E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 03-Jan-2007 Change Change % Previous Week
Open 1,434.25 1,433.00 -1.25 -0.1% 1,421.00
High 1,437.50 1,440.00 2.50 0.2% 1,438.75
Low 1,425.50 1,416.50 -9.00 -0.6% 1,420.50
Close 1,428.50 1,424.75 -3.75 -0.3% 1,428.50
Range 12.00 23.50 11.50 95.8% 18.25
ATR 10.49 11.42 0.93 8.9% 0.00
Volume 416,781 25,473 -391,308 -93.9% 1,712,727
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,497.50 1,484.75 1,437.75
R3 1,474.00 1,461.25 1,431.25
R2 1,450.50 1,450.50 1,429.00
R1 1,437.75 1,437.75 1,427.00 1,432.50
PP 1,427.00 1,427.00 1,427.00 1,424.50
S1 1,414.25 1,414.25 1,422.50 1,409.00
S2 1,403.50 1,403.50 1,420.50
S3 1,380.00 1,390.75 1,418.25
S4 1,356.50 1,367.25 1,411.75
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 1,484.00 1,474.50 1,438.50
R3 1,465.75 1,456.25 1,433.50
R2 1,447.50 1,447.50 1,431.75
R1 1,438.00 1,438.00 1,430.25 1,442.75
PP 1,429.25 1,429.25 1,429.25 1,431.50
S1 1,419.75 1,419.75 1,426.75 1,424.50
S2 1,411.00 1,411.00 1,425.25
S3 1,392.75 1,401.50 1,423.50
S4 1,374.50 1,383.25 1,418.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,440.00 1,416.50 23.50 1.6% 12.25 0.9% 35% True True 347,640
10 1,444.00 1,416.50 27.50 1.9% 11.75 0.8% 30% False True 540,642
20 1,445.00 1,409.50 35.50 2.5% 11.00 0.8% 43% False False 614,574
40 1,445.00 1,379.50 65.50 4.6% 11.00 0.8% 69% False False 311,560
60 1,445.00 1,362.75 82.25 5.8% 10.75 0.8% 75% False False 208,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.18
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1,540.00
2.618 1,501.50
1.618 1,478.00
1.000 1,463.50
0.618 1,454.50
HIGH 1,440.00
0.618 1,431.00
0.500 1,428.25
0.382 1,425.50
LOW 1,416.50
0.618 1,402.00
1.000 1,393.00
1.618 1,378.50
2.618 1,355.00
4.250 1,316.50
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 1,428.25 1,428.25
PP 1,427.00 1,427.00
S1 1,426.00 1,426.00

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

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