E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 1,441.00 1,438.50 -2.50 -0.2% 1,417.25
High 1,444.50 1,443.00 -1.50 -0.1% 1,441.50
Low 1,436.25 1,435.25 -1.00 -0.1% 1,412.25
Close 1,438.75 1,438.75 0.00 0.0% 1,440.75
Range 8.25 7.75 -0.50 -6.1% 29.25
ATR 11.96 11.66 -0.30 -2.5% 0.00
Volume 865,572 744,157 -121,415 -14.0% 5,748,989
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,462.25 1,458.25 1,443.00
R3 1,454.50 1,450.50 1,441.00
R2 1,446.75 1,446.75 1,440.25
R1 1,442.75 1,442.75 1,439.50 1,444.75
PP 1,439.00 1,439.00 1,439.00 1,440.00
S1 1,435.00 1,435.00 1,438.00 1,437.00
S2 1,431.25 1,431.25 1,437.25
S3 1,423.50 1,427.25 1,436.50
S4 1,415.75 1,419.50 1,434.50
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1,519.25 1,509.25 1,456.75
R3 1,490.00 1,480.00 1,448.75
R2 1,460.75 1,460.75 1,446.00
R1 1,450.75 1,450.75 1,443.50 1,455.75
PP 1,431.50 1,431.50 1,431.50 1,434.00
S1 1,421.50 1,421.50 1,438.00 1,426.50
S2 1,402.25 1,402.25 1,435.50
S3 1,373.00 1,392.25 1,432.75
S4 1,343.75 1,363.00 1,424.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,444.50 1,412.25 32.25 2.2% 11.25 0.8% 82% False False 1,051,851
10 1,444.50 1,412.25 32.25 2.2% 13.50 0.9% 82% False False 963,700
20 1,445.00 1,412.25 32.75 2.3% 11.75 0.8% 81% False False 817,302
40 1,445.00 1,390.25 54.75 3.8% 11.00 0.8% 89% False False 551,284
60 1,445.00 1,377.50 67.50 4.7% 11.25 0.8% 91% False False 368,114
80 1,445.00 1,332.00 113.00 7.9% 10.75 0.8% 94% False False 276,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.03
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,476.00
2.618 1,463.25
1.618 1,455.50
1.000 1,450.75
0.618 1,447.75
HIGH 1,443.00
0.618 1,440.00
0.500 1,439.00
0.382 1,438.25
LOW 1,435.25
0.618 1,430.50
1.000 1,427.50
1.618 1,422.75
2.618 1,415.00
4.250 1,402.25
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 1,439.00 1,438.00
PP 1,439.00 1,437.25
S1 1,439.00 1,436.50

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

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