E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary
Previous Current
05-Jan-2007 08-Jan-2007 Change Change % Previous Week
Open 1,427.75 1,417.25 -10.50 -0.7% 1,433.00
High 1,428.50 1,424.50 -4.00 -0.3% 1,440.00
Low 1,414.25 1,413.00 -1.25 -0.1% 1,414.25
Close 1,416.50 1,422.50 6.00 0.4% 1,416.50
Range 14.25 11.50 -2.75 -19.3% 25.75
ATR 11.84 11.82 -0.02 -0.2% 0.00
Volume 1,032,569 1,058,487 25,918 2.5% 2,278,283
Daily Pivots for day following 08-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,454.50 1,450.00 1,428.75
R3 1,443.00 1,438.50 1,425.75
R2 1,431.50 1,431.50 1,424.50
R1 1,427.00 1,427.00 1,423.50 1,429.25
PP 1,420.00 1,420.00 1,420.00 1,421.00
S1 1,415.50 1,415.50 1,421.50 1,417.75
S2 1,408.50 1,408.50 1,420.50
S3 1,397.00 1,404.00 1,419.25
S4 1,385.50 1,392.50 1,416.25
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,500.75 1,484.50 1,430.75
R3 1,475.00 1,458.75 1,423.50
R2 1,449.25 1,449.25 1,421.25
R1 1,433.00 1,433.00 1,418.75 1,428.25
PP 1,423.50 1,423.50 1,423.50 1,421.25
S1 1,407.25 1,407.25 1,414.25 1,402.50
S2 1,397.75 1,397.75 1,411.75
S3 1,372.00 1,381.50 1,409.50
S4 1,346.25 1,355.75 1,402.25
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 1,413.00 27.00 1.9% 15.25 1.1% 35% False True 750,710
10 1,440.00 1,413.00 27.00 1.9% 12.50 0.9% 35% False True 617,458
20 1,445.00 1,413.00 32.00 2.2% 11.50 0.8% 30% False True 772,955
40 1,445.00 1,390.25 54.75 3.8% 11.00 0.8% 59% False False 394,249
60 1,445.00 1,370.25 74.75 5.3% 11.00 0.8% 70% False False 263,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.90
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,473.50
2.618 1,454.50
1.618 1,443.00
1.000 1,436.00
0.618 1,431.50
HIGH 1,424.50
0.618 1,420.00
0.500 1,418.75
0.382 1,417.50
LOW 1,413.00
0.618 1,406.00
1.000 1,401.50
1.618 1,394.50
2.618 1,383.00
4.250 1,364.00
Fisher Pivots for day following 08-Jan-2007
Pivot 1 day 3 day
R1 1,421.25 1,422.50
PP 1,420.00 1,422.25
S1 1,418.75 1,422.25

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

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