E-mini S&P 500 Future March 2007

Trading Metrics calculated at close of trading on 19-Jan-2007

Day Change Summary
	Previous	Current
	18-Jan-2007	19-Jan-2007	Change	Change %	Previous Week
Open	1,438.50	1,432.25	-6.25	-0.4%	1,441.00
High	1,442.25	1,439.00	-3.25	-0.2%	1,444.50
Low	1,431.00	1,431.25	0.25	0.0%	1,431.00
Close	1,433.25	1,436.75	3.50	0.2%	1,436.75
Range	11.25	7.75	-3.50	-31.1%	13.50
ATR	11.63	11.35	-0.28	-2.4%	0.00
Volume	930,441	1,117,211	186,770	20.1%	3,657,381

Daily Pivots for day following 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,459.00	1,455.50	1,441.00
R3	1,451.25	1,447.75	1,439.00
R2	1,443.50	1,443.50	1,438.25
R1	1,440.00	1,440.00	1,437.50	1,441.75
PP	1,435.75	1,435.75	1,435.75	1,436.50
S1	1,432.25	1,432.25	1,436.00	1,434.00
S2	1,428.00	1,428.00	1,435.25
S3	1,420.25	1,424.50	1,434.50
S4	1,412.50	1,416.75	1,432.50

Weekly Pivots for week ending 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,478.00	1,470.75	1,444.25
R3	1,464.50	1,457.25	1,440.50
R2	1,451.00	1,451.00	1,439.25
R1	1,443.75	1,443.75	1,438.00	1,440.50
PP	1,437.50	1,437.50	1,437.50	1,435.75
S1	1,430.25	1,430.25	1,435.50	1,427.00
S2	1,424.00	1,424.00	1,434.25
S3	1,410.50	1,416.75	1,433.00
S4	1,397.00	1,403.25	1,429.25

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	1,428.25	16.25	1.1%	9.75	0.7%	52%	False	False	977,392
10	1,444.50	1,412.25	32.25	2.2%	11.50	0.8%	76%	False	False	1,043,893
20	1,444.50	1,412.25	32.25	2.2%	11.75	0.8%	76%	False	False	810,023
40	1,445.00	1,390.25	54.75	3.8%	11.25	0.8%	85%	False	False	602,141
60	1,445.00	1,377.50	67.50	4.7%	11.00	0.8%	88%	False	False	402,231
80	1,445.00	1,344.75	100.25	7.0%	10.75	0.7%	92%	False	False	301,869

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,472.00
2.618	1,459.25
1.618	1,451.50
1.000	1,446.75
0.618	1,443.75
HIGH	1,439.00
0.618	1,436.00
0.500	1,435.00
0.382	1,434.25
LOW	1,431.25
0.618	1,426.50
1.000	1,423.50
1.618	1,418.75
2.618	1,411.00
4.250	1,398.25

Fisher Pivots for day following 19-Jan-2007
Pivot	1 day	3 day
R1	1,436.25	1,437.00
PP	1,435.75	1,437.00
S1	1,435.00	1,436.75

Download as Excel Spreadsheet

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

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