E-mini S&P 500 Future June 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 1,508.00 1,517.75 9.75 0.6% 1,513.25
High 1,518.50 1,521.75 3.25 0.2% 1,519.00
Low 1,506.00 1,513.00 7.00 0.5% 1,496.00
Close 1,518.00 1,515.25 -2.75 -0.2% 1,512.25
Range 12.50 8.75 -3.75 -30.0% 23.00
ATR 12.79 12.50 -0.29 -2.3% 0.00
Volume 1,717,996 1,261,371 -456,625 -26.6% 5,309,351
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 1,543.00 1,537.75 1,520.00
R3 1,534.25 1,529.00 1,517.75
R2 1,525.50 1,525.50 1,516.75
R1 1,520.25 1,520.25 1,516.00 1,518.50
PP 1,516.75 1,516.75 1,516.75 1,515.75
S1 1,511.50 1,511.50 1,514.50 1,509.75
S2 1,508.00 1,508.00 1,513.75
S3 1,499.25 1,502.75 1,512.75
S4 1,490.50 1,494.00 1,510.50
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 1,578.00 1,568.25 1,525.00
R3 1,555.00 1,545.25 1,518.50
R2 1,532.00 1,532.00 1,516.50
R1 1,522.25 1,522.25 1,514.25 1,515.50
PP 1,509.00 1,509.00 1,509.00 1,505.75
S1 1,499.25 1,499.25 1,510.25 1,492.50
S2 1,486.00 1,486.00 1,508.00
S3 1,463.00 1,476.25 1,506.00
S4 1,440.00 1,453.25 1,499.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,521.75 1,496.00 25.75 1.7% 13.75 0.9% 75% True False 1,394,983
10 1,521.75 1,496.00 25.75 1.7% 12.25 0.8% 75% True False 1,159,370
20 1,521.75 1,478.75 43.00 2.8% 12.00 0.8% 85% True False 1,155,359
40 1,521.75 1,418.00 103.75 6.8% 12.00 0.8% 94% True False 1,067,337
60 1,521.75 1,375.25 146.50 9.7% 15.25 1.0% 96% True False 985,155
80 1,521.75 1,375.25 146.50 9.7% 13.75 0.9% 96% True False 739,392
100 1,521.75 1,375.25 146.50 9.7% 13.25 0.9% 96% True False 591,728
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.45
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,559.00
2.618 1,544.75
1.618 1,536.00
1.000 1,530.50
0.618 1,527.25
HIGH 1,521.75
0.618 1,518.50
0.500 1,517.50
0.382 1,516.25
LOW 1,513.00
0.618 1,507.50
1.000 1,504.25
1.618 1,498.75
2.618 1,490.00
4.250 1,475.75
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 1,517.50 1,514.25
PP 1,516.75 1,513.25
S1 1,516.00 1,512.50

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

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