S&P500 Future September 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 1,458.7 1,455.0 -3.7 -0.3% 1,475.8
High 1,465.6 1,474.3 8.7 0.6% 1,499.0
Low 1,441.1 1,453.4 12.3 0.9% 1,450.5
Close 1,455.3 1,472.8 17.5 1.2% 1,459.8
Range 24.5 20.9 -3.6 -14.7% 48.5
ATR 27.2 26.8 -0.5 -1.7% 0.0
Volume 76,351 63,236 -13,115 -17.2% 205,136
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,529.5 1,522.1 1,484.3
R3 1,508.6 1,501.2 1,478.5
R2 1,487.7 1,487.7 1,476.6
R1 1,480.3 1,480.3 1,474.7 1,484.0
PP 1,466.8 1,466.8 1,466.8 1,468.7
S1 1,459.4 1,459.4 1,470.9 1,463.1
S2 1,445.9 1,445.9 1,469.0
S3 1,425.0 1,438.5 1,467.1
S4 1,404.1 1,417.6 1,461.3
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 1,615.3 1,586.0 1,486.5
R3 1,566.8 1,537.5 1,473.1
R2 1,518.3 1,518.3 1,468.7
R1 1,489.0 1,489.0 1,464.2 1,479.4
PP 1,469.8 1,469.8 1,469.8 1,465.0
S1 1,440.5 1,440.5 1,455.4 1,430.9
S2 1,421.3 1,421.3 1,450.9
S3 1,372.8 1,392.0 1,446.5
S4 1,324.3 1,343.5 1,433.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,489.5 1,441.1 48.4 3.3% 22.0 1.5% 65% False False 58,456
10 1,499.0 1,435.0 64.0 4.3% 25.0 1.7% 59% False False 52,697
20 1,499.0 1,375.0 124.0 8.4% 28.4 1.9% 79% False False 58,447
40 1,565.4 1,375.0 190.4 12.9% 29.3 2.0% 51% False False 54,967
60 1,566.3 1,375.0 191.3 13.0% 25.3 1.7% 51% False False 47,803
80 1,566.3 1,375.0 191.3 13.0% 22.6 1.5% 51% False False 48,266
100 1,566.3 1,375.0 191.3 13.0% 19.7 1.3% 51% False False 38,997
120 1,566.3 1,375.0 191.3 13.0% 17.5 1.2% 51% False False 32,551
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,563.1
2.618 1,529.0
1.618 1,508.1
1.000 1,495.2
0.618 1,487.2
HIGH 1,474.3
0.618 1,466.3
0.500 1,463.9
0.382 1,461.4
LOW 1,453.4
0.618 1,440.5
1.000 1,432.5
1.618 1,419.6
2.618 1,398.7
4.250 1,364.6
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 1,469.8 1,468.7
PP 1,466.8 1,464.6
S1 1,463.9 1,460.6

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

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