S&P500 Future June 2007


Trading Metrics calculated at close of trading on 02-Aug-2006
Day Change Summary
Previous Current
01-Aug-2006 02-Aug-2006 Change Change % Previous Week
Open 1,310.3 1,318.2 7.9 0.6% 1,301.1
High 1,310.3 1,318.2 7.9 0.6% 1,317.9
Low 1,310.3 1,318.2 7.9 0.6% 1,301.1
Close 1,310.3 1,318.2 7.9 0.6% 1,317.9
Range
ATR 8.8 8.8 -0.1 -0.8% 0.0
Volume 596 894 298 50.0% 50
Daily Pivots for day following 02-Aug-2006
Classic Woodie Camarilla DeMark
R4 1,318.2 1,318.2 1,318.2
R3 1,318.2 1,318.2 1,318.2
R2 1,318.2 1,318.2 1,318.2
R1 1,318.2 1,318.2 1,318.2 1,318.2
PP 1,318.2 1,318.2 1,318.2 1,318.2
S1 1,318.2 1,318.2 1,318.2 1,318.2
S2 1,318.2 1,318.2 1,318.2
S3 1,318.2 1,318.2 1,318.2
S4 1,318.2 1,318.2 1,318.2
Weekly Pivots for week ending 28-Jul-2006
Classic Woodie Camarilla DeMark
R4 1,362.7 1,357.1 1,327.1
R3 1,345.9 1,340.3 1,322.5
R2 1,329.1 1,329.1 1,321.0
R1 1,323.5 1,323.5 1,319.4 1,326.3
PP 1,312.3 1,312.3 1,312.3 1,313.7
S1 1,306.7 1,306.7 1,316.4 1,309.5
S2 1,295.5 1,295.5 1,314.8
S3 1,278.7 1,289.9 1,313.3
S4 1,261.9 1,273.1 1,308.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,318.2 1,305.9 12.3 0.9% 0.0 0.0% 100% True False 298
10 1,318.2 1,278.2 40.0 3.0% 0.0 0.0% 100% True False 154
20 1,318.2 1,269.8 48.4 3.7% 1.8 0.1% 100% True False 78
40 1,323.2 1,264.6 58.6 4.4% 1.4 0.1% 91% False False 70
60 1,374.9 1,264.6 110.3 8.4% 1.4 0.1% 49% False False 47
80 1,374.9 1,264.6 110.3 8.4% 1.1 0.1% 49% False False 35
100 1,374.9 1,264.6 110.3 8.4% 1.1 0.1% 49% False False 28
120 1,374.9 1,264.6 110.3 8.4% 1.0 0.1% 49% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0
Fibonacci Retracements and Extensions
4.250 1,318.2
2.618 1,318.2
1.618 1,318.2
1.000 1,318.2
0.618 1,318.2
HIGH 1,318.2
0.618 1,318.2
0.500 1,318.2
0.382 1,318.2
LOW 1,318.2
0.618 1,318.2
1.000 1,318.2
1.618 1,318.2
2.618 1,318.2
4.250 1,318.2
Fisher Pivots for day following 02-Aug-2006
Pivot 1 day 3 day
R1 1,318.2 1,316.9
PP 1,318.2 1,315.6
S1 1,318.2 1,314.3

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

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