E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 16-Apr-2007
Day Change Summary
Previous Current
13-Apr-2007 16-Apr-2007 Change Change % Previous Week
Open 1,455.25 1,461.50 6.25 0.4% 1,457.25
High 1,461.75 1,477.25 15.50 1.1% 1,461.75
Low 1,452.25 1,461.00 8.75 0.6% 1,442.25
Close 1,461.25 1,475.50 14.25 1.0% 1,461.25
Range 9.50 16.25 6.75 71.1% 19.50
ATR 13.29 13.50 0.21 1.6% 0.00
Volume 1,168,430 975,395 -193,035 -16.5% 3,660,176
Daily Pivots for day following 16-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,520.00 1,514.00 1,484.50
R3 1,503.75 1,497.75 1,480.00
R2 1,487.50 1,487.50 1,478.50
R1 1,481.50 1,481.50 1,477.00 1,484.50
PP 1,471.25 1,471.25 1,471.25 1,472.75
S1 1,465.25 1,465.25 1,474.00 1,468.25
S2 1,455.00 1,455.00 1,472.50
S3 1,438.75 1,449.00 1,471.00
S4 1,422.50 1,432.75 1,466.50
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,513.50 1,507.00 1,472.00
R3 1,494.00 1,487.50 1,466.50
R2 1,474.50 1,474.50 1,464.75
R1 1,468.00 1,468.00 1,463.00 1,471.25
PP 1,455.00 1,455.00 1,455.00 1,456.75
S1 1,448.50 1,448.50 1,459.50 1,451.75
S2 1,435.50 1,435.50 1,457.75
S3 1,416.00 1,429.00 1,456.00
S4 1,396.50 1,409.50 1,450.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,477.25 1,442.25 35.00 2.4% 12.25 0.8% 95% True False 917,868
10 1,477.25 1,433.25 44.00 3.0% 10.50 0.7% 96% True False 782,231
20 1,477.25 1,412.50 64.75 4.4% 12.75 0.9% 97% True False 986,806
40 1,477.75 1,375.25 102.50 6.9% 16.75 1.1% 98% False False 810,172
60 1,477.75 1,375.25 102.50 6.9% 14.50 1.0% 98% False False 540,785
80 1,477.75 1,375.25 102.50 6.9% 13.50 0.9% 98% False False 405,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,546.25
2.618 1,519.75
1.618 1,503.50
1.000 1,493.50
0.618 1,487.25
HIGH 1,477.25
0.618 1,471.00
0.500 1,469.00
0.382 1,467.25
LOW 1,461.00
0.618 1,451.00
1.000 1,444.75
1.618 1,434.75
2.618 1,418.50
4.250 1,392.00
Fisher Pivots for day following 16-Apr-2007
Pivot 1 day 3 day
R1 1,473.50 1,470.25
PP 1,471.25 1,465.00
S1 1,469.00 1,459.75

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

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