E-mini S&P 500 Future March 2007


Trading Metrics calculated at close of trading on 26-Feb-2007
Day Change Summary
Previous Current
23-Feb-2007 26-Feb-2007 Change Change % Previous Week
Open 1,458.75 1,454.00 -4.75 -0.3% 1,458.50
High 1,459.25 1,459.75 0.50 0.0% 1,464.75
Low 1,450.50 1,447.75 -2.75 -0.2% 1,450.50
Close 1,453.75 1,452.50 -1.25 -0.1% 1,453.75
Range 8.75 12.00 3.25 37.1% 14.25
ATR 10.41 10.53 0.11 1.1% 0.00
Volume 1,138,123 1,060,452 -77,671 -6.8% 3,723,766
Daily Pivots for day following 26-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,489.25 1,483.00 1,459.00
R3 1,477.25 1,471.00 1,455.75
R2 1,465.25 1,465.25 1,454.75
R1 1,459.00 1,459.00 1,453.50 1,456.00
PP 1,453.25 1,453.25 1,453.25 1,452.00
S1 1,447.00 1,447.00 1,451.50 1,444.00
S2 1,441.25 1,441.25 1,450.25
S3 1,429.25 1,435.00 1,449.25
S4 1,417.25 1,423.00 1,446.00
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 1,499.00 1,490.75 1,461.50
R3 1,484.75 1,476.50 1,457.75
R2 1,470.50 1,470.50 1,456.25
R1 1,462.25 1,462.25 1,455.00 1,459.25
PP 1,456.25 1,456.25 1,456.25 1,455.00
S1 1,448.00 1,448.00 1,452.50 1,445.00
S2 1,442.00 1,442.00 1,451.25
S3 1,427.75 1,433.75 1,449.75
S4 1,413.50 1,419.50 1,446.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,464.75 1,447.75 17.00 1.2% 10.75 0.7% 28% False True 956,843
10 1,464.75 1,435.00 29.75 2.0% 10.00 0.7% 59% False False 988,920
20 1,464.75 1,423.25 41.50 2.9% 10.00 0.7% 70% False False 975,878
40 1,464.75 1,412.25 52.50 3.6% 11.25 0.8% 77% False False 946,284
60 1,464.75 1,390.25 74.50 5.1% 11.25 0.8% 84% False False 818,586
80 1,464.75 1,377.50 87.25 6.0% 11.00 0.8% 86% False False 614,765
100 1,464.75 1,347.50 117.25 8.1% 10.75 0.7% 90% False False 492,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,510.75
2.618 1,491.25
1.618 1,479.25
1.000 1,471.75
0.618 1,467.25
HIGH 1,459.75
0.618 1,455.25
0.500 1,453.75
0.382 1,452.25
LOW 1,447.75
0.618 1,440.25
1.000 1,435.75
1.618 1,428.25
2.618 1,416.25
4.250 1,396.75
Fisher Pivots for day following 26-Feb-2007
Pivot 1 day 3 day
R1 1,453.75 1,456.25
PP 1,453.25 1,455.00
S1 1,453.00 1,453.75

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

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