E-mini S&P 500 Future June 2007

Trading Metrics calculated at close of trading on 04-Apr-2007

Day Change Summary
	Previous	Current
	03-Apr-2007	04-Apr-2007	Change	Change %	Previous Week
Open	1,433.50	1,447.00	13.50	0.9%	1,446.25
High	1,450.50	1,450.00	-0.50	0.0%	1,449.25
Low	1,433.25	1,444.25	11.00	0.8%	1,418.00
Close	1,447.25	1,448.50	1.25	0.1%	1,431.25
Range	17.25	5.75	-11.50	-66.7%	31.25
ATR	16.40	15.64	-0.76	-4.6%	0.00
Volume	904,543	1,008,408	103,865	11.5%	5,626,465

Daily Pivots for day following 04-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,464.75	1,462.50	1,451.75
R3	1,459.00	1,456.75	1,450.00
R2	1,453.25	1,453.25	1,449.50
R1	1,451.00	1,451.00	1,449.00	1,452.00
PP	1,447.50	1,447.50	1,447.50	1,448.25
S1	1,445.25	1,445.25	1,448.00	1,446.50
S2	1,441.75	1,441.75	1,447.50
S3	1,436.00	1,439.50	1,447.00
S4	1,430.25	1,433.75	1,445.25

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,526.50	1,510.25	1,448.50
R3	1,495.25	1,479.00	1,439.75
R2	1,464.00	1,464.00	1,437.00
R1	1,447.75	1,447.75	1,434.00	1,440.25
PP	1,432.75	1,432.75	1,432.75	1,429.00
S1	1,416.50	1,416.50	1,428.50	1,409.00
S2	1,401.50	1,401.50	1,425.50
S3	1,370.25	1,385.25	1,422.75
S4	1,339.00	1,354.00	1,414.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,450.50	1,418.00	32.50	2.2%	14.00	1.0%	94%	False	False	1,217,881
10	1,451.00	1,418.00	33.00	2.3%	13.00	0.9%	92%	False	False	1,168,406
20	1,451.00	1,375.25	75.75	5.2%	16.25	1.1%	97%	False	False	1,306,632
40	1,477.75	1,375.25	102.50	7.1%	16.50	1.1%	71%	False	False	662,826
60	1,477.75	1,375.25	102.50	7.1%	14.50	1.0%	71%	False	False	442,521

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.13
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1,474.50
2.618	1,465.00
1.618	1,459.25
1.000	1,455.75
0.618	1,453.50
HIGH	1,450.00
0.618	1,447.75
0.500	1,447.00
0.382	1,446.50
LOW	1,444.25
0.618	1,440.75
1.000	1,438.50
1.618	1,435.00
2.618	1,429.25
4.250	1,419.75

Fisher Pivots for day following 04-Apr-2007
Pivot	1 day	3 day
R1	1,448.00	1,445.00
PP	1,447.50	1,441.50
S1	1,447.00	1,438.00

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