E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 30-Apr-2007
Day Change Summary
Previous Current
27-Apr-2007 30-Apr-2007 Change Change % Previous Week
Open 1,502.00 1,501.00 -1.00 -0.1% 1,492.75
High 1,503.75 1,505.00 1.25 0.1% 1,505.00
Low 1,494.50 1,488.00 -6.50 -0.4% 1,480.25
Close 1,502.00 1,488.50 -13.50 -0.9% 1,502.00
Range 9.25 17.00 7.75 83.8% 24.75
ATR 12.48 12.80 0.32 2.6% 0.00
Volume 972,312 980,642 8,330 0.9% 5,920,025
Daily Pivots for day following 30-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,544.75 1,533.75 1,497.75
R3 1,527.75 1,516.75 1,493.25
R2 1,510.75 1,510.75 1,491.50
R1 1,499.75 1,499.75 1,490.00 1,496.75
PP 1,493.75 1,493.75 1,493.75 1,492.50
S1 1,482.75 1,482.75 1,487.00 1,479.75
S2 1,476.75 1,476.75 1,485.50
S3 1,459.75 1,465.75 1,483.75
S4 1,442.75 1,448.75 1,479.25
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 1,570.00 1,560.75 1,515.50
R3 1,545.25 1,536.00 1,508.75
R2 1,520.50 1,520.50 1,506.50
R1 1,511.25 1,511.25 1,504.25 1,516.00
PP 1,495.75 1,495.75 1,495.75 1,498.00
S1 1,486.50 1,486.50 1,499.75 1,491.00
S2 1,471.00 1,471.00 1,497.50
S3 1,446.25 1,461.75 1,495.25
S4 1,421.50 1,437.00 1,488.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,505.00 1,480.25 24.75 1.7% 12.50 0.8% 33% True False 1,111,073
10 1,505.00 1,468.25 36.75 2.5% 12.00 0.8% 55% True False 1,170,101
20 1,505.00 1,433.25 71.75 4.8% 11.25 0.8% 77% True False 976,166
40 1,505.00 1,375.25 129.75 8.7% 14.25 1.0% 87% True False 1,097,356
60 1,505.00 1,375.25 129.75 8.7% 14.75 1.0% 87% True False 735,420
80 1,505.00 1,375.25 129.75 8.7% 13.75 0.9% 87% True False 552,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.78
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,577.25
2.618 1,549.50
1.618 1,532.50
1.000 1,522.00
0.618 1,515.50
HIGH 1,505.00
0.618 1,498.50
0.500 1,496.50
0.382 1,494.50
LOW 1,488.00
0.618 1,477.50
1.000 1,471.00
1.618 1,460.50
2.618 1,443.50
4.250 1,415.75
Fisher Pivots for day following 30-Apr-2007
Pivot 1 day 3 day
R1 1,496.50 1,496.50
PP 1,493.75 1,493.75
S1 1,491.25 1,491.25

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

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