
S1 1,392.4 1,392.4 1,441.0 1,363.7
S2 1,335.0 1,335.0 1,432.0
S3 1,237.5 1,294.9 1,423.1
S4 1,140.0 1,197.4 1,396.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,469.7 1,375.0 94.7 6.5% 42.5 2.9% 78% False False 77,535
10 1,510.0 1,375.0 135.0 9.3% 37.7 2.6% 55% False False 73,574
20 1,551.7 1,375.0 176.7 12.2% 36.9 2.5% 42% False False 62,717
40 1,566.3 1,375.0 191.3 13.2% 26.9 1.9% 39% False False 47,877
60 1,566.3 1,375.0 191.3 13.2% 23.2 1.6% 39% False False 51,097
80 1,566.3 1,375.0 191.3 13.2% 19.7 1.4% 39% False False 38,932
100 1,566.3 1,375.0 191.3 13.2% 17.0 1.2% 39% False False 31,229
120 1,566.3 1,375.0 191.3 13.2% 15.3 1.1% 39% False False 26,048
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 8.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,550.5
2.618 1,514.6
1.618 1,492.6
1.000 1,479.0
0.618 1,470.6
HIGH 1,457.0
0.618 1,448.6
0.500 1,446.0
0.382 1,443.4
LOW 1,435.0
0.618 1,421.4
1.000 1,413.0
1.618 1,399.4
2.618 1,377.4
4.250 1,341.5
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 1,448.1 1,440.2
PP 1,447.0 1,431.3
S1 1,446.0 1,422.4

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

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